Jingyi Li

Management Sciences · with Glasserman · 2005

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Whom Jingyi Li trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. David X. Li

Who trusts Jingyi Li overall

  1. Paul Glasserman
  2. Ding Zhao

Papers from Jingyi Li's perspective

Ordered by how strongly the researchers Jingyi Li trusts endorse each paper. Same corpus, a different order for every researcher.

  1. On Default Correlation: A Copula Function Approach
  2. Monte Carlo Methods in Financial Engineering
  3. An Introduction To Probability Theory And Its Application
  4. Sensible and Efficient Capital Allocation for Credit Portfolios
  5. Optimization of conditional value-at risk
  6. Coherent allocation of risk capital
  7. AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
  8. An Introduction to Credit Risk Modeling
  9. Coherent risk measures
  10. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules

Their papers