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Jing Yao
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Year
Bounded rationality as a source of loss aversion and optimism: A study of psychological adaptation under incomplete information
J Yao, D Li
Journal of Economic Dynamics and Control 37 (1), 18-31, 2013
582013
Dynamic trading with reference point adaptation and loss aversion
Y Shi, X Cui, J Yao, D Li
Operations Research 63 (4), 789-806, 2015
512015
Prospect theory and trading patterns
J Yao, D Li
Journal of Banking & Finance 37 (8), 2793-2805, 2013
512013
基于 VaR 的金融资产配置模型
姚京, 李仲飞
中国管理科学, 8-14, 2012
502012
Behavior patterns of investment strategies under Roy’s safety-first principle
Z Li, J Yao, D Li
The Quarterly Review of Economics and Finance 50 (2), 167-179, 2010
212010
安全第一准则下的动态资产组合选择
李仲飞, 姚京
系统工程理论与实践 24 (1), 41-45, 2004
202004
Model risk in VaR estimation: An empirical study
J Yao, ZF Li, KW Ng
International Journal of Information Technology & Decision Making 5 (03 …, 2006
162006
基于相对 VaR 的资产配置和资本资产定价模型
姚京, 袁子甲, 李仲飞
数量经济技术经济研究 22 (12), 133-142, 2005
132005
A cluster systematic sampling survey of the body height distribution profile and the prevalence of short stature of urban and surburban children aged from 6 to 18 years in Shanghai
C Ruo-qian, S Shui-xian, TU Yue-zhen, XIA Hong, W Hui, ZHI Di-jing, ...
Chinese Journal of Evidence-Based Pediatrics 4 (1), 5, 2009
72009
从风险管理视角解析中航油事件
李仲飞, 颜至宏, 姚京, 樊婷婷, 常琳
系统工程理论与实践 27 (1), 23-32, 2007
72007
Costly arbitrage and skewness pricing: Evidence from first-day price limit reform in China
J Yao, Z Zheng
Pacific-Basin Finance Journal 67, 101536, 2021
52021
VaR 风险度量下的 β 系数: 估计方法和实证研究
姚京, 袁子甲, 李仲飞, 李端
系统工程理论与实践, 27-34, 2009
52009
投资组合策略的有效性检验: 基于中国市场的实证分析
黄琼, 朱书尚, 姚京
管理评论 23 (7), 3-10, 2011
32011
The Risk-Return Tradeoff in China: Does the Market Stability Objective of Government Intervention Matter?
J Yao
The Risk-Return Tradeoff in China: Does the Market Stability Objective of …, 2019
12019
Gambler's attention and the mean-variance relation: Evidence from China
J Yao, L Wu
Finance Research Letters 23, 233-238, 2017
12017
基于电视游戏节目的香港居民风险决策分析
姚京, 严珅, 李端
管理科学学报 16 (10), 1-10, 2013
12013
从管理风险的角度看金融风险度量
姚京, 李仲飞
数理统计与管理 29 (4), 736-742, 2010
12010
When Prospect Theory Meets Mean-Reverting Asset Returns: A Behavioral Dynamic Trading Model
J Gao, D Li, J Xie, Y Yang, J Yao
Journal of Banking & Finance, 107159, 2024
2024
Risk-return tradeoff and serial correlation in the Chinese stock market: A bailout-driven crash feedback hypothesis
J Yao, Y Yang
Economic Modelling 129, 106552, 2023
2023
Risk-Return Tradeoff, Serial Correlation, and the Chinese Stock Market: A Bailout Feedback Hypothesis
J Yao, Z Zheng
Available at SSRN 3016979, 2019
2019
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Articles 1–20