LI Jingyuan, Prof.

  • 8 Castle Peak Road, Tuen Mun

    Hong Kong

  • 144 Scopus Citations
  • 7 Scopus h-Index
20042021

Research output per year

If you made any changes in Pure these will be visible here soon.

Research Output

2004

Essays on monetary policy and banking regulation

LI, J., Aug 2004, Texas, United States : Texas A & M University.

Research output: Other contributionThesis/Dissertation

Open Access
2008

A remark on "A shortcut way of pricing default risk through zero-utility principle"

LI, J., 1 Jun 2008, In : Journal of Risk and Insurance. 75, 2, p. 517-519 3 p.

Research output: Journal PublicationsJournal Article (refereed)

1 Scopus Citations

Time inconsistency and reputation in monetary policy : a strategic modelling in continuous time

LI, J. & TIAN, G., 1 Jul 2008, In : Acta Mathematica Scientia. 28B, 3, p. 697-710 14 p.

Research output: Journal PublicationsJournal Article (refereed)

2009

A reputation strategic model of monetary policy in continuous-time

LI, J., LIU, Y. & TIAN, G., 1 Dec 2009, In : Journal of Macroeconomics. 31, 4, p. 523-533 11 p.

Research output: Journal PublicationsJournal Article (refereed)

2 Citations (Scopus)

Comparative higher-degree Ross risk aversion

LI, J., 1 Dec 2009, In : Insurance : Mathematics and Economics. 45, 3, p. 333-336 4 p.

Research output: Journal PublicationsJournal Article (refereed)

22 Citations (Scopus)
2010

A theoretical extension of the consumption-based CAPM model

LI, J. & DIONNE, G., Dec 2010, CIRRELT, 25 p. (CIRRELT; no. CIRRELT-2010-60).

Research output: Working paperWorking paper series

Open Access

Fear of loss and happiness of win : properties and applications

LI, J., 1 Dec 2010, In : Journal of Risk and Insurance. 77, 4, p. 749-766 18 p.

Research output: Journal PublicationsJournal Article (refereed)

2 Citations (Scopus)

Multiplicative risk apportionment

WANG, J. & LI, J., 1 Jul 2010, In : Mathematical Social Sciences. 60, 1, p. 79-81 3 p.

Research output: Journal PublicationsJournal Article (refereed)

12 Citations (Scopus)
2011

First-order (conditional) risk aversion, background risk and risk diversification

DIONNE, G. & LI, J., Apr 2011, CIRRELT, 18 p. (CIRRELT; no. CIRRELT-2011-24).

Research output: Working paperWorking paper series

Open Access

The demand for a risky asset in the presence of a background risk

LI, J., 1 Jan 2011, In : Journal of Economic Theory. 146, 1, p. 372-391 20 p.

Research output: Journal PublicationsJournal Article (refereed)

29 Citations (Scopus)

The impact of prudence on optimal prevention revisited

DIONNE, G. & LI, J., 1 Nov 2011, In : Economics Letters. 113, 2, p. 147-149 3 p.

Research output: Journal PublicationsJournal Article (refereed)

20 Citations (Scopus)
2012

An extension of the consumption-based CAPM model

DIONNE, G., LI, J. & OKOU, C., 29 Sep 2012.

Research output: Other Conference ContributionsConference Paper (other)Researchpeer-review

An extension of the consumption-based CAPM model

DIONNE, G., LI, J. & OKOU, C., Mar 2012, CIRRELT, 40 p. (CIRRELT; no. CIRRELT-2012-11).

Research output: Working paperWorking paper series

Open Access

Precautionary saving in the presence of labor income and interest rate risks

LI, J., 1 Jul 2012, In : Journal of Economics. 106, 3, p. 251-266 16 p.

Research output: Journal PublicationsJournal Article (refereed)

13 Citations (Scopus)
2013

An Extension of the Consumption-based CAPM Model

DIONNE, G., LI, J. & OKOU, C., 17 Sep 2013.

Research output: Other Conference ContributionsPresentationPresentation

An Extension of the Consumption-Based CAPM Model

DIONNE, G., LI, J. & OKOU, C., 7 Aug 2013.

Research output: Other Conference ContributionsPresentationPresentation

An Extension of the Consumption-Based CAPM Model

DIONNE, G., LI, J. & OKOU, C., 18 Oct 2013.

Research output: Other Conference ContributionsPresentationPresentation

An Extension of the Consumption-Based CAPM Model

LI, J., 2 Nov 2013.

Research output: Other Conference ContributionsPresentationPresentation

Higher-order risk attitudes toward correlation

LI, J., 28 May 2013

Research output: Other contributionOther outputs

Open Access

Higher-order risk attitudes toward correlation

LI, J., 6 Aug 2013.

Research output: Other Conference ContributionsConference Paper (other)Researchpeer-review

2014

Comparative Ross risk aversion in the presence of mean dependent risks

DIONNE, G. & LI, J., Mar 2014, In : Journal of Mathematical Economics. 51, p. 128-135 8 p.

Research output: Journal PublicationsJournal Article (refereed)

1 Scopus Citations

Decreasing Ross risk aversion : higher-order generalizations and implications

WANG, J. & LI, J., Dec 2014, In : Journal of Mathematical Economics. 55, p. 136-142 7 p.

Research output: Journal PublicationsJournal Article (refereed)

On the strictly decreasing utility (value) premium of Friedman-Savage

LI, J. & WANG, J., 6 Jun 2014

Research output: Other contributionOther outputs

Open Access

Precautionary saving with Selden/Kreps-Porteus preferences revisited

LI, J. & WANG, J., 17 Sep 2014

Research output: Other contributionOther outputs

Open Access

The effect of time and ambiguity preferences on saving and insurance

LI, J. & WANG, J., 14 Aug 2014

Research output: Other contributionOther outputs

Open Access

The monetary utility premium and interpersonal comparisons

LI, J. & LIU, L., Nov 2014, In : Economics Letters. 125, 2, p. 257-260 4 p.

Research output: Journal PublicationsJournal Article (refereed)

6 Citations (Scopus)

When can expected utility handle first-order risk aversion?

DIONNE, G. & LI, J., Nov 2014, In : Journal of Economic Theory. 154, p. 403-422 20 p.

Research output: Journal PublicationsJournal Article (refereed)

4 Citations (Scopus)
2015

Precautionary effort : another trait for prudence

WANG, J. & LI, J., Dec 2015, In : Journal of Risk and Insurance. 82, 4, p. 977-983 7 p.

Research output: Journal PublicationsJournal Article (refereed)

15 Citations (Scopus)

Precautionary paying for stochastic improvements under background risks

WANG, H., WANG, J., LI, J. & XIA, X., Sep 2015, In : Insurance : Mathematics and Economics. 64, p. 180-185 6 p.

Research output: Journal PublicationsJournal Article (refereed)

7 Citations (Scopus)

Risk Aversion and Risk Premiums with Dependent Risks

LI, J., SCHLESINGER, H. & YANG, Z., 5 Aug 2015.

Research output: Other Conference ContributionsConference Paper (other)Researchpeer-review

When can harms disaggregation imply precautionary effort?

WANG, J. & LI, J., 1 Jan 2015, Proceedings of 2014 China International Conference On Insurance And Risk Management. Tsinghua University Press, p. 596-600 5 p.

Research output: Book Chapters | Papers in Conference ProceedingsConference paper (refereed)Researchpeer-review

2016

Confidence band for expectation dependence with applications

GUO, X. & LI, J., May 2016, In : Insurance : Mathematics and Economics. 68, p. 141-149 9 p.

Research output: Journal PublicationsJournal Article (refereed)

2 Citations (Scopus)

Lattice-based monotone comparative statics on saving with Selden/Kreps–Porteus preferences

WANG, J. & LI, J., Aug 2016, In : Journal of Mathematical Economics. 65, p. 132-138 7 p.

Research output: Journal PublicationsJournal Article (refereed)

3 Citations (Scopus)

Preserving the Rothschild–Stiglitz type of increasing risk with background risk

GUO, X., LI, J., LIU, D. & WANG, J. L., Sep 2016, In : Insurance: Mathematics and Economics. 70, p. 144-149 6 p.

Research output: Journal PublicationsJournal Article (refereed)

3 Citations (Scopus)

Risk aversion with two risks : a theoretical extension

LI, J., LIU, D. & WANG, J., Mar 2016, In : Journal of Mathematical Economics. 63, p. 100-105 6 p.

Research output: Journal PublicationsJournal Article (refereed)

2 Citations (Scopus)
2018

Capacity Aversion

LI, J., WANG, J. & YICK, H. Y. M., 17 Sep 2018.

Research output: Other Conference ContributionsConference Paper (other)Other Conference Paperpeer-review

2020

Comparative Ambiguity Aversion in Intertemporal Decisions

WANG, J. & LI, J., Mar 2020, In : Journal of Risk and Insurance. 87, 1, p. 195-212 18 p.

Research output: Journal PublicationsJournal Article (refereed)