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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Working paper series
2012

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
Capital asset pricing model
Representative agent
Risk-averse
Price premium
Asset prices
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
Background risk
Risk diversification
Risk aversion
Expected utility
Utility function
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
Capital asset pricing model
Representative agent
Risk-averse
Price premium
Asset prices