Ping Li

Beihang University (BUAA) - School of Economic and Management Science

37 Xue Yuan Road

Beijing 100083

China

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 38,325

SSRN RANKINGS

Top 38,325

in Total Papers Downloads

2,513

SSRN CITATIONS

13

CROSSREF CITATIONS

3

Scholarly Papers (10)

Does Green Bond Improve Portfolio Diversification? Evidence From China

Number of pages: 26 Posted: 01 Mar 2022
Yingwei Han, Ping Li and Sanmang Wu
School of Economics and Management,China University of Geosciences, Beijing, Beihang University (BUAA) - School of Economic and Management Science and China University of Geosciences (CUG)
Downloads 464 (117,343)

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Green bonds; Asset allocation; Portfolio diversification; Out-of-sample performance

Does Green Bond Improve Portfolio Diversification? Evidence from China

Number of pages: 24 Posted: 01 Jul 2020 Last Revised: 08 Jun 2021
Yingwei Han, Ping Li and Sanmang Wu
School of Economics and Management,China University of Geosciences, Beijing, Beihang University (BUAA) - School of Economic and Management Science and China University of Geosciences (CUG)
Downloads 403 (138,587)

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Green bond; Asset allocation; Portfolio strategies

2.

The Benefits of Issuing Green Bonds: Evidence From China Green Bonds Market

Number of pages: 17 Posted: 28 Nov 2020
Dong Wang and Ping Li
School of Economics and Management, Beihang University and Beihang University (BUAA) - School of Economic and Management Science
Downloads 589 (88,596)
Citation 1

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Green bonds, Green premium, Announcement effect, Financial performance, Ownership structure

3.

Volatility Spillovers between Major International Financial Markets During the COVID-19 Pandemic

Number of pages: 25 Posted: 26 Jul 2020 Last Revised: 13 Oct 2020
Dong Wang, Ping Li and Lixin Huang
School of Economics and Management, Beihang University, Beihang University (BUAA) - School of Economic and Management Science and Princeton International School of Mathematics and Science
Downloads 362 (157,748)

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COVID-19 Pandemic; Volatility Spillover; Connectedness Index; Financial Markets

4.

Robust Portfolio Selection Using Vine Copulas

Number of pages: 12 Posted: 28 Nov 2020
Yingwei Han and Ping Li
School of Economics and Management,China University of Geosciences, Beijing and Beihang University (BUAA) - School of Economic and Management Science
Downloads 193 (295,844)
Citation 3

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Robust optimization,Conditional Value at Risk, Dependence structures,Vine copulas

5.

Volatility Spillovers between Bitcoin and Chinese Economic and Financial Markets

Number of pages: 22 Posted: 01 Jan 2022
Jiahong Li and Ping Li
Beihang University (BUAA) - School of Economic and Management Science and Beihang University (BUAA) - School of Economic and Management Science
Downloads 186 (305,881)

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Uncertainty; Bitcoin; China Financial Market; Volatility Spillover

6.

The Default Contagion of Contingent Convertible Bonds in Financial Network

Number of pages: 36 Posted: 17 Mar 2020
Ping Li, Yanhong guo and Hui Meng
Beihang University (BUAA) - School of Economic and Management Science, Beihang University (BUAA) - School of Economic and Management Science and affiliation not provided to SSRN
Downloads 87 (546,560)
Citation 3

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Contingent Convertible Bonds, Network model, Default Contagion, Loss Amplification

7.

The Impact of CoCo Bonds on Systemic Risk Considering Liquidity Risk

Number of pages: 44 Posted: 17 Mar 2020
Ping Li, Yanhong guo and Hui Meng
Beihang University (BUAA) - School of Economic and Management Science, Beihang University (BUAA) - School of Economic and Management Science and affiliation not provided to SSRN
Downloads 71 (614,724)
Citation 1

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CoCo bonds, loss contagion, network channel, liquidity channel

8.

Empirical Studies on China's Write-Down Bonds

Number of pages: 21 Posted: 09 Dec 2017
Ping Li and Shan Lin
Beihang University (BUAA) - School of Economic and Management Science and Beihang University (BUAA) - School of Economic and Management Science
Downloads 64 (649,185)
Citation 2

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write-down bonds, contingent capital, commercial banks, capital adequacy ratio

9.

Does Art Add Value in Portfolio Investment? Evidence from China

Number of pages: 7 Posted: 27 Feb 2022
Ping Li, Dong Wang and Jianing Xu
Beihang University (BUAA) - School of Economic and Management Science, School of Economics and Management, Beihang University and Beihang University (BUAA)
Downloads 57 (686,786)

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Chinese art, Asset allocation, Vine copulas, CVaR

10.

Risk Factor Analysis of Industrial Bonds Based on Multifactor Model: Evidence From China

Number of pages: 23 Posted: 25 Apr 2023
Jiahong Li and Ping Li
Beihang University (BUAA) - School of Economic and Management Science and Beihang University (BUAA) - School of Economic and Management Science
Downloads 37 (819,471)

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Industrial bonds, factor pricing, anomaly, portfolio analysis