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Emission taxes and environmental R&D risk choices in a duopoly market

Xing, Mingqing; Tan, Tingting; Wang, Xia - In: Economic modelling 101 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012796196

Time-varying impact of economic policy uncertainty and geopolitical risk on tourist arrivals : evidence from a developing country

Zhang, Hongwei; Jiang, Zhuoyu; Gao, Wang; Yang, Cai - In: Tourism management perspectives : TMP 41 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013209411

Climate risk and financial stability : the mediating effect of green credit

Fan, Qingzhu; Gao, Wang - In: Finance research letters 65 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014553202

Composite time-consistent multi-period risk measure and its application in optimal portfolio selection

Chen, Zhiping; Liu, Jia; Li, Gang; Yan, Zhe - In: Top : transactions in operations research 24 (2016) 3, pp. 515-540

Persistent link: https://www.econbiz.de/10011671484

Multivariate risk-neutral pricing of reverse mortgages under the Bayesian framework

Li, Jackie; Kogure, Atsuyuki; Liu, Jia - In: Risks : open access journal 7 (2019) 1/11, pp. 1-12

In this paper, we suggest a Bayesian multivariate approach for pricing a reverse mortgage, allowing for house price risk, interest rate risk and longevity risk. We adopt the principle of maximum entropy in risk-neutralisation of these three risk components simultaneously. Our numerical results...

Persistent link: https://www.econbiz.de/10012018623

Time consistent multi-period robust risk measures and portfolio selection models with regime-switching

Liu, Jia; Chen, Zhiping - In: European journal of operational research : EJOR 268 (2018) 1, pp. 373-385

Persistent link: https://www.econbiz.de/10011813114

Convex risk measures based on generalized lower deviation and their applications

Fu, Tianwen; Zhuang, Xinkai; Hui, Yongchang; Liu, Jia - In: International review of financial analysis 52 (2017), pp. 27-37

Persistent link: https://www.econbiz.de/10011868689

The cost of delay as risk measure in target-based multi-period portfolio selection models

Liu, Jia; Chen, Zhiping; Consigli, Giorgio - In: IMA journal of management mathematics 35 (2024) 3, pp. 345-377

Persistent link: https://www.econbiz.de/10014634191

Real estate uncertainty and financial conditions over the business cycle

Baek, Ingul; Liu, Jia; Noh, Sanha - In: International review of economics & finance : IREF 89 (2024) 2, pp. 656-675

Persistent link: https://www.econbiz.de/10014446804

Crude oil risk forecasting : new evidence from multiscale analysis approach

He, Kaijian; Tso, Kwok Fai Geoffrey; Zou, Yingchao; Liu, Jia - In: Energy economics 76 (2018), pp. 574-583

Persistent link: https://www.econbiz.de/10011976731