Xiaoyang Yao
China Jiliang University
Multiple-criteria decision analysisFinancial marketBond marketRisk managementInterconnectedness
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Publications 2
#1Xiaoyang Yao (China Jiliang University)H-Index: 1
#2Wei Le (China Jiliang University)
Last. Jianping LiXiaolei (CAS: Chinese Academy of Sciences)
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Abstract Since the subprime crisis, financial stress has been subjected to increased attention. However, related research of emerging economics is still in its infancy. Considering that the financial market is quite interconnected due to its complexity, we measure the stress dynamics of the Chinese financial market from an interconnectedness perspective. Multiple manifestations of interconnectedness are first investigated in this paper. It is found that the interbank and bond market are highly c...
#1Xiaoyang Yao (China Jiliang University)H-Index: 1
#2Jianping Li (CAS: Chinese Academy of Sciences)H-Index: 22
Last. Dengsheng Wu (CAS: Chinese Academy of Sciences)H-Index: 13
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Abstract A perfect combination of fact-based and value-based judgments is what multiple criteria decision-making (MCDM) issues pursue. Tolerability constraints, an important part of value-based judgments, are easily observable and have drawn attention in theory. However, their practical applications in the MCDM process are still in their infancy. This paper aims to fill the gap between theory and application. A framework for tolerability constraints in the context of non-independent criteria is ...
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