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CoCDaR and mCoCDaR : new approach for measurement of systemic risk contributions
Ding, Rui; Uryasev, Stan - In: Journal of risk and financial management : JRFM 13 (2020) 11/270, pp. 1-18
Systemic risk is the risk that the distress of one or more institutions trigger a collapse of the entire financial system. We extend CoVaR (value-at-risk conditioned on an institution) and CoCVaR (conditional value-at-risk conditioned on an institution) systemic risk contribution measures and...
Persistent link: https://www.econbiz.de/10012389811
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Drawdown beta and portfolio optimization
Ding, Rui; Uryasev, Stan - In: Quantitative finance 22 (2022) 7, pp. 1265-1276
Persistent link: https://www.econbiz.de/10013367906
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Visualizing structures in financial time-series datasets through affinity-based diffusion transition embedding
Ding, Rui - In: The journal of financial data science 5 (2023) 1, pp. 111-131
Persistent link: https://www.econbiz.de/10014232805
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Comparative analysis on land reform policies to improve tenure security in China
Ding, Rui - 2013
Persistent link: https://www.econbiz.de/10011317431
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Disclosure of downside risk and investors' use of qualitative information : evidence from the IPO prospectus's risk factor section
Ding, Rui - In: International review of finance 16 (2016) 1, pp. 73-126
Persistent link: https://www.econbiz.de/10011713684
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f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui - In: Quantitative finance 23 (2023) 10, pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
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Enterprise intelligent audit model by using deep learning approach
Ding, Rui - In: Computational economics 59 (2022) 4, pp. 1335-1354
Persistent link: https://www.econbiz.de/10013260256
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A Large-sample Confidence Band for a Multi-response Ridge Path
Ding, Rui; Lin, Dennis K.J.; Peterson, John J. - In: Quality and reliability engineering international 21 (2005) 7, pp. 669-676
Persistent link: https://www.econbiz.de/10006361381
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Keep calm and carry on : do emotionally stable executives reduce stock price crash risk?
Guo, Jintong; Cheng, Xiyun; Zhang, Ziyi; Ding, Rui - In: Finance research letters 70 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10015193511
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Comparative analyses on land reform policies to improve tenure security in China
Ding, Rui - 2013
Persistent link: https://www.econbiz.de/10010529070