LI Jingyuan, Prof.

  • 8 Castle Peak Road, Tuen Mun

    Hong Kong

  • 143 Scopus Citations
  • 7 Scopus h-Index
20042021
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Research Output 2004 2018

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Journal Article (refereed)
2018

Comparative Ambiguity Aversion in Intertemporal Decisions

WANG, J. & LI, J., 3 Jul 2018, In : Journal of Risk and Insurance. 18 p.

Research output: Journal PublicationsJournal Article (refereed)

Ambiguity aversion
Intertemporal substitution
Time preference
Willingness-to-pay
Self-insurance
2016
2 Citations (Scopus)

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)

Confidence Bands
Hoeffding's Inequality
Risk Aversion
Coverage Probability
Finance
3 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)

Comparative Statics
Risk Aversion
Monotone
Sufficient Conditions
Model
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)

Increasing risk
Background risk
Background
Decision maker
Increase in risk
2 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)

Risk Aversion
Financial Risk
Generalise
Risk aversion
Financial risk
2015
15 Citations (Scopus)

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)

Convexity
Background risk
Prudence
Deterioration
7 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)

Background risk
Precautionary saving
Derivatives
Decision model
Utility function
2014
1 Scopus Citations

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)

Risk Aversion
Dependent
Risk Premium
Partial
Conditional Expectation

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)

Risk Aversion
Higher Order
Deterioration
Vulnerability
Generalization
6 Citations (Scopus)

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)

Premium
Decision maker
Expected utility
Marginal utility
Pain
4 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)

Expected utility
Risk aversion
Utility function
Dependent risks
Economics
2012
12 Citations (Scopus)

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)

Interest rate risk
Precautionary saving
Labor income
Uncertainty
Prudence
2011
29 Citations (Scopus)

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)

Background risk
Assets
Financial risk
Direct effect
Derivatives
20 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)

Prudence
Self-protection
2010
2 Citations (Scopus)

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)

Happiness
Coefficients
Wealth
Insurer
Default risk
12 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)

Multiplicative
Higher Order
Lottery
Risk Aversion
Relative Risk
2009
2 Citations (Scopus)

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)

Continuous time
Monetary policy
Rational expectations equilibrium
Time horizon
Finite horizon
22 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)

Risk aversion
Downside risk aversion
2008
1 Scopus Citations

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)

Default risk
Buyers
Pricing

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)

Monetary Policy
Inconsistency
Continuous Time
Modeling
horizon