Projects per year
Abstract
Original language | English |
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Pages (from-to) | 141-149 |
Number of pages | 9 |
Journal | Insurance : Mathematics and Economics |
Volume | 68 |
Early online date | 3 Nov 2015 |
DOIs | |
Publication status | Published - May 2016 |
Funding
The research described here was supported by the Fundamental Research Funds for the Central Universities (NR2015001); the Natural Science Foundation of Jiangsu Province, China, grant No. BK20150732; General Research Fund of the Hong Kong Research Grants Council under Research Project No. LU13500814; the Faculty Research Grant of Lingnan University under Research Project No. DR12A9; Direct Grant for Research of Lingnan University under Research Project No. DR13C8.
Keywords
- Confidence band estimation
- Demand for a risky asset
- Expectation dependence
- First-order risk aversion
- Hoeffding’s inequality
Fingerprint
Dive into the research topics of 'Confidence band for expectation dependence with applications'. Together they form a unique fingerprint.Projects
- 3 Finished
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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)
LI, J. (PI), DIONNE, G. (CoI) & OKOU, C. (CoI)
Research Grants Council (HKSAR)
1/01/15 → 31/12/16
Project: Grant Research
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Comparative Risk Aversion with Multiple Dependent Background Risks
LI, J. (PI)
1/06/13 → 31/05/15
Project: Grant Research
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Decreasing Ross Risk Aversion: Higher-order Generalizations and Implications
LI, J. (PI)
1/02/12 → 30/04/14
Project: Grant Research