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)

Research output

Research output per year 2016 2016 2016

• 4 Journal Article (refereed)

Research output per year

Research output per year

Search results

• 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 Publications › Journal Article (refereed) › peer-review

  • Confidence Band 100%
  • Risk Aversion 25%
  • Confidence Interval 25%
  • Probability of Coverage 25%
  • Risky Asset 25%
  4 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 Publications › Journal Article (refereed) › peer-review
  4 Citations (Scopus)

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

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

  Research output: Journal Publications › Journal Article (refereed) › peer-review

  • Roles 100%
  • Transformations 100%
  • Decision Maker 100%
  • Dependent Personality Disorder 100%
  • Expectations 100%
  5 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 Publications › Journal Article (refereed) › peer-review

  • Risk Aversion 100%
  7 Citations (Scopus)