Concepedia

Y. Li

YL

Statistics

Publications

2

Citations

118

H-Index

2

Active since

2007

Affiliations

Cornell University(Current)

Y. Li is an author at Cornell University specializing in asset pricing, finance, and financial economics.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsAccountingManagementStatisticsEngineeringEconometricsFinancial Risk

Publications per year

2007–2014

2

Publications

2

<scp>Robustly Hedging Variable Annuities With Guarantees Under Jump and Volatility Risks</scp>

Thomas F. Coleman, Young Shin Kim, Y. Li et al. · Journal of Risk & Insurance · 2007 · 86 citations · Full text

Financial Risk Management, Financial Mathematics, Asset Pricing +17

Rounding Errors and Volatility Estimation

Y. Li, Per A. Mykland · Journal of Financial Econometrics · 2014 · 32 citations

Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +15

1–2 of 2