Department of Finance and Insurance

Projects

Projects per year 2011 2012 2013 2014 2015 2017 2018 2019 2020 2021 2022 2023 2025

• 13 Active
• 45 Finished

Projects per year

Search results

• Active

  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.

  Research Grants Council (HKSAR)

  1/01/23 → 31/12/23

  Project: Grant Research

• Climate Change Risk Perception and the Reaction of Market Regulators: Evidence from the Insurance Industry (气候变化风险认知和市场监管机构的反应：来自保险业的证据)

  SUN, T. & LEVERTY, T.

  Research Grants Council (HKSAR)

  1/01/23 → 31/12/25

  Project: Grant Research

• A consumption-based model of mergers and acquisitions: implications for merger waves (基於消費的併購模型：對併購浪潮的影響)

  CHEN, Z.

  Research Grants Council (HKSAR)

  1/01/23 → 31/12/24

  Project: Grant Research

• Are female managers more customer friendly? Evidence from insurer complaints (女性经理人是否更加友善顾客？ 来自保险投诉的证据)

  CHENG, J.

  Research Grants Council (HKSAR)

  1/01/23 → 31/12/24

  Project: Grant Research

• Insider information and corporate disclosure and financing policies: Evidence from satellite data and a field experiment (内幕信息与公司披露和融资政策：来自卫星数据和田野实验的证据)

  ZHAO, X. & ZHANG, B.

  Research Grants Council (HKSAR)

  1/01/23 → 31/12/24

  Project: Grant Research

• Cash holding and M&A

  CHEN, Z.

  LU Research Committee

  1/12/22 → 30/11/24

  Project: Grant Research

• Is the Model Audit Rule 205 an Effective Alternative to SOX for Property-Casualty Insurers?

  CHENG, J.

  LU Research Committee

  1/06/22 → 31/05/24

  Project: Grant Research

• Globalization and Bank and Insurance Firm Performance

  SUN, T. & CHEN, H.

  LU Research Committee

  1/01/22 → 31/12/23

  Project: Grant Research

• Mandatory Climate Risk Disclosure in Insurance

  CHENG, J.

  Research Grants Council (HKSAR)

  1/01/22 → 31/12/23

  Project: Grant Research

• Risk equity and catastrophic risk management

  LI, J.

  LU Research Committee

  1/01/22 → 31/12/23

  Project: Grant Research

• Nowcasting Corporate Fundamentals from Satellite Data on Thermal Infrared Radiation

  ZHAO, X. & ZHANG, B.

  Research Grants Council (HKSAR)

  1/01/22 → 31/12/24

  Project: Grant Research

• Financial Technology, Stability, and Inclusion (金融科技、金融穩定和普惠金融) (LU Part)

  CHEN, L., ARNER, D. W., HUANG, Y., LIAO, L., LAM, T. W., LIN, P., LUO, Y., SONG, Z. M., TANG, Y. D., WANG, P., WANG, S., WEI, L., BELLONI, A., CHEN, X., CHEN, X., KWAN, A. P., LUO, Z., LIU, S., LIU, Y., TAI, M., XIE, W. & YIU, S. M.

  Research Grants Council (HKSAR)

  1/01/21 → 31/12/25

  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.

  Research Grants Council (HKSAR)

  15/09/20 → 14/09/23

  Project: Grant Research

• Finished

  Smooth Models of Decision Making under Ambiguity and Consistency Imprecision

  LI, J.

  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.

  LU Research Committee

  1/01/21 → 31/12/22

  Project: Grant Research

• The effect of mandatory climate risk disclosure on insurer performance

  CHENG, J.

  LU Research Committee

  1/01/21 → 31/12/22

  Project: Grant Research

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

  WONG, M. L. S. & ZHAO, X.

  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., HUI, S. K. & YU, S.

  LU Research Committee

  2/03/20 → 1/03/22

  Project: Grant Research

• The Theory of Usage Based Insurance

  CHENG, J.

  2/03/20 → 1/03/22

  Project: Grant Research

• Product Market Competition and Internal Capital Market

  SUN, T. & WEISS, M. A.

  LU Research Committee

  1/01/20 → 30/06/22

  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.

  Research Grants Council (HKSAR)

  1/01/20 → 31/12/22

  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., LIU, L., FOK, C. K. & KIM, J. B.

  Research Grants Council (HKSAR)

  1/01/20 → 30/06/22

  Project: Grant Research

• Managerial Overconfidence and Risk Management in Insurance

  CHENG, J., WEN, M. M. & LIN, T.

  LU Research Committee

  1/01/20 → 31/12/21

  Project: Grant Research

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

  LI, J.

  LU Research Committee

  1/07/19 → 30/06/21

  Project: Other External Research

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

  GAO, J.

  LU Research Committee

  2/01/19 → 31/03/20

  Project: Grant Research

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

  CHENG, J., WEISS, M. A. & LIN, T.

  LU Research Committee

  1/01/19 → 31/12/20

  Project: Grant Research

• Systemic Risk of Banking and Insurance around the World

  SUN, T. & WEISS, M. A.

  LU Research Committee

  1/01/19 → 30/06/21

  Project: Grant Research

• A Discussion of Health and Mortality Immunization

  GAO, J.

  LU Research Committee

  1/01/19 → 30/06/20

  Project: Grant Research

• Dynamic Equilibrium in a Reinsurance Market and Optimal Reinsurance

  CHENG, J.

  LU Research Committee

  1/01/19 → 31/12/20

  Project: Grant Research

• Asymmetric Attitude towards Non-Probabilistic Subjective Uncertainty

  LI, J.

  LU Research Committee

  1/03/18 → 29/02/20

  Project: Grant Research

  • Decision 100%
  • Belief 50%
  • Substitution 50%
  • Holding 50%
  • Literature 50%

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

  CHENG, J.

  LU Research Committee

  1/03/18 → 29/02/20

  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. & KAJII, A.

  Research Grants Council (HKSAR)

  1/01/18 → 31/12/19

  Project: Grant Research

  • Decision 100%
  • Substitution 50%
  • State 50%
  • Time 50%
  • Belief 50%

• 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. & YIP, W. Y. R.

  Research Grants Council (HKSAR)

  1/01/18 → 31/12/20

  Project: Grant Research

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

  WEI, L.

  Research Grants Council (HKSAR)

  1/01/18 → 30/06/20

  Project: Grant Research

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

  CUI, G., LO, M. S. S., NYAW, M. K. & WEI, X.

  Policy Innovation and Co-ordination Office (HKSAR)

  1/07/17 → 30/06/18

  Project: Grant Research

• 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. & SHEN, J.

  Policy Innovation and Co-ordination Office (HKSAR)

  1/04/17 → 31/12/18

  Project: Grant Research

  • Roads 100%
  • Government Policy 57%
  • Economics 57%
  • Hong Kong 42%
  • One Belt 42%

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

  LI, J.

  LU Research Committee

  1/03/17 → 28/02/19

  Project: Grant Research

  • Decision 100%
  • Substitution 50%
  • State 50%
  • Time 50%
  • Belief 50%

• Optimal Retirement Planning in a Life-Cycle Model

  GAO, J. & CHEN, H.

  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.

  LU Research Committee

  1/03/17 → 28/02/18

  Project: Grant Research

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

  LI, J.

  LU Research Committee

  1/03/16 → 31/08/18

  Project: Grant Research

  • Decision 100%
  • Substitution 50%
  • State 50%
  • Time 50%
  • Belief 50%

• Risk Aversion and Risk Premiums with Dependent Risks

  LI, J.

  LU Research Committee

  1/05/15 → 30/04/17

  Project: Grant Research

• Analysts' Forecast Dispersion and Stock Returns: Further Evidence

  WONG, M. L. S.

  LU Research Committee

  1/05/15 → 30/04/17

  Project: Grant Research

• 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., DIONNE, G. & OKOU, C.

  Research Grants Council (HKSAR)

  1/01/15 → 31/12/16

  Project: Grant Research

  • Decision Maker 100%
  • Transformations 100%
  • Roles 100%
  • Confidence Band 100%
  • Expectations 100%

• 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., HASAN, I. & ZHANG, G.

  Research Grants Council (HKSAR)

  1/01/15 → 31/12/17

  Project: Grant Research

  • Financial System 100%
  • Difference 100%
  • Markets 100%
  • Investment 50%
  • International Schools 50%

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

  POON, P. H. W., FIRTH, M. A. & SHEN, J.

  LU Research Committee

  1/05/14 → 30/09/16

  Project: Grant Research

• 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., WONG, M. L. S. & YICK, H. Y. M.

  Research Grants Council (HKSAR)

  1/01/14 → 31/12/15

  Project: Grant Research

  • Taxation 100%
  • Director 92%
  • Books 60%
  • Public Enterprise 40%
  • Income 40%

• 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.

  Research Grants Council (HKSAR)

  1/01/14 → 31/12/16

  Project: Grant Research

  • Health 100%
  • Death Benefit 100%
  • Income 100%
  • Policyholder 66%
  • Life Cycle Model 66%

• Investor Relations and Corporate Transparency in China

  WONG, M. L. S. & FIRTH, M. A.

  Research Grants Council (HKSAR)

  1/01/14 → 31/12/16

  Project: Grant Research

  • Investors 100%
  • Problem 75%
  • Measure 71%
  • Markets 71%
  • Communication 68%

• Comparative Risk Aversion with Multiple Dependent Background Risks

  LI, J.

  LU Research Committee

  1/06/13 → 31/05/15

  Project: Grant Research

  • Confidence Band 100%
  • Risk Aversion 25%
  • Order 25%
  • Average Length 25%
  • Confidence Interval 25%

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

  YICK, H. Y. M.

  LU Research Committee

  1/03/13 → 30/09/14

  Project: Grant Research