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Publications

by members of

Department of Finance
Lingnan (University) College
Sun Yat-Sen University
Guangzhou, China

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2011

  1. Hilpert, Christian & Li, Jing & Szimayer, Alexander, 2011. "The Effect of Secondary Markets on Equity-Linked Life Insurance with Surrender Guarantees," Bonn Econ Discussion Papers 11/2011, University of Bonn, Bonn Graduate School of Economics (BGSE).

Journal articles

2024

  1. Yongli Chen & Yu-Jun Lian, 2024. "Browse and cite Stata manuals easily: The wwwhelp command," Stata Journal, StataCorp LP, vol. 24(1), pages 161-168, March.
  2. Christian Hilpert & Stefan Hirth & Alexander Szimayer, 2024. "The Information Value of Distress," Management Science, INFORMS, vol. 70(1), pages 78-97, January.

2023

  1. Yujun Lian & Chang Liu & Christopher F. Parmeter, 2023. "Two-tier stochastic frontier analysis using Stata," Stata Journal, StataCorp LP, vol. 23(1), pages 197-220, March.
  2. Cheng, Chunli & Hilpert, Christian & Miri Lavasani, Aidin & Schaefer, Mick, 2023. "Surrender contagion in life insurance," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1465-1479.

2021

  1. Cheng, Mingmian & Swanson, Norman R. & Yang, Xiye, 2021. "Forecasting volatility using double shrinkage methods," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 46-61.

2020

  1. Christian Hilpert, 2020. "The Effect of Risk Aversion and Loss Aversion on Equity‐Linked Life Insurance With Surrender Guarantees," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 87(3), pages 665-687, September.

2019

  1. Ebert, Sebastian & Hilpert, Christian, 2019. "Skewness preference and the popularity of technical analysis," Journal of Banking & Finance, Elsevier, vol. 109(C).
  2. Mingmian Cheng & Norman R. Swanson, 2019. "Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence," Econometrics, MDPI, vol. 7(1), pages 1-32, March.

2014

  1. Christian Hilpert & Jing Li & Alexander Szimayer, 2014. "The Effect of Secondary Markets on Equity-Linked Life Insurance With Surrender Guarantees," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 81(4), pages 943-968, December.

2009

  1. Shao, Xi-Dong & Lian, Yu-Jun & Yin, Lian-Qian, 2009. "Forecasting Value-at-Risk using high frequency data: The realized range model," Global Finance Journal, Elsevier, vol. 20(2), pages 128-136.

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