Jianli Wang

Nanjing University of Aeronautics and Astronautics - College of Economics and Management

Nanjing

China

SCHOLARLY PAPERS

8

DOWNLOADS

389

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (8)

1.

The Effect of Time and Ambiguity Preferences on Saving and Insurance

Number of pages: 18 Posted: 14 Aug 2014 Last Revised: 11 Apr 2015
Jingyuan Li and Jianli Wang
Lingnan University - Department of Finance and Insurance and Nanjing University of Aeronautics and Astronautics - College of Economics and Management
Downloads 115 (365,698)

Abstract:

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Precautionary saving; Self-insurance; Self-protection; Smooth ambiguity aversion; Intertemporal substitution; Risk aversion

2.

Precautionary Saving with Selden/Kreps-Porteus Preferences Revisited

Number of pages: 14 Posted: 24 Jun 2014 Last Revised: 05 Jan 2015
Jingyuan Li and Jianli Wang
Lingnan University - Department of Finance and Insurance and Nanjing University of Aeronautics and Astronautics - College of Economics and Management
Downloads 87 (440,217)
Citation 2

Abstract:

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Precautionary saving; Prudence; Selden/Kreps-Porteus Preferences

3.

On the Strictly Decreasing Utility (Value) Premium of Friedman-Savage

Number of pages: 14 Posted: 06 Jun 2014
Jingyuan Li and Jianli Wang
Lingnan University - Department of Finance and Insurance and Nanjing University of Aeronautics and Astronautics - College of Economics and Management
Downloads 60 (539,297)

Abstract:

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Utility premium; Value premium; Comparative statics; Changes in risk; Precautionary saving

4.

The Comparative Statics of Ambiguity Aversion on Precautionary Paying for Stochastic Improvements

Number of pages: 28 Posted: 12 Nov 2015
Jingyuan Li and Jianli Wang
Lingnan University - Department of Finance and Insurance and Nanjing University of Aeronautics and Astronautics - College of Economics and Management
Downloads 52 (575,964)

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Comparative statics; Precautionary paying; Smooth ambiguity aversion;Aversion to intertemporal substitution; Risk aversion

5.

Lattice-Based Monotone Comparative Statics on Precautionary Paying for Stochastic Improvements

Number of pages: 31 Posted: 01 Jul 2016
Jingyuan Li and Jianli Wang
Lingnan University - Department of Finance and Insurance and Nanjing University of Aeronautics and Astronautics - College of Economics and Management
Downloads 40 (639,773)

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Lattice-based monotone comparative statics; Precautionary paying; Smooth ambiguity

6.

New Insight on the Relationship between Higher-Order Risk Aversion Attitudes

Number of pages: 16 Posted: 23 Jun 2015
Hongxia Wang and Jianli Wang
Huazhong University of Science and Technology - School of Management and Nanjing University of Aeronautics and Astronautics - College of Economics and Management
Downloads 35 (669,982)

Abstract:

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Higher-order risk aversion attitudes; Even risk loving; One-switch preference

7.

Precautionary Effort: Another Trait for Prudence

Posted: 05 Jun 2014
Jianli Wang and Jingyuan Li
Nanjing University of Aeronautics and Astronautics - College of Economics and Management and Lingnan University - Department of Finance and Insurance

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Prudence; Precautionary effort; Background risks

8.

Decreasing Ross Risk Aversion: Higher-Order Generalizations and Implications

Posted: 14 Sep 2011 Last Revised: 20 Jan 2016
Jianli Wang and Jingyuan Li
Nanjing University of Aeronautics and Astronautics - College of Economics and Management and Lingnan University - Department of Finance and Insurance

Abstract:

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Decreasing n-th Ross risk aversion, n-th risk increase, background Risk, risk