Similar Search Results

The profitability of online loans : a competing risks analysis on default and prepayment

Li, Zhiyong; Li, Aimin; Bellotti, Anthony; Yao, Xiao - In: European journal of operational research : EJOR 306 (2023) 2, pp. 968-985

Persistent link: https://www.econbiz.de/10014279674

The risk interdependence of cryptocurrencies : before and during the COVID-19 pandemic

Zeng, Xinru; Li, Zhiyong; Yang, Weiwei; Huang, Zhengyang - In: International journal of financial engineering 9 (2022) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10014234276

Does systemic risk affect fund managers' tail risk-taking?

Xuan, Quansheng; Li, Zhiyong; Zhao, Tianyu - In: Pacific-Basin finance journal 83 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014491185

Uncertain times and the insider perspective

Lambe, Brendan; Li, Zhiyong; Qin, Weiping - In: International review of financial analysis 81 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013411039

Factor-timing in the Chinese factor zoo : the role of economic policy uncertainty

Li, Zhiyong; Wan, Yifan; Wang, Tianyi; Yu, Mei - In: Journal of international financial markets, … 85 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014433316

Factor-Timing in the Chinese Factor Zoo : The Role of Economic Policy Uncertainty

Li, Zhiyong; Wan, Yifan; Wang, Tianyi; Yu, Mei - 2022

This paper investigates the predictability of the economic policy uncertainty (EPU) on factor returns in the Chinese market. We find that the EPU significantly and negatively predicts the size premium (i.e., SMB, small-minus-big returns) in both short and long horizons. However, such results are...

Persistent link: https://www.econbiz.de/10013491887

Modeling and managing uncertainty in process planning and scheduling

Ierapetritou, Marianthi; Li, Zukui - In: Optimization and logistics challenges in the enterprise, (pp. 97-144). 2009

Persistent link: https://www.econbiz.de/10003860505

Store brand introduction in a two-echelon logistics system with a risk-averse retailer

Cui, Qinquan; Chiu, Chun-Hung; Dai, Xin; Li, Zhongfei - In: Transportation research / E : an international journal 90 (2016), pp. 69-88

Persistent link: https://www.econbiz.de/10011497801

Selling through outlets : the impact of quality, product development risk, and market awareness

Li, Zhaolin; Ryan, Jennifer K.; Sun, Daewon - In: International journal of production economics 186 (2017), pp. 71-80

Persistent link: https://www.econbiz.de/10011697102

Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk

Chen, Zheng; Li, Zhongfei; Zeng, Yan; Sun, Jingyun - In: Insurance / Mathematics & economics 75 (2017), pp. 137-150

Persistent link: https://www.econbiz.de/10011740793