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~person:"Cai, Jun"
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Cai, Jun
Nijkamp, Peter
1,259
Frey, Bruno S.
1,227
Wagner, Joachim
940
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910
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878
Tisdell, Clement A.
802
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761
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728
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687
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676
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656
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640
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635
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629
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628
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625
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595
Batabyal, Amitrajeet A.
586
List, John A.
586
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578
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575
Schneider, Friedrich
574
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574
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570
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569
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568
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554
Shogren, Jason F.
551
Fehr, Ernst
547
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534
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529
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521
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513
Rausser, Gordon C.
508
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493
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485
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482
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22
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13
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
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2
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ECONIS (ZBW)
26
RePEc
15
OLC EcoSci
11
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1
Risk measures based on behavioural
economics
theory
Mao, Tiantian
;
Cai, Jun
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 367-393
Persistent link: https://www.econbiz.de/10011945793
Saved in:
2
Pareto-optimal reinsurance arrangements under general model settings
Cai, Jun
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 24-37
Persistent link: https://www.econbiz.de/10011783878
Saved in:
3
Do informed traders trade more when the market is thick? : evidence from the Nikkei 225 index redefinition of April 2000
Ahn, Hee-joon
;
Cai, Jun
;
Chung, Jay M.
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
4
,
pp. 495-523
Persistent link: https://www.econbiz.de/10009231516
Saved in:
4
Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure
Cai, Jun
;
Wang, Ying
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 329-349
Persistent link: https://www.econbiz.de/10012622397
Saved in:
5
Convex risk functionals : representation and applications
Liu, Fangda
;
Cai, Jun
;
Lemieux, Christiane
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 66-79
Persistent link: https://www.econbiz.de/10012169500
Saved in:
6
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
Bi, Junna
;
Cai, Jun
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011990589
Saved in:
7
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
8
Foreign investors, private information, and price discovery
Cai, Jun
;
Ho, Richard Yan-ki
;
Zhang, Zheng
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 506-525
Persistent link: https://www.econbiz.de/10013342080
Saved in:
9
A simple dynamic panel data approach for macro policy assessment
Cai, Jun
;
Zhou, Yahong
- In:
Applied economics letters
28
(
2021
)
17
,
pp. 1505-1511
Persistent link: https://www.econbiz.de/10012626607
Saved in:
10
Wrong skewness and finite sample correction in the normal-half normal stochastic frontier model
Cai, Jun
;
Qu, Feng
;
Horrace, William C.
;
Wu, Guiying
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
6
,
pp. 2837-2866
Persistent link: https://www.econbiz.de/10012585717
Saved in:
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