Details about Jingyuan Li

Access statistics for papers by Jingyuan Li.

Last updated 2024-08-22. Update your information in the RePEc Author Service.

Short-id: pli558

Working Papers

2023

1. An extension of the consumption-based CAPM model
   Working Papers, HEC Montreal, Canada Research Chair in Risk Management
   Also in Cahiers de recherche, CIRPEE (2012) View citations (10)

2016

2. Can Higher-Order Risks Explain the Credit Spread Puzzle?
   Working Papers, HEC Montreal, Canada Research Chair in Risk Management

2014

3. When can expected utility handle first-order risk aversion?
   Working Papers, HEC Montreal, Canada Research Chair in Risk Management
   See also Journal Article When can expected utility handle first-order risk aversion?, Journal of Economic Theory, Elsevier (2014) View citations (9) (2014)

2013

4. Comparative Ross risk aversion in the presence of mean dependent risks
   Working Papers, HEC Montreal, Canada Research Chair in Risk Management
   Also in Cahiers de recherche, CIRPEE (2012) View citations (3)
   See also Journal Article Comparative Ross risk aversion in the presence of mean dependent risks, Journal of Mathematical Economics, Elsevier (2014) View citations (2) (2014)

2012

5. Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks
   Cahiers de recherche, CIRPEE View citations (1)
   Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2012)

2011

6. A theoretical extension of the consumption-based CAPM model
   Working Papers, HEC Montreal, Canada Research Chair in Risk Management
   Also in Cahiers de recherche, CIRPEE (2010)
7. First-order (Conditional) Risk Aversion, Background Risk and Risk Diversification
   Cahiers de recherche, CIRPEE View citations (1)

2010

8. The Impact of Prudence on Optimal Prevention Revisited
   Cahiers de recherche, CIRPEE View citations (5)
   Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2010)
   See also Journal Article The impact of prudence on optimal prevention revisited, Economics Letters, Elsevier (2011) View citations (26) (2011)

Journal Articles

2025

1. Substituting one risk increase for another: Extension and application
   Economics Letters, 2025, 247, (C)

2024

2. An alternative representation of the C-CAPM with higher-order risks
   The Geneva Risk and Insurance Review, 2024, 49, (2), 194-233
3. Correlation aversion and bivariate stochastic dominance with respect to reference functions
   Insurance: Mathematics and Economics, 2024, 118, (C), 157-174
4. Publisher Correction: An alternative representation of the C-CAPM with higher-order risks
   The Geneva Risk and Insurance Review, 2024, 49, (2), 234-234

2022

5. Demand for insurance with nonadditive probabilistic beliefs
   Bulletin of Economic Research, 2022, 74, (3), 854-862

2020

6. Comparative Ambiguity Aversion in Intertemporal Decisions
   Journal of Risk & Insurance, 2020, 87, (1), 195-212 View citations (3)

2016

7. Confidence band for expectation dependence with applications
   Insurance: Mathematics and Economics, 2016, 68, (C), 141-149 View citations (3)
8. Lattice-based monotone comparative statics on saving with Selden/Kreps–Porteus preferences
   Journal of Mathematical Economics, 2016, 65, (C), 132-138 View citations (6)
9. Preserving the Rothschild–Stiglitz type of increasing risk with background risk
   Insurance: Mathematics and Economics, 2016, 70, (C), 144-149 View citations (4)
10. Risk aversion with two risks: A theoretical extension
    Journal of Mathematical Economics, 2016, 63, (C), 100-105 View citations (11)

2015

11. Precautionary Effort: Another Trait for Prudence
    Journal of Risk & Insurance, 2015, 82, (4), 977-983 View citations (25)
12. Precautionary paying for stochastic improvements under background risks
    Insurance: Mathematics and Economics, 2015, 64, (C), 180-185 View citations (14)

2014

13. Comparative Ross risk aversion in the presence of mean dependent risks
    Journal of Mathematical Economics, 2014, 51, (C), 128-135 View citations (2)
    See also Working Paper Comparative Ross risk aversion in the presence of mean dependent risks, Working Papers (2013) (2013)
14. Decreasing Ross risk aversion: Higher-order generalizations and implications
    Journal of Mathematical Economics, 2014, 55, (C), 136-142 View citations (2)
15. The monetary utility premium and interpersonal comparisons
    Economics Letters, 2014, 125, (2), 257-260 View citations (10)
16. When can expected utility handle first-order risk aversion?
    Journal of Economic Theory, 2014, 154, (C), 403-422 View citations (9)
    See also Working Paper When can expected utility handle first-order risk aversion?, Working Papers (2014) (2014)

2012

17. Precautionary saving in the presence of labor income and interest rate risks
    Journal of Economics, 2012, 106, (3), 251-266 View citations (19)

2011

18. The demand for a risky asset in the presence of a background risk
    Journal of Economic Theory, 2011, 146, (1), 372-391 View citations (48)
19. The impact of prudence on optimal prevention revisited
    Economics Letters, 2011, 113, (2), 147-149 View citations (26)
    See also Working Paper The Impact of Prudence on Optimal Prevention Revisited, Cahiers de recherche (2010) View citations (5) (2010)

2010

20. Fear of Loss and Happiness of Win: Properties and Applications
    Journal of Risk & Insurance, 2010, 77, (4), 749-766 View citations (2)
21. Multiplicative risk apportionment
    Mathematical Social Sciences, 2010, 60, (1), 79-81 View citations (23)

2009

22. A reputation strategic model of monetary policy in continuous-time
    Journal of Macroeconomics, 2009, 31, (4), 523-533 View citations (1)
23. Comparative higher-degree Ross risk aversion
    Insurance: Mathematics and Economics, 2009, 45, (3), 333-336 View citations (36)

2008

24. A Remark on “A Shortcut Way of Pricing Default Risk Through Zero‐Utility Principle”
    Journal of Risk & Insurance, 2008, 75, (2), 517-519