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Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSU's oil economies
Sun, Xiaolei; Li, Jianping; Tang, Ling; Wu, Dengsheng - In: Economic modelling 29 (2012) 6, pp. 2494-2503
Persistent link: https://www.econbiz.de/10009673674
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Financial Statements-Based Bank Risk Aggregation
Li, Jianping; Wei, Lu; Zhu, Xiaoqian - 2022 - 1st ed. 2022.
Chapter 1. Basic concepts of bank risk aggregation -- Chapter 2. Research review of bank risk aggregation -- Chapter 3. Financial statements based bank risk aggregation framework -- Chapter 4. Bank risk aggregation based on income statement -- Chapter 5. A “factor-integral” approach to solve...
Persistent link: https://www.econbiz.de/10013163599
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A two-stage general approach to aggregate multiple bank risks
Zhu, Xiaoqian; Wei, Lu; Li, Jianping - In: Finance research letters 40 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012819276
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Risk Matrix : Rating Scheme Design and Risk Aggregation
Bao, Chunbing; Li, Jianping; Wu, Dengsheng - 2022
Chapter 1. Risk matrix: Foundations and Overview -- Chapter 2. Different types of risk matrices and typical applications -- Chapter 3. Rating scheme design methods -- Chapter 4. Risk perceptions in risk matrix: sources and impact to risk matrix design -- Chapter 5. Risk matrix design assessment:...
Persistent link: https://www.econbiz.de/10013256197
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Risk dependence between energy corporations : a text-based measurement approach
Li, Jingyu; Li, Jianping; Zhu, Xiaoqian - In: International review of economics & finance : IREF 68 (2020), pp. 33-46
Persistent link: https://www.econbiz.de/10012486292
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How do sovereign credit default swap spreads behave under extreme oil price movements? : evidence from G7 and BRICS countries
Wang, Jun; Sun, Xiaolei; Li, Jianping - In: Finance research letters 34 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012438125
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Measuring the interdependence between investor sentiment and crude oil returns : new evidence from the CFTC's disaggregated reports
Ji, Qiang; Li, Jianping; Sun, Xiaolei - In: Finance research letters 30 (2019), pp. 420-425
Persistent link: https://www.econbiz.de/10012420931
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Portfolio optimisation of material purchase considering supply risk : a multi-objective programming model
Hao, Jun; Li, Jianping; Wu, Dengsheng; Sun, Xiaolei - In: International journal of production economics 230 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012388494
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Project portfolio implementation under uncertainty and interdependencies : a simulation study of behavioural responses
Wang, Lin; Kunc, Martin; Li, Jianping - In: Journal of the Operational Research Society 71 (2020) 9, pp. 1426-1436
Persistent link: https://www.econbiz.de/10012264784
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Assessing the extreme risk spillovers of international commodities on maritime markets: a GARCH-Copula-CoVaR approach
Sun, Xiaolei; Liu, Chang; Wang, Jun; Li, Jianping - In: International review of financial analysis 68 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012301025