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Optimal payout strategies when Bruno de Finetti meets model uncertainty

Feng, Yang; Siu, Tak Kuen; Zhu, Jinxia - In: Insurance : mathematics and economics 116 (2024), pp. 148-164

Persistent link: https://www.econbiz.de/10015066799

Optimal risk exposure and dividend payout policies under model uncertainty

Feng, Yang; Zhu, Jinxia; Siu, Tak Kuen - In: Insurance / Mathematics & economics 100 (2021), pp. 1-29

Persistent link: https://www.econbiz.de/10012622379

Mitigating overtime risk in tactical surgical scheduling

Zhang, Yu; Wang, Yu; Tang, Jiafu; Lim, Andrew - In: Omega : the international journal of management science 93 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012243786

Oil shocks, policy uncertainty and earnings surprises

Kang, Wensheng; Wang, Jing - In: Review of quantitative finance and accounting 51 (2018) 2, pp. 375-388

Persistent link: https://www.econbiz.de/10012037117

The opposing effects of complexity and information content on uncertainty dynamics : evidence from 10-K filings

Bae, Joon Woo; Belo, Frederico; Li, Jun; Lin, Xiaoji; … - In: Management science : journal of the Institute for … 69 (2023) 10, pp. 6313-6332

Persistent link: https://www.econbiz.de/10014393058

Short-run and long-run consumption risks, dividend processes, and asset returns

Li, Jun; Zhang, Harold H. - In: The review of financial studies 30 (2017) 2, pp. 588-630

Persistent link: https://www.econbiz.de/10011746288

Risky suppliers or risky supply chains? : an empirical analysis of sub-tier supply network structure on firm performance in the high-tech sector

Wang, Yixin; Li, Jun; Anupindi, Ravi; Wang, Yang - 2015

Persistent link: https://www.econbiz.de/10011746646

Short-Run and Long-Run Consumption Risks, Dividend Processes, and Asset Returns

Li, Jun - 2016

We examine the implications of short-run and long-run consumption risks on the momentum and long-term contrarian profits and the value premium in a unified economic framework. By introducing time-varying firm cash flow exposures to the short-run and long-run shocks in consumption growth, we find...

Persistent link: https://www.econbiz.de/10013007492

Credit risk and uncertainty

Li, Jun - In: Essays in macro-finance, (pp. 1-48). 2018

Persistent link: https://www.econbiz.de/10012111457

When ignorance is not bliss : an empirical analysis of subtier supply network structure on firm risk

Wang, Yixin; Li, Jun; Wu, Di; Anupindi, Ravi - In: Management science : journal of the Institute for … 67 (2021) 4, pp. 2029-2048

Persistent link: https://www.econbiz.de/10012522133