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The Hang Seng University of Hong Kong

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Category: Book Chapter (3); Conference Paper (25); Journal Article (127); Others (3); Refereed Conference Proceedings (2)

Department: EAF (29); MGT (4); SCOM (4); ACY (11); COM (4); COMP (2); M&S (14); MKT (5); MSI (36); SCM (29); SSC (3); ACC (1); JAC (1); M&M (2); PO (13); SDSC (2)

Keyword: AHP (1); Accounting conservatism (1); Acquirer abnormal returns (1); Adaptive weights smoothing (1); Addiction (1); Ambiguous correlation (1); Anti-ELAB Movement (1); Approximate exact method (1); Approximate exact tests (1); Approximate unconditional inference (1); Article 1176 (1); Association rule (1); Asymptotic confidence interval (1); Asymptotic inference (2); Audit fee (1); Audit quality (1); Auditor, Law, Liabilities and Financial Market (1); Autocratization (1); Ballot theorem (1); Ballot theorem；Ruin probability; Stationary and independent increment; Law of large numbers; Deficit at ruin (1); Bank Credit Ratings, Sovereign Credit Ratings, Spillover Effects, Credit Rating Agencies (1); Bank operations (1); Bank regulations (1); Banking (1); Basel accords; expected shortfall; value at risk; volatility index (1); Bayesian (1); Belt & Road Sentiment Index, International News Flow Theory, Intermedia Agenda-setting Theory, Two-way symmetrical Model, GDELT (1); Big data (1); Book-to-market (1); Bootstrap simultaneous confidence interval (1); Bootstrap-resampling method (1); Bootstrap-resampling method, correlated bilateral data, risk difference, simultaneous confidence interval, stratified design (1); Burglar Alarms (1); Business performance (1); CEO gender (1); COVID-19 (1); COVID-19Pandemic (1); Carbon emission; Sustainability; Maritime transport; Utility; Fuel consumption (1); Case-based reasoning (2); Change-point (1); China (4); Chinese (1); Chinese Civil Code (1); Chinese cultural values (1); Choice behavior (1); Classification and Regression Tree (1); Cointegration pairs trading correlation cryptocurrencies Bitcoin (1); Cold chain (3); Compound Poisson risk model (1); Concentrated control (1); Conditional quantile (1); Confidence interval (1); Confidence interval estimation (1); Consumer Ethics (1); Consumer Psychology (1); Consumer behaviour (1); Consumer's risk (1); Content Analysis (1); Continuous-time investment and consumption problem (1); Controlling shareholders (1); Convolution (1); Corporate Governance, Game Theory, Loss Aversion (1); Cost of equity capital (1); Cost stickiness (1); Cost structure (1); Counterfeit consumption (1); Coverage probability (1); Cramer–Lundberg model (1); Crash risk (1); Credit ratings, market implied ratings, credit risk, rating gaps, rating reversals (1); Credit risk (1); Critical audit matters (CAMs) (1); Cross-section of stock returns (1); Data Pooling, Measurement Equivalence, Survey Research, and Total Quality Management (1); Data pooling (1); Decision making (1); Decisions Under Risk/Uncertainty (1); Deficit at ruin (1); Digital twins (1); Discrete Convolution (1); Discrete convolution; numerical simulation; value at risk (1); Distribution (1); Diversification (1); Due date scheduling (1); Dynamic premium; discrete-time risk model; Gerber-Shiu function; geometric claims; marketing implications (1); EM algorithm (1); ETAS model (1); Electronic funds transfer at point of sale (1); Environmental, Social and Governance (ESG) (1); Epsilon-Nash equilibrium (1); Equilibrium investment (1); Equilibrium proportional reinsurance (1); Equities Premium (1); Equity risk (1); Equivalence (1); Equivalence test (1); Ethical leadership (1); Exact confidence interval (1); Exact unconditional inference (2); Exact unconditional method (1); Excess Risk (1); Excess-of-loss reinsurance (1); Execution costs (1); Expected confidence width (1); Extreme-value copula (1); FSCORE (1); Face consciousness (1); Factor model (1); FinTech (1); Financial Data Analytics (1); Financial Derivative (1); Financial crisis (1); Financial journalism (1); Financial risk (1); Financing (1); Fixed-point problems (1); Flight reliability (1); Focus Group (1); Fourier-cosine method (1); Fuzzy logic (1); G-Brownian motion (1); GARCH-like structure (1); Genetic algorithm (1); Genetic algorithms (1); Global supply chain (1); Halloween effectSell in May and go awayStochastic dominance (1); Hedge fund strategies; Relative value; Equity hedge; T-Bill; Portfolio optimization; Stochastic dominance (1); Hedging (1); Higher moments (1); Homogeneity test (1); Hong Kong (4); Hong Kong Journalists (1); Hong Kong banks (1); Hong kong (1); House of Risk (1); Implied volatility, value at risk, volatility index, volatility forecasts (1); Impulsivity (1); Incident handling (1); Incomplete table (1); Individual partner industry expertise (1); Industry audit risk similarity (1); Industry neutral portfolio (1); Information content (1); Information systems (1); Initial public offerings (IPOs) (1); InsurTech (1); Insurance (1); Intellectual Property Infringement (1); Intention to buy pirated CDs (1); Interest rate deregulation (1); Internet of Things (1); Inventory management (1); Inverse sampling (3); Journalism (1); Labor protection (1); Labor relation (1); Law of large numbers (1); Legal Risk (1); Legal instituions (1); Levy subordinator (1); Likelihood ratio statistic (1); Likelihood ratio test (2); Linear temporary price impact (1); Local polynomial (1); Logistics strategy formulation (1); Long-term care (1); Longevity risk (1); Lost sales (1); Luxury Hotel (1); MCMC (1); Maintenance engineering (1); Malicious Envy (1); Market Risks (1); Marketing research (1); Matched-pair design (2); Materialism (1); Measurement equivalence (1); Media template (1); Median unbiased estimate (1); Mixture model (1); Monte Carlo method (1); Motivation (1); Multinomial distribution (1); Nash equilibrium (3); Negative binomial (1); Network ties (1); New technology (1); News discourse (1); News making (1); Non-oblivious Randomized Reduction (1); Non-zero-sum stochastic differential game (2); Noninferiority (1); Noninferiority trials (1); Nonzero-sum stochastic differential game (1); Off-balance-sheet activities (1); Oil futures market (1); Online media (1); Opacity (1); Operating deleveraging (1); Operating leverage (1); Operations and Supply Chains (1); Optimal replenishment rate (1); Perceived Risk (1); Perceptions (1); Polynomial goal programming (1); Portfolio (1); Portfolio Choice (1); Power (1); Probability Distributions (1); Production planning (1); Production-inventory system (1); Quality sustainability (1); Quasi likelihood estimation (1); RFID (1); RFID technology (1); Random Forest (1); Rate difference (1); Rate ratio (2); Rating outlook (1); Real options (1); Recovery effort (1); Regime switching (1); Regulation (1); Regulatory logic (1); Reinsurance (1); Reinsurance, principal–agent problem, value-at-risk, combination of deductible and quota-share (1); Relative performance (1); Relative risk (2); Research (1); Retention (1); Retirement saving, risk attitude, experiments, investment choices, decision-making, Hong Kong, UK (1); Return predictability (1); Risk (1); Risk Analysis (2); Risk Management (1); Risk Minimization (1); Risk analysis (1); Risk analytics (1); Risk assessment (2); Risk aversion (1); Risk control and monitoring (1); Risk difference (4); Risk management (1); Risk management, Risk assessment, Global supply chain, Risk analysis, House of Risk (1); Risk monitoring (1); Risk ratio (1); Risk society (3); Risk-adjusted return (1); Risk-taking (1); Robust crew pairing (1); Ruin probability (1); SARS (1); SNSs (1); Saddlepoint approximations (1); Sample size (1); Score statistic (3); Score test (5); Ship lease, ship acquisition, ship chartering, portfolio analysis, conditional value-at-risk (1); Simultaneous confidence interval (1); Size (2); Small to medium-sized enterprises (1); Smartphone (1); Social Cognitive Theory (1); Social Comparison (1); Social Media (1); Social Norms (1); Social capital (1); Social identity (1); Social networking site (1); Social risk (1); Solvency II (1); Spectral measure (1); State-space models (1); Stationary and independent increment (1); Stochastic control (1); Stock market, k-means, multi-objective, portfolio optimization. (1); Stock price effect (1); Stratified matched-pair design (1); Stratified matched-pair designs (1); Structural break (1); Structural zero (1); Supplier concentration (1); Supplier disclosure (1); Supply chain quality (1); Survey research (1); Swine Flu (1); Systematic risks (1); Tail dependence, upper tail comonotonicity, value-at-risk, conditional tail expectation, max domains of attraction, extreme value theory, regular variation (1); Takeover premia (1); Target abnormal returns (1); Temperature-sensitive product (1); Test-based confidence interval (2); Total quality management (1); Tourism capacity (1); Truncated approximations (1); Turnover (1); Turnover intention (1); Utility maximization (1); Value at Risk (1); Value-at-Risk (2); Varying-Coefficient (1); Virtual asset platform (1); Volatility (1); Voluntary Assumption of Risk (1); Wald-type test (1); Warehouse management (1); Wine industry (2); Wireless sensor network (1)