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Consumption habit and international stock returns
Li, Yuming; Zhong, Maosen - In: Journal of banking & finance 29 (2005) 3, pp. 579-601
Persistent link: https://www.econbiz.de/10002516925
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Minimizing CVaR and VaR for a portfolio of derivatives
Alexander, S.; Coleman, T. F.; Li, Yuying - In: Journal of banking & finance 30 (2006) 2, pp. 583-605
Persistent link: https://www.econbiz.de/10003291325
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Discrete hedging of American-type options using local risk minimization
Coleman, Thomas F.; Levchenkov, Dmitriy; Li, Yuying - In: Journal of banking & finance 31 (2007) 11, pp. 3398-3419
Persistent link: https://www.econbiz.de/10003577412
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Minimizing CVaR and VaR for a portfolio of derivatives
Alexander, S.; Coleman, T.F.; Li, Y. - In: Journal of banking & finance 30 (2006) 2, pp. 583-606
Persistent link: https://www.econbiz.de/10005878626
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Learning sequential option hedging models from market data
Nian Ke; Coleman, Thomas F.; Li, Yuying - In: Journal of banking & finance 133 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013256585
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Supply, demand, and risk premiums in electricity markets
Jacobs, Kris; Li, Yu; Pirrong, Craig - In: Journal of banking & finance 135 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013401940