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Investment terms and level of control of China's sovereign wealth fund in its portfolio firms

Li, Jing - In: The Oxford handbook of sovereign wealth funds, (pp. 367-432). 2017

Persistent link: https://www.econbiz.de/10011805071

Essays on model uncertainty in financial models

Li, Jing - 2018

Persistent link: https://www.econbiz.de/10011778048

Optimal dynamic portfolio with mean-CVaR criterion

Li, Jing; Xu, Mingxin - In: Risks : open access journal 1 (2013) 3, pp. 119-147

Value-at-risk (VaR) and conditional value-at-risk (CVaR) are popular risk measures from academic, industrial and regulatory perspectives. The problem of minimizing CVaR is theoretically known to be of a Neyman-Pearson type binary solution. We add a constraint on expected return to investigate...

Persistent link: https://www.econbiz.de/10010338351

Applications of the integrated approach to international portfolio optimization

Konno, Hiroshi; Li, Jing - In: Asia-Pacific financial markets 7 (2000) 2, pp. 121-144

Persistent link: https://www.econbiz.de/10001486788

Internationality diversified investment using an integrated portfolio model

Konno, Hiroshi - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 145-160

Persistent link: https://www.econbiz.de/10001236671

Investment Terms and Level of Control of China’s Sovereign Wealth Fund in its Portfolio Firms

Li, Jing - In: The Oxford handbook of sovereign wealth funds. 2017

Persistent link: https://www.econbiz.de/10013476111

Optimal investment for the insurers in Markov-modulated jump-diffusion models

Li, Jinzhi; Liu, Haiying - In: Computational economics 46 (2015) 1, pp. 143-156

Persistent link: https://www.econbiz.de/10011441047

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

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

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