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Understanding the impact of trade policy effect uncertainty on firm-level innovation investment

Chen, Daniel L.; Hu, Nan; Liang, Peng; Swink, Morgan - In: Journal of operations management 70 (2024) 2, pp. 316-340

Persistent link: https://www.econbiz.de/10014549113

CreditRisk+ model with dependent risk factors

Wang, Ruodu; Peng, Liang; Yang, Jingping - In: North American actuarial journal 19 (2015) 1, pp. 24-40

Persistent link: https://www.econbiz.de/10011420714

Inference for intermediate Haezendonck-Goovaerts risk measure

Wang, Xing; Peng, Liang - In: Insurance / Mathematics & economics 68 (2016), pp. 231-240

Persistent link: https://www.econbiz.de/10011493849

Is Risk of Real Estate Predictable?

Peng, Liang - 2018

Previous research finds that the cap rate, that is, the income-price ratio of commercial real estate, predicts future investment returns. This finding's implication on the efficiency of the real estate market crucially depends on whether the cap rate also predicts future risk. Using accurately...

Persistent link: https://www.econbiz.de/10012935183

Are pricier houses less risky? : evidence from China

Gang, Jianhua; Peng, Liang; Zhang, Jinfan - In: The journal of real estate finance and economics 63 (2021) 4, pp. 662-677

Persistent link: https://www.econbiz.de/10012653305

Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure

Wang, Xing; Liu, Qing; Hou, Yanxi; Peng, Liang - In: Scandinavian actuarial journal (2018) 8, pp. 661-680

Persistent link: https://www.econbiz.de/10011939722

Statistical inference for a relative risk measure

He, Yi; Hou, Yanxi; Peng, Liang; Sheng, Jiliang - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 301-311

Persistent link: https://www.econbiz.de/10012177340

Haezendonck-Goovaerts risk measure with a heavy tailed loss

Liu, Qing; Peng, Liang; Wang, Xing - In: Insurance / Mathematics & economics 76 (2017), pp. 28-47

Persistent link: https://www.econbiz.de/10011774767

Risk analysis via generalized pareto distributions

He, Yi; Peng, Liang; Zhang, Dabao; Zhao, Zifeng - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 852-867

Persistent link: https://www.econbiz.de/10013534572