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 | 58 | 2013 |
Dynamic trading with reference point adaptation and loss aversion Y Shi, X Cui, J Yao, D Li Operations Research 63 (4), 789-806, 2015 | 53 | 2015 |
Prospect theory and trading patterns J Yao, D Li Journal of Banking & Finance 37 (8), 2793-2805, 2013 | 51 | 2013 |
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 | 50 | 2012 |
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 | 21 | 2010 |
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 | 20 | 2004 |
Model risk in VaR estimation: An empirical study J Yao, ZF Li, KW Ng International Journal of Information Technology & Decision Making 5 (03 …, 2006 | 16 | 2006 |
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 | 13 | 2005 |
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 | 7 | 2009 |
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 | 7 | 2007 |
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 | 5 | 2021 |
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 | 5 | 2009 |
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 | 3 | 2011 |
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 | 1 | 2019 |
Gambler's attention and the mean-variance relation: Evidence from China J Yao, L Wu Finance Research Letters 23, 233-238, 2017 | 1 | 2017 |
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 | 1 | 2013 |
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 | 1 | 2010 |
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 162, 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 |