Ruihong Jiang

University of Waterloo

200 University Avenue West

Waterloo, Ontario N2L 3G1

Croatia

  • University of Waterloo

    • Email
    • Tel: 5195735129
    • Fax: N2V 2R2
SCHOLARLY PAPERS

6

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1,068

TOTAL CITATIONS

2

Scholarly Papers (6)

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1.

Climate Change Risk and Agriculture-Related Stocks

Number of pages: 35 Posted: 09 Jan 2020 Last Revised: 25 Feb 2022
Ruihong Jiang and Chengguo Weng
University of Waterloo and University of Waterloo
Downloads 549 (109,897)
Citation 2

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Extreme Climate, Climate Change Risk, Return Predictability, Market Efficiency

2.

Analysis of Simple Investment Strategies Assuming Lognormal Returns

Number of pages: 23 Posted: 05 May 2022
Phelim P. Boyle and Ruihong Jiang
Wilfrid Laurier University - School of Business & Economics and University of Waterloo
Downloads 150 (423,684)

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Buy and Hold portfolios, Rebalanced portfolios, Lognormal distribution, Sums of lognormals, Moments of lognormals

3.

The Statistics of Capture Ratio

Number of pages: 28 Posted: 18 Mar 2022
Ruihong Jiang, David Saunders and Chengguo Weng
University of Waterloo, University of Waterloo and University of Waterloo
Downloads 138 (453,193)

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Capture ratio, Asymptotic distribution, Bootstrap

4.

Two-Phase Selection of Representative Contracts for Valuation of Large Variable Annuity Portfolios

Downloads 117 (519,498)

Two-Phase Selection of Representative Contracts for Valuation of Large Variable Annuity Portfolios

Number of pages: 31 Posted: 22 Nov 2022
Ruihong Jiang, David Saunders and Chengguo Weng
University of Waterloo, University of Waterloo and University of Waterloo
Downloads 77 (695,471)

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Variable annuity portfolio, Clustering, Kriging

Two-Phase Selection of Representative Contracts for Valuation of Large Variable Annuity Portfolios

Number of pages: 31 Posted: 23 Dec 2022
Ruihong Jiang, David Saunders and Chengguo Weng
University of Waterloo, University of Waterloo and University of Waterloo
Downloads 40 (962,311)

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Two-phase selection, Variable annuity portfolio, Clustering, Kriging

5.

Limit of the sum of two groups of lognormal sums

Number of pages: 23 Posted: 05 May 2022
Phelim P. Boyle and Ruihong Jiang
Wilfrid Laurier University - School of Business & Economics and University of Waterloo
Downloads 69 (723,435)

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Lognormal sums, limits, block correlation matrix

6.

Portfolios of Averages of Lognormal Variables

Number of pages: 21 Posted: 22 Nov 2022
Phelim P. Boyle and Ruihong Jiang
Wilfrid Laurier University - School of Business & Economics and University of Waterloo
Downloads 45 (893,312)

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Lognormal distribution, Sum of lognormals, Block covariance matrix