Department of Finance and Insurance

Projects

Projects per year 2011 2012 2013 2014 2015 2017 2018 2019 2020 2026

• 1 Active
• 50 Finished

Projects per year

Search results

• Active

  Unravelling the Governance Participation Puzzle: A field experiment

  ZHAO, X. (PI) & YAN, M. (CoI)

  LU Research Committee

  1/09/24 → 31/08/26

  Project: Grant Research

• Finished

  Uncertainty aversion in the presence of a background risk (在面臨背景風險之下的不確定規避)

  LI, J. (PI)

  Research Grants Council (HKSAR)

  1/01/23 → 31/12/23

  Project: Grant Research

  • Stochastics 100%
  • Stochastic Dominance 100%
  • Actuarial Science 66%
  • Contract Law 50%
  • Bivariate Analysis 50%

• Risk equity and catastrophic risk management

  LI, J. (PI)

  LU Research Committee

  1/01/22 → 31/12/23

  Project: Grant Research

• Mandatory Climate Risk Disclosure in Insurance

  CHENG, J. (PI)

  Research Grants Council (HKSAR)

  1/01/22 → 31/12/23

  Project: Grant Research

• Globalization and Bank and Insurance Firm Performance

  SUN, T. (PI) & CHEN, H. (CoI)

  LU Research Committee

  1/01/22 → 31/12/23

  Project: Grant Research

• Smooth Models of Decision Making under Ambiguity and Consistency Imprecision

  LI, J. (PI)

  LU Research Committee

  1/01/21 → 31/12/22

  Project: Grant Research

  • Risk Aversion 100%
  • Jensen Inequality 100%
  • Subjective Probability 100%

• The effect of mandatory climate risk disclosure on insurer performance

  CHENG, J. (PI)

  LU Research Committee

  1/01/21 → 31/12/22

  Project: Grant Research

• The Effect of SSAP 101 on Loss Provisioning by Property-Casualty Insurers

  CHENG, J. (PI)

  LU Research Committee

  1/01/21 → 31/12/22

  Project: Grant Research

• Risk Structure and Capital Structure: When Structural Model Meets Natural Experiment (風險結構和資本結構: 結構估計與自然實驗方法)

  CHEN, Z. (PI)

  Research Grants Council (HKSAR)

  15/09/20 → 14/09/23

  Project: Grant Research

• Financial Education and Accrual Mispricing-Evidence from a Field Experiment

  WONG, M. L. S. (PI) & ZHAO, X. (CoI)

  LU Research Committee

  1/07/20 → 30/06/22

  Project: Grant Research

• Moderating Effect of Corporate Governance on Wealth and Risk Attitudes

  CHEN, Y. N. (PI), HUI, S. K. (CoI) & YU, S. (CoI)

  LU Research Committee

  2/03/20 → 1/03/22

  Project: Grant Research

• The Theory of Usage Based Insurance

  CHENG, J. (PI)

  2/03/20 → 1/03/22

  Project: Grant Research

• Product Market Competition and Internal Capital Market

  SUN, T. (PI) & WEISS, M. A. (CoI)

  LU Research Committee

  1/01/20 → 30/06/22

  Project: Grant Research

• Customers’ Inventory Turnovers and Suppliers’ Inventory Investment Efficiencies (顧客庫存周轉率與供應商庫存投資效率)

  WEI, L. (PI), LIU, L. (CoI), FOK, C. K. (CoI) & KIM, J. B. (CoI)

  Research Grants Council (HKSAR)

  1/01/20 → 30/06/22

  Project: Grant Research

• Managerial Overconfidence and Risk Management in Insurance

  CHENG, J. (PI), WEN, M. M. (CoI) & LIN, T. (CoI)

  LU Research Committee

  1/01/20 → 31/12/21

  Project: Grant Research

• Short-sale Constraints and Access to Management: Evidence from a Randomized Experiment (賣空限制和管理層接觸：來自隨機實驗的證據)

  ZHAO, X. (PI)

  Research Grants Council (HKSAR)

  1/01/20 → 31/12/22

  Project: Grant Research

• The Validity of the First-order Approach in Principal-Agent Problems with Nonseparable Preferences

  LI, J. (PI)

  LU Research Committee

  1/07/19 → 30/06/21

  Project: Other External Research

  • Risk Aversion 100%
  • Jensen Inequality 100%
  • Subjective Probability 100%

• Optimal Insurance Product Mix and An Equilibrium Framework for Health and Mortality Immunization

  GAO, J. (PI)

  LU Research Committee

  2/01/19 → 31/03/20

  Project: Grant Research

• Dynamic Equilibrium in a Reinsurance Market and Optimal Reinsurance

  CHENG, J. (PI)

  LU Research Committee

  1/01/19 → 31/12/20

  Project: Grant Research

• Joint Provision of Auditing and Actuarial Services in Property-casualty Insurance

  CHENG, J. (PI), WEISS, M. A. (CoI) & LIN, T. (CoI)

  LU Research Committee

  1/01/19 → 31/12/20

  Project: Grant Research

  • Real Estate Sector 100%
  • Statement 50%
  • Opportunism 25%
  • Insurance 25%

• A Discussion of Health and Mortality Immunization

  GAO, J. (PI)

  LU Research Committee

  1/01/19 → 30/06/20

  Project: Grant Research

• Systemic Risk of Banking and Insurance around the World

  SUN, T. (PI) & WEISS, M. A. (CoI)

  LU Research Committee

  1/01/19 → 30/06/21

  Project: Grant Research

• Asymmetric Attitude towards Non-Probabilistic Subjective Uncertainty

  LI, J. (PI)

  LU Research Committee

  1/03/18 → 29/02/20

  Project: Grant Research

  • Risk Aversion 100%
  • Jensen Inequality 100%
  • Subjective Probability 100%

• CEO Overconfidence, CDS Usage, and Risk Management in Insurance

  CHENG, J. (PI)

  LU Research Committee

  1/03/18 → 29/02/20

  Project: Grant Research

• Trade-induced Competition and Corporate Transformation (貿易競爭和企業轉型)

  WEI, L. (PI)

  Research Grants Council (HKSAR)

  1/01/18 → 30/06/20

  Project: Grant Research

• Geographic Proximity and Information Transfer: Does Soft Information Matter for Intra-industry Information Transfer? (地理鄰近與資訊傳播：軟性資訊對行業內資訊傳播有影響嗎？)

  WONG, M. L. S. (PI) & YIP, W. Y. R. (CoI)

  Research Grants Council (HKSAR)

  1/01/18 → 31/12/20

  Project: Grant Research

• Comparative Statics with Interval Dominance Order  on Precautionary Paying for Stochastic Improvements (對於隨機改進的預防性支付的基於區間占優序的比較靜態)

  LI, J. (PI) & KAJII, A. (CoI)

  Research Grants Council (HKSAR)

  1/01/18 → 31/12/19

  Project: Grant Research

  • Existing Literature 100%
  • Risk Preference 100%
  • Substitution 20%

• Construction of Mainland China - Hong Kong Economic Integration Index and Its Application to Facilitate Public Policy Research in Hong Kong

  CUI, G. (PI), LO, M. S. S. (CoI), NYAW, M. K. (CoI) & WEI, X. (CoI)

  Policy Innovation and Co-ordination Office (HKSAR)

  1/07/17 → 30/06/18

  Project: Grant Research

  • Economic Integration 100%
  • Hong Kong 100%
  • Cointegration Analysis 100%
  • Economic developments 66%
  • Social Indicator 33%

• Deriving Public Policy for Hong Kong as an Infrastructure Financing Hub and Super-connector in Project Finance: The Belt and Road Initiative

  POON, P. H. W. (PI) & SHEN, J. (CoI)

  Policy Innovation and Co-ordination Office (HKSAR)

  1/04/17 → 31/12/18

  Project: Grant Research

  • Hong Kong 100%
  • Government Policy 100%
  • Belt and Road Initiative 100%
  • Project Finance 100%
  • Competitive Strategy 100%

• Optimal Retirement Planning in a Life-Cycle Model

  GAO, J. (PI) & CHEN, H. (CoI)

  LU Research Committee

  1/03/17 → 31/08/19

  Project: Grant Research

• A Theoretical Study on Hedging, Trading and Production Decisions under Asymmetric Information

  YICK, H. Y. M. (PI)

  LU Research Committee

  1/03/17 → 28/02/18

  Project: Grant Research

• The Effect of a Change in Time Preference on Prevention and Precaution

  LI, J. (PI)

  LU Research Committee

  1/03/17 → 28/02/19

  Project: Grant Research

• Preserving Rothschild-Stiglitz Type of Risk Aversion with Background Risks

  LI, J. (PI)

  LU Research Committee

  1/03/16 → 31/08/18

  Project: Grant Research

• Risk Aversion and Risk Premiums with Dependent Risks

  LI, J. (PI)

  LU Research Committee

  1/05/15 → 30/04/17

  Project: Grant Research

• Analysts' Forecast Dispersion and Stock Returns: Further Evidence

  WONG, M. L. S. (PI)

  LU Research Committee

  1/05/15 → 30/04/17

  Project: Grant Research

• Are Market Implied Ratings Viable Alternatives to Credit Ratings? (市場隱含評級替代信用評級的可行性研究)

  POON, P. H. W. (PI), HASAN, I. (CoI) & ZHANG, G. (CoI)

  Research Grants Council (HKSAR)

  1/01/15 → 31/12/17

  Project: Grant Research

  • Credit Risk 100%
  • Default Probability 100%
  • Rating Agency 50%
  • Stock Price 33%
  • Information Content 25%

• Explain Two Puzzles in Macro-Finance by Higher-Order Risk Attitudes and Background Risks (運用高階風險規避和背景風險的方法研究兩個宏觀金融之謎)

  LI, J. (PI), DIONNE, G. (CoI) & OKOU, C. (CoI)

  Research Grants Council (HKSAR)

  1/01/15 → 31/12/16

  Project: Grant Research

  • Risk Aversion 100%
  • Confidence Band 80%
  • Decision Maker 80%
  • Transformations 80%
  • Roles 80%

• Rating Outlook and Credit Watch: Enhancement of Issuer's Recovery Effort or Valuable Predictors of Rating Behavior?

  POON, P. H. W. (PI), FIRTH, M. A. (CoI) & SHEN, J. (CoI)

  LU Research Committee

  1/05/14 → 30/09/16

  Project: Grant Research

• Optimal Allocation and Consumption - A Dynamic Analysis on Variable Annuities (基於變動年金動態研究下的最優消費和投資選擇)

  GAO, J. (PI)

  Research Grants Council (HKSAR)

  1/01/14 → 31/12/16

  Project: Grant Research

  • State Transition 100%
  • Transition Process 100%
  • Dynamic Equilibrium 100%
  • Transition Model 50%
  • Health Care 50%

• Why Firms Repeatedly Commit Fraud: Evidence from China (為什麼公司會重複財務欺詐：來自中國的實證結果)

  FIRTH, M. A. (PI), WONG, M. L. S. (CoI) & YICK, H. Y. M. (CoI)

  Research Grants Council (HKSAR)

  1/01/14 → 31/12/15

  Project: Grant Research

• Investor Relations and Corporate Transparency in China

  WONG, M. L. S. (PI) & FIRTH, M. A. (CoI)

  Research Grants Council (HKSAR)

  1/01/14 → 31/12/16

  Project: Grant Research

• Comparative Risk Aversion with Multiple Dependent Background Risks

  LI, J. (PI)

  LU Research Committee

  1/06/13 → 31/05/15

  Project: Grant Research

  • Risk Aversion 100%
  • Confidence Band 80%
  • Risky Asset 20%
  • Probability of Coverage 20%
  • Confidence Interval 20%

• A Dynamic Study on the Real Estate Investment Intensity in Portfolio Management

  YICK, H. Y. M. (PI)

  LU Research Committee

  1/03/13 → 30/09/14

  Project: Grant Research

• Financial Analysts and Information Asymmetry: Evidence from China (證券分析師與股票市場信息不對稱性：關與中國的實證研究)

  ZHANG, Y. (PI) & FIRTH, M. A. (CoI)

  Research Grants Council (HKSAR)

  1/01/13 → 31/12/15

  Project: Grant Research

• Investment Preferences and Firm Characteristics: Evidence from the Qualified Foreign Institutional Investor Scheme in China (投資偏好和公司特性: 中國“合格境外機構投資者”（QFII）實證研究)

  FIRTH, M. A. (PI), GAO, J. (CoI) & ZHANG, Y. (CoI)

  Research Grants Council (HKSAR)

  1/01/13 → 30/06/16

  Project: Grant Research

• The Relationship between Sovereign Ratings and Bank Ratings through the Lens of the European Financial Crisis

  POON, P. H. W. (PI), CHAN, K. C. J. (CoI) & EVANS, D. A. (CoI)

  LU Research Committee

  1/06/12 → 31/08/15

  Project: Grant Research

• The Interactions of the Liquidation and Investment Triggers under Tax Asymmetry

  YICK, H. Y. M. (PI)

  LU Research Committee

  1/03/12 → 30/04/13

  Project: Grant Research

• Firm Characteristics and Information Asymmetry: Evidence from China

  ZHANG, Y. (PI) & FIRTH, M. A. (CoI)

  LU Research Committee

  1/02/12 → 30/04/14

  Project: Grant Research

• Decreasing Ross Risk Aversion: Higher-order Generalizations and Implications

  LI, J. (PI)

  LU Research Committee

  1/02/12 → 30/04/14

  Project: Grant Research

  • Risk Aversion 100%
  • Confidence Band 80%
  • Risky Asset 20%
  • Probability of Coverage 20%
  • Confidence Interval 20%

• Did Corporate Governance Safeguard Investors' Interest in the Global Financial Crisis?

  CHENG, L. S. S. (PI), FIRTH, M. A. (CoI) & LUI, M. C. G. (CoI)

  LU Research Committee

  1/06/11 → 28/02/14

  Project: Grant Research