Similar Search Results

Research on risk evaluation of SME financed based on grey theory

Wang, Zhangliu; Lan, Wang; Wang, Kai - In: International journal of financial research 3 (2012) 1, pp. 73-80

Persistent link: https://www.econbiz.de/10009629495

The Cross-Sectional Variation of Skewness Risk Premia

Wang, Kai - 2018

This paper estimates skewness risk premia on individual stocks using synthetic skew swaps and shows that there is a considerably large variation of monthly realized skewness risk premia across a representative set of portfolios which are sorted by skewness risk premium payoffs in the prior...

Persistent link: https://www.econbiz.de/10012933010

Column generation for low carbon berth allocation under uncertainty

Zhen, Lu; Sun, Qian; Zhang, Wei; Wang, Kai; Yi, Wen - In: Journal of the Operational Research Society 72 (2021) 10, pp. 2225-2240

Persistent link: https://www.econbiz.de/10012653153

Scenario-based robust optimization for two-stage decision making under binary uncertainty

Wang, Kai; Aydemir, Mehmet; Jacquillat, Alexandre - In: INFORMS journal on optimization 6 (2024) 2, pp. 84-117

Persistent link: https://www.econbiz.de/10014555583

Diversification of geographic risk in retail bank networks : evidence from bank expansion after the Riegle-Neal Act

Aguirregabiria, Victor; Clark, Robert; Wang, Hui - 2014

Persistent link: https://www.econbiz.de/10010342521

Diversification of geographic risk in retail bank networks : evidence from bank expansion after the Riegle-Neal Act

Aguirregabiria, Victor; Clark, Robert; Wang, Hui - In: The Rand journal of economics 47 (2016) 3, pp. 529-572

Persistent link: https://www.econbiz.de/10011665348

How is the change in left-tail risk priced in China?

Sun, Kaisi; Wang, Hui; Zhu, Yifeng - In: Pacific-Basin finance journal 71 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10014513920

Hedging the climate change risks of China's brown assets : green assets or precious metals?

Li, Jianfeng; Yao, Xiaoyang; Wang, Hui; Le, Wei - In: International review of economics & finance : IREF 94 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014583605

What drives the tail risk effect in the Chinese stock market?

Sun, Kaisi; Wang, Hui; Zhu, Yifeng - In: Economic modelling 132 (2024)

Persistent link: https://www.econbiz.de/10014547938