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Robust risk choice under high-water mark contract

Mu, Congming; Yan, Jingzhou; Yang, Jinqiang - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 295-322

Persistent link: https://www.econbiz.de/10014342032

Optimal risk taking under high-water mark contract with jump risk

Mu, Congming; Yan, Jingzhou; Liang, Zhian - In: Finance research letters 38 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012486101

Does economic policy uncertainty matter to corporate default probability? : findings from theoretic analyses and China’s listed firms

Liu, Junrong; Deng, Guoying; Yan, Jingzhou; Ma, Shibo - 2025

Persistent link: https://www.econbiz.de/10015359884

Robust risk-taking under a sustainable constraint

Xu, Jiawen; Luo, Deqing; Yan, Jingzhou; Wu, Xiaoping - In: Operations research letters 50 (2022) 3, pp. 246-253

Persistent link: https://www.econbiz.de/10013364082

Robust leverage choice of hedge funds with rare disasters

Yan, Jingzhou; Mu, Congming; Yan, Qianhui; Luo, Deqing - In: Finance research letters 54 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014472621

Market price determination : Interpreting quote order imbalance under zero-profit equilibrium

Long, Yunshen; Yan, Jingzhou; Wu, Liang; Long, Xingchen - In: Economic modelling 134 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014548479

Sustainable investment under ESG volatility and ambiguity

Luo, Deqing; Shan, Xun; Yan, Jingzhou; Yan, Qianhui - In: Economic modelling 128 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014464302

Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets

Lv, Wujun; Pang, Tao; Xia, Xiaobao; Yan, Jingzhou - In: Financial innovation : FIN 9 (2023) 1, pp. 1-28

In response to the unprecedented uncertain rare events of the last decade, we derive an optimal portfolio choice problem in a semi-closed form by integrating price diffusion ambiguity, volatility diffusion ambiguity, and jump ambiguity occurring in the traditional stock market and the...

Persistent link: https://www.econbiz.de/10014289085

Robust leverage decision under locked wealth and high-water mark contract

Luo, Deqing; Wu, Xiaoping; Xu, Jiawen; Yan, Jingzhou - In: Finance research letters 46 (2022) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10013342020

Does equity premium puzzle exist in China : an analysis with the robust inference method

Mao, Jie; Yan, Qianhui; Yao, Xin - In: Applied economics 56 (2024) 59, pp. 8860-8866

Persistent link: https://www.econbiz.de/10015141954