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Jingyuan Li

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Personal Details

First Name:Jingyuan
Middle Name:
Last Name:Li
Suffix:
RePEc Short-ID:pli558
Email:
Homepage:http://www.ln.edu.hk/fin_ins/jingyuan.html
Postal Address:
Phone:852-26168155
Location: Tuen Mun, Hong Kong
Homepage: http://www.ln.edu.hk/fin_ins/
Email:
Phone: (852) 2616-8196
Fax: (852) 2462-1073
Postal:
Handle: RePEc:edi:dflnghk (more details at EDIRC)
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  1. Georges Dionne & Jingyuan Li, 2012. "Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks," Cahiers de recherche 1226, CIRPEE.
  2. Georges Dionne & Jingyuan Li, 2012. "Comparative Ross Risk Aversion in the Presence of Mean Dependent Risks," Cahiers de recherche 1211, CIRPEE.
  3. Georges Dionne & Jingyuan Li & Cedric Okou, 2012. "An Extension of the Consumption-based CAPM Model," Cahiers de recherche 1214, CIRPEE.
  4. Georges Dionne & Jingyuan Li, 2011. "First-order (Conditional) Risk Aversion, Background Risk and Risk Diversification," Cahiers de recherche 1111, CIRPEE.
  5. Jingyuan Li & Georges Dionne, 2010. "A Theoretical Extension of the Consumption-based CAPM Model," Cahiers de recherche 1047, CIRPEE.
  6. Jingyuan Li & Georges Dionne, 2010. "The Impact of Prudence on Optimal Prevention Revisited," Cahiers de recherche 1024, CIRPEE.
  1. Dionne, Georges & Li, Jingyuan, 2014. "When can expected utility handle first-order risk aversion?," Journal of Economic Theory, Elsevier, vol. 154(C), pages 403-422.
  2. Li, Jingyuan & Liu, Liqun, 2014. "The monetary utility premium and interpersonal comparisons," Economics Letters, Elsevier, vol. 125(2), pages 257-260.
  3. Wang, Jianli & Li, Jingyuan, 2014. "Decreasing Ross risk aversion: Higher-order generalizations and implications," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 136-142.
  4. Dionne, Georges & Li, Jingyuan, 2014. "Comparative Ross risk aversion in the presence of mean dependent risks," Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 128-135.
  5. Jingyuan Li, 2012. "Precautionary saving in the presence of labor income and interest rate risks," Journal of Economics, Springer, vol. 106(3), pages 251-266, July.
  6. Dionne, Georges & Li, Jingyuan, 2011. "The impact of prudence on optimal prevention revisited," Economics Letters, Elsevier, vol. 113(2), pages 147-149.
  7. Li, Jingyuan, 2011. "The demand for a risky asset in the presence of a background risk," Journal of Economic Theory, Elsevier, vol. 146(1), pages 372-391, January.
  8. Wang, Jianli & Li, Jingyuan, 2010. "Multiplicative risk apportionment," Mathematical Social Sciences, Elsevier, vol. 60(1), pages 79-81, July.
  9. Jingyuan Li, 2010. "Fear of Loss and Happiness of Win: Properties and Applications," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(4), pages 749-766.
  10. Li, Jingyuan, 2009. "Comparative higher-degree Ross risk aversion," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 333-336, December.
  11. Li, Jingyuan & Liu, Yongming & Tian, Guoqiang, 2009. "A reputation strategic model of monetary policy in continuous-time," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 523-533, December.
  12. Jingyuan Li, 2008. "A Remark on "A Shortcut Way of Pricing Default Risk Through Zero-Utility Principle"," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(2), pages 517-519.
6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-MIC: Microeconomics (1) 2012-02-20
  2. NEP-RMG: Risk Management (1) 2011-04-16
  3. NEP-UPT: Utility Models & Prospect Theory (5) 2010-12-23 2011-04-16 2012-02-20 2012-03-28 2012-06-25. Author is listed

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