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Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets

Bi, Junna; Cai, Jun - In: Insurance / Mathematics & economics 85 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10011990589

Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence

Bi, Junna; Liang, Zhibin; Xu, Fangjun - In: Insurance / Mathematics & economics 70 (2016), pp. 245-258

Persistent link: https://www.econbiz.de/10011597285

Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence

Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin - In: Mathematical methods of operations research 84 (2016) 1, pp. 155-181

Persistent link: https://www.econbiz.de/10011673473

Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles

Bi, Junna; Chen, Kailing - In: RAIRO / Operations research 53 (2019) 1, pp. 179-206

Persistent link: https://www.econbiz.de/10012113620

Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market

Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen - In: Mathematical methods of operations research 90 (2019) 1, pp. 109-135

Persistent link: https://www.econbiz.de/10012116630

Why greater cash holdings and short-term debt simultaneously persist? : the case of transition economy

Dai, Lu; Meng, Qingbin; Sun, Maozhu - In: Frontiers of business research in China : selected … 9 (2015) 2, pp. 207-242

Persistent link: https://www.econbiz.de/10011490549

The role of multivariate skew-student density in the estimation of stock market crashes

Wu, Lei; Meng, Qingbin; Velazquez, Julio C. - In: The European journal of finance 21 (2015) 13/15, pp. 1144-1160

Persistent link: https://www.econbiz.de/10011419786

Information flow and price discovery dynamics

Wu, Lei; Xu, Kuan; Meng, Qingbin - In: Review of quantitative finance and accounting 56 (2021) 1, pp. 329-367

Persistent link: https://www.econbiz.de/10012432671

Does Good News Cover Bad News?

Meng, Qingbin - 2018

Does good news cover bad news? We show evidence from the Chinese stock market in which the fiscal year of a firm is always the same as the calendar year. Listed firms are required to announce their annual reports by the end of April, the same date of the deadline for announcements of first...

Persistent link: https://www.econbiz.de/10012928513

Local governments' debt risk and enterprise innovation

Meng, Qingbin; Zhong, Ziya; Zhang, Ruijun - In: Applied economics letters 31 (2024) 12, pp. 1100-1103

Persistent link: https://www.econbiz.de/10014558687