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~person:"Li, Yuying"
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Li, Yuying
Leamer, Edward E.
315
Li, Yao
130
Li, Y.
100
Li, Youwei
68
Keil, Manfred W.
44
Li, Yan
31
Li, Yong
29
Li, Yuming
24
Li, Yi
21
Yao, Li
20
Keil, Manfred
19
Li, Yang
19
Willett, Thomas D.
19
Li, Yuan
17
Keil, M.
16
Li, Yushu
16
Greaney, Theresa M.
15
Symons, James
14
Coleman, Thomas F.
13
Wang, R.Z.
13
Leamer, Edward
12
Li, Ye
12
He, Xue-zhong
11
Symons, James S. V.
11
Li, Yinghua
10
Lundborg, Per
10
Fan, Haichao
9
Heckman, James J.
9
Liang, Chao
9
Dai, Y.J.
8
Denzau, Arthur T.
8
Li, Yanfang
8
Li, Yongwu
8
Sitthiyot, Thitithep
8
Storper, Michael
8
Ahn, Young Seok
7
Fortin, Pierre
7
Ge, T.S.
7
Kotlikoff, Laurence J.
7
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The journal of computational finance
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3
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3
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3
European journal of operational research : EJOR
1
Financial engineering
1
Frontiers of economics in China : selected publications from Chinese universities
1
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1
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1
International journal of theoretical and applied finance : IJTAF
1
Review of derivatives research
1
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1
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ECONIS (ZBW)
23
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1
Robustly hedging variable annuities with guarantees under jump and volatility risks
Coleman, T. F.
;
Kim, Y.
;
Li, Yuying
;
Patron, M.
- In:
The journal of risk and insurance : the journal of the …
74
(
2007
)
2
,
pp. 347-376
Persistent link: https://www.econbiz.de/10003483852
Saved in:
2
Calibration and hedging under jump diffusion
He, Changhong
;
Kennedy, J. S.
;
Coleman, T. F.
;
Forsyth, …
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10003441126
Saved in:
3
Empirical evidence of the leverage effect in a stochastic volatility model : a realized volatility approach
Xu, Dinghai
;
Li, Yuying
-
2010
Persistent link: https://www.econbiz.de/10003975439
Saved in:
4
Estimating a hedge fund return model based on a small number of samples
Levchenkov, Dmitriy
;
Coleman, Thomas F.
;
Li, Yuying
- In:
INFOR : information systems and operational research
47
(
2009
)
1
,
pp. 43-58
Persistent link: https://www.econbiz.de/10003959539
Saved in:
5
Calibrating volatility function bounds for an uncertain volatility model
Coleman, Thomas F.
;
He, Changhong
;
Li, Yuying
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 63-93
Persistent link: https://www.econbiz.de/10003996075
Saved in:
6
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
Saved in:
7
Total risk minimization using Monte Carlos simulations
Coleman, Thomas F.
;
Li, Yuying
;
Patron, Maria-Christina
- In:
Financial engineering
,
(pp. 593-635)
.
2008
Persistent link: https://www.econbiz.de/10003567761
Saved in:
8
Risk-minimization hedging under nonoptimal exercising
Levchenkov, Dmitriy
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Journal of risk
13
(
2010/11
)
4
,
pp. 63-93
Persistent link: https://www.econbiz.de/10009233505
Saved in:
9
Empirical evidence of the leverage effect in a stochastic volatility model : a realized volatility approach
Xu, Dinghai
;
Li, Yuying
- In:
Frontiers of economics in China : selected publications …
7
(
2012
)
1
,
pp. 22-43
Persistent link: https://www.econbiz.de/10009681371
Saved in:
10
Min-max robust and CVaR robust mean-variance portfolios
Zhu, Lei
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Journal of risk
11
(
2008/09
)
3
,
pp. 55-85
Persistent link: https://www.econbiz.de/10003844349
Saved in:
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