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Computing best bounds for nonlinear risk measures with partial information

Wong, Man Hong; Zhang, Shuzhong - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 204-212

Persistent link: https://www.econbiz.de/10009736115

Active allocation of systematic risk and control of risk sensitivity in portfolio optimization

Li, Yingjie; Zhu, Shushang; Li, Donghui; Li, Duan - In: European journal of operational research : EJOR 228 (2013) 3, pp. 556-570

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A robust set-valued scenario approach for handling modeling risk in portfolio optimization

Zhu, Shushang; Jin, Xiaodong; Li, Duan - In: The journal of computational finance 19 (2015) 1, pp. 11-40

Persistent link: https://www.econbiz.de/10011480704

Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time

Gao, Jianjun; Xiong, Yan; Li, Duan - In: European journal of operational research : EJOR 249 (2016) 2, pp. 647-656

Persistent link: https://www.econbiz.de/10011436797

Dynamic Mean-Risk Portfolio Selection with Multiple Risk Measures in Continuous-Time

Gao, Jianjun - 2014

Different risk measures emphasize different aspects of a random loss. If we examine the investment performance according to different spectra of the risk measures, any policy generated from a mean-risk portfolio model with a sole risk measure may not be a good choice. We study in this paper the...

Persistent link: https://www.econbiz.de/10013060493

Exploring risk containment among Big 4 firms through credit derivatives

Lin, Ping; Zhang, Sanjian; Zhang, Gaiyan - In: International journal of services and standards 9 (2014) 2/4, pp. 146-174

Persistent link: https://www.econbiz.de/10011347655

Uncertainty in financing interest rates for startups

Xu, Bing; Zhang, Shenghong; Chen, Xiaohui - In: Industrial marketing management : the international … 94 (2021), pp. 150-158

Persistent link: https://www.econbiz.de/10012513145

Dynamic risk spillover and hedging efficacy of China's carbon-energy-finance markets : economic policy uncertainty and investor sentiment non-linear causal effects

Man, Yuanyuan; Zhang, Sunpei; He, Yongda - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1397-1416

Persistent link: https://www.econbiz.de/10014535475

The level effect and volatility effect of uncertainty shocks in China

Zhang, Shangfeng; Liu, Yaoxin; Chen, Haitong; Zhu, Chun; … - In: Economic research 34 (2021) 1,1, pp. 172-193

Persistent link: https://www.econbiz.de/10013341482

Does extended auditor disclosure deter managerial bad-news hoarding? : evidence from crash risk

Li, Donghui; Xing, Lu; Zhao, Yang - In: The journal of corporate finance : contracting, … 76 (2022), pp. 1-31

Persistent link: https://www.econbiz.de/10013494265