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)

Project Details

StatusFinished
Effective start/end date1/01/1531/12/16

Funding

  • Research Grants Council: HKD142,965.00

Funding Scheme

  • General Research Fund

Research Output

  • 4 Journal Article (refereed)

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)