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The Eastern construction of paradoxical cognitive framework and its antecedents : a Yin-Yang balancing perspective
Yang, Yong; Fan, Youqing; Jia, Jianfeng - In: Chinese management studies 16 (2022) 5, pp. 1081-1107
Persistent link: https://www.econbiz.de/10014335966
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Does external uncertainty matter in corporate sustainability performance?
Jia, Jing; Li, Zhongtian - In: The journal of corporate finance : contracting, … 65 (2020), pp. 1-23
Persistent link: https://www.econbiz.de/10012423604
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Valuation and VaR computation for CDOs using Stein's method
El Karoui, Nicole; Jiao, Ying; Kurtz, David - In: Applied quantitative finance, (pp. 161-189). 2009
Persistent link: https://www.econbiz.de/10003746015
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Optimal investment with counterparty risk : a default-density model approach
Jiao, Ying; Pham, Huyen - In: Finance and stochastics 15 (2011) 4, pp. 725-753
Persistent link: https://www.econbiz.de/10009423272
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Stein's method and zero bias transformation for CDO tranche pricing
El Karoui, Nicole; Jiao, Y. - In: Finance and stochastics 13 (2009) 2, pp. 151-180
Persistent link: https://www.econbiz.de/10003939500
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Gaussian and Poisson approximation : applications to CDOs tranche pricing
El Karoui, Nicole; Jiao, Ying; Kurtz, David - In: The journal of computational finance 12 (2008/09) 2, pp. 31-58
Persistent link: https://www.econbiz.de/10009534632
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Portfolio optimization with insider's initial information and counterparty risk
Hillairet, Caroline; Jiao, Ying - In: Finance and stochastics 19 (2015) 1, pp. 109-134
Persistent link: https://www.econbiz.de/10011417122
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Asset allocation strategies in the presence of liability constraints
Cousin, Areski; Jiao, Ying; Robert, Christian Yann; … - In: Insurance 70 (2016), pp. 327-338
Persistent link: https://www.econbiz.de/10011597318
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Optimal asset allocation subject to withdrawal risk and solvency constraints
Cousin, Areski; Jiao, Ying; Robert, Christian Yann; … - In: Risks : open access journal 10 (2022) 1, pp. 1-28
This paper investigates the optimal asset allocation of a financial institution whose customers are free to withdraw their capital-guaranteed financial contracts at any time. In accounting for the asset-liability mismatch risk of the institution, we present a general utility optimization problem...
Persistent link: https://www.econbiz.de/10012805431
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Trading against disorderly liquidation of a large position under asymmetric information and market impact
Hillairet, Caroline; Hyndman, Cody; Jiao, Ying; Wang, Renjie - 2017
Persistent link: https://www.econbiz.de/10012200243