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

  • 4 Journal Article (refereed)
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)

3 Citations (Scopus)