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Is tail risk priced in the cross-section of Chinese mutual fund returns?

Yang, Liuyong; Long, Yijia; Long, Huaigang; Zaremba, Adam; … - In: Finance research letters 50 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014245291

Geopolitical risk and corporate innovation : evidence from China

Jia, Shaoqing; Yang, Liuyong; Zhou, Fangzhao - In: Journal of multinational financial management 66 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10014227396

Patented Innovation and Left-Tail Risk : Evidence from China

Jia, Shaoqing; Yang, Liuyong; Fangzhao, zhou - 2023

This study explores the impact of patented innovation on downside stock tail risk, measured as the value at risk (VaR) and expected shortfall (ES) (Atilgan et al., 2020). Using the sample of all listed firms in China's A-share market from 2007 to 2020, we find that, first, the quantity and...

Persistent link: https://www.econbiz.de/10014257668

Planning and optimization of intermodal hub-and-spoke network under mixed uncertainty

Yang, Kai; Yang, Lixing; Gao, Ziyou - In: Transportation research / E : an international journal 95 (2016), pp. 248-266

Persistent link: https://www.econbiz.de/10011623793

Flexible capacity strategy with multiple periods under demand uncertainty and investment constraint

Yang, Liu; Ng, C. T. - In: European journal of operational research : EJOR 236 (2014) 2, pp. 511-521

Persistent link: https://www.econbiz.de/10010366146

Risk-averse two-stage distributionally robust optimisation for logistics planning in disaster relief management

Wang, Duo; Yang, Kai; Yang, Lixing - In: International journal of production research 61 (2023) 2, pp. 668-691

Persistent link: https://www.econbiz.de/10013531038