| Tail risk contagion between international financial markets during COVID-19 pandemic Y Guo, P Li, A Li International Review of Financial Analysis 73, 101649, 2021 | 141 | 2021 |
| Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic D Wang, P Li, L Huang Finance Research Letters 46, 102244, 2022 | 68 | 2022 |
| The relationship among China’s fuel oil spot, futures and stock markets L Ping, Z Ziyi, Y Tianna, Z Qingchao Finance Research Letters 24, 151-162, 2018 | 57 | 2018 |
| Are Chinese crude oil futures good hedging tools? LI Jie, L Huang, LI Ping Finance Research Letters 38, 101514, 2021 | 55 | 2021 |
| Dynamic robust portfolio selection with copulas Y Han, P Li, Y Xia Finance Research Letters 21, 190-200, 2017 | 34 | 2017 |
| A new algorithm based on copulas for VaR valuation with empirical calculations G Cheng, P Li, P Shi Theoretical computer science 378 (2), 190-197, 2007 | 29 | 2007 |
| Portfolio optimization using asymmetry robust mean absolute deviation model P Li, Y Han, Y Xia Finance Research Letters 18, 353-362, 2016 | 27 | 2016 |
| (p+, α)-sensitive k-anonymity: A new enhanced privacy protection model X Sun, H Wang, J Li, TM Truta, P Li 2008 8th IEEE International Conference on Computer and Information …, 2008 | 19 | 2008 |
| Empirical analysis of the dynamic dependence between WTI oil and Chinese energy stocks J Li, P Li Energy Economics 93, 104299, 2021 | 16 | 2021 |
| A Study on Volatility Spillovers among International Stock Markets during the Russia‐Ukraine Conflict S Mu, G Huang, P Li, Y Hou Discrete Dynamics in Nature and Society 2022 (1), 4948444, 2022 | 14 | 2022 |
| Chinese write-down bonds and bank capital structure P Li, H Meng, F Yu Quantitative Finance 18 (9), 1543-1558, 2018 | 13 | 2018 |
| An empirical study of chance-constrained portfolio selection model Y Han, P Li Procedia computer science 122, 1189-1195, 2017 | 11 | 2017 |
| Minimal martingale measures for discrete-time incomplete financial markets P Li, J Xia Acta Mathematicae Applicatae Sinica 18, 349-352, 2002 | 11 | 2002 |
| Change analysis for the dependence structure and dynamic pricing of basket default swaps P Li, ZZ Li European Financial Management 21 (4), 646-671, 2015 | 10 | 2015 |
| A factor model for the calculation of portfolio credit VaR P Li, X Wang, H Wang Procedia Computer Science 17, 611-618, 2013 | 9 | 2013 |
| Dynamic correlations and spillover effects between coco bonds and other financial assets: Evidence from European banking LI Fangfang, LI Ping Finance Research Letters 38, 101486, 2021 | 7 | 2021 |
| Design and pricing of Chinese contingent convertible bonds P Li, J Liu Journal of Systems Science and Information 2 (5), 428-436, 2014 | 7 | 2014 |
| Martingale measure method for expected utility maximization in discrete-time incomplete markets P Li, J Xia, J Yan Annals of Economics and Finance 2, 445-465, 2001 | 7 | 2001 |
| Empirical Studies on China's Write-Down Bonds P Li, S Lin Available at SSRN 3082696, 2017 | 6 | 2017 |
| On default correlation and pricing of collateralized debt obligation by copula functions P Li, H Chen, X Deng, S Zhang International Journal of Information Technology & Decision Making 5 (03 …, 2006 | 6 | 2006 |
