Concepedia
Statistics
Publications
8
Citations
183
H-Index
Active since
2010
Affiliations
Hong Kong Polytechnic University(Current)
Macquarie University
Central University of Finance and Economics
University of Hong Kong
University of Aberdeen
Jingzhen Liu is an author at Hong Kong Polytechnic University specializing in financial economics, business, and risk management.
Publications per year
2010–2022
Optimal portfolios with regime switching and value-at-risk constraint
Jingzhen Liu, Tak Kuen Siu, Wai-Ki Ching · Automatica · 2010 · 69 citations
Business, Finance, Financial Management +14
Optimal investment-reinsurance with dynamic risk constraint and regime switching
Jingzhen Liu, Tak Kuen Siu, Wai-Ki Ching · Scandinavian Actuarial Journal · 2011 · 27 citations
Business, Insurance, Risk Management +16
Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables
Jingzhen Liu, Alexander G. Kemp · Energy Economics · 2019 · 20 citations · Full text
Social Sciences, Economics, Finance +14
Optimal investment of an insurer with regime-switching and risk constraint
Jingzhen Liu, Tak Kuen Siu · Scandinavian Actuarial Journal · 2013 · 16 citations
Business, Economics, Insurance +17
Optimal investment with a value-at-risk constraint
Jingzhen Liu, Lihua Bai · Journal of Industrial and Management Optimization · 2012 · 15 citations
Management, Finance, Risk Management +17
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