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Valuing equity-linked guaranteed minimum death benefits with European-style Asian payoffs under a regime switching jump-diffusion model 期刊论文
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2024, 卷号: 128, 页码: 19
作者:  Wang, Yayun;  Liu, Shengda
收藏  |  浏览/下载:3/0  |  提交时间:2023/12/21
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets 期刊论文
APPLIED ECONOMICS, 2022, 页码: 17
作者:  Liu, Qing;  Wang, Shouyang;  Sui, Cong
收藏  |  浏览/下载:16/0  |  提交时间:2023/02/07
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact 期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25
作者:  Xu, Fengmin;  Li, Xuepeng;  Dai, Yu-Hong;  Wang, Meihua
收藏  |  浏览/下载:9/0  |  提交时间:2023/02/07
Bank loan information and information asymmetry in the stock market: evidence from China 期刊论文
Financial Innovation, 2022, 卷号: 8, 期号: 1
作者:  Ye,Yanyi;  Wang,Yun;  Yang,Xiaoguang
收藏  |  浏览/下载:12/0  |  提交时间:2022/06/21
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets 期刊论文
ENERGY ECONOMICS, 2022, 卷号: 117
作者:  Luo, Jiawen;  Marfatia, Hardik A.;  Ji, Qiang;  Klein, Tony
收藏  |  浏览/下载:0/0  |  提交时间:2023/05/30
Agent's Optimal Compensation Under Inflation Risk by Using Dynamic Contract Model 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 卷号: 34, 期号: 6, 页码: 2291-2309
作者:  Fei Chen;  Fei Weiyin;  Zhang Fanhong;  Yang Xiaoguang
收藏  |  浏览/下载:13/0  |  提交时间:2022/04/02
高科技行业研发人员收入与工作投入:有调节的中介模型 学位论文
中国科学院心理研究所: 中国科学院心理研究所, 2021
作者:  李星
收藏  |  浏览/下载:20/0  |  提交时间:2022/01/25
Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 卷号: 72, 页码: 1-15
作者:  Jiang, Yong;  Wang, Gang-Jin;  Ma, Chaoqun;  Yang, Xiaoguang
收藏  |  浏览/下载:35/0  |  提交时间:2021/04/26
Knowledge-driven business model innovation through the introduction of equity investment: evidence from China's primary market 期刊论文
JOURNAL OF KNOWLEDGE MANAGEMENT, 2020, 页码: 18
作者:  Zheng, Jiali;  Qiao, Han;  Zhu, Xiumei;  Wang, Shouyang
收藏  |  浏览/下载:16/0  |  提交时间:2020/09/23
Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 70
作者:  Zhu, Zhaobo;  Ji, Qiang;  Sun, Licheng;  Zhai, Pengxiang
收藏  |  浏览/下载:23/0  |  提交时间:2021/01/16


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