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National development banks and loan contract terms: Evidence from syndicated loans 期刊论文
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2023, 卷号: 130, 页码: 24
作者:  Gong, Di;  Xu, Jiajun;  Yan, Jianye
收藏  |  浏览/下载：93/0  |  提交时间：2023/02/07
National development banks  Syndicated loans  Contract terms  
Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19
作者:  Shi, Ruoshi;  Zhao, Yanlong;  Bao, Ying;  Peng, Cheng
收藏  |  浏览/下载：71/0  |  提交时间：2023/02/07
Counterparty credit exposure  VaR  CVaR  Sensitivity  Greeks  
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：74/0  |  提交时间：2023/02/07
augmented Lagrangian algorithm  equity and liability  optimal portfolio liquidation  price impact  
Can financial crisis be detected? Laplacian energy measure 期刊论文
EUROPEAN JOURNAL OF FINANCE, 2022, 页码: 28
作者:  Huang, Chuangxia;  Deng, Yunke;  Yang, Xin;  Yang, Xiaoguang;  Cao, Jinde
收藏  |  浏览/下载：74/0  |  提交时间：2023/02/07
Financial crisis  complex network  Laplacian energy  network structure  seasonal-trend decomposition procedure based on loess (STL)  
Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 59, 页码: 14
作者:  Jiang, Shangrong;  Li, Yuze;  Lu, Quanying;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载：128/0  |  提交时间：2022/04/02
Volatility spillover  Financial property  TVP-VAR model  Variational mode decomposition  Hypotheses testing  
Capture the contagion network of bitcoin - Evidence from pre and mid COVID-19 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2021, 卷号: 58, 页码: 14
作者:  Guo, Xiaochun;  Lu, Fengbin;  Wei, Yunjie
收藏  |  浏览/下载：115/0  |  提交时间：2022/04/02
Bitcoin  COVID-19  Contagion  DAG  Financial market risk  
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy 期刊论文
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
作者:  Zhan, Baoqiang;  Zhang, Shu;  Du, Helen S.;  Yang, Xiaoguang
收藏  |  浏览/下载：119/0  |  提交时间：2022/04/02
Statistical arbitrage  Cointegration  Machine learning  Opportunities exploration  
A network perspective of comovement and structural change: Evidence from the Chinese stock market 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2021, 卷号: 76, 页码: 18
作者:  Huang, Chuangxia;  Deng, Yunke;  Yang, Xiaoguang;  Cao, Jinde;  Yang, Xin
收藏  |  浏览/下载：124/0  |  提交时间：2021/10/26
Chinese stock market  Comovement  Complex network  Engle-Granger test  Weighted LeaderRank algorithm  
Evaluating Performances and Importance of Venture Capitals: A Complex Network Approach 期刊论文
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2021, 卷号: 68, 期号: 5, 页码: 2060-2068
作者:  Liu, Jiaqi;  Li, Xuerong;  Lu, Linyuan;  Dong, Jichang;  Lu, Jinhu
收藏  |  浏览/下载：124/0  |  提交时间：2021/10/26
Venture capital  Investment  Complex networks  Companies  Industries  Technological innovation  Data models  Venture capital  co-investment network  investment performance  investment behavior  
Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets 期刊论文
SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2021, 卷号: 12, 期号: 3, 页码: 1054-1111
作者:  Wang, Xiangyu;  Xia, Jianming
收藏  |  浏览/下载：124/0  |  提交时间：2022/04/02
expected utility maximization  stochastic dominance  tail risk management  risk sharing  quantile formulation