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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Huang, Rachel J."
~person:"Tzeng, Larry Y."
~subject:"Optimal investment"
~subject:"Stochastischer Prozess"
~type_genre:"Arbeitspapier"
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Optimal investment
Stochastischer Prozess
Theorie
30
Theory
30
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13
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9
Risk aversion
9
Portfolio selection
7
Portfolio-Management
7
Almost stochastic dominance
6
Economics of insurance
6
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6
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5
Entscheidung unter Risiko
5
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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Marginal conditional stochastic dominance
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Huang, Rachel J.
Tzeng, Larry Y.
Phillips, Peter C. B.
46
Escudero, Laureano F.
39
Koopman, Siem Jan
33
Yu, Jun
29
McAleer, Michael
27
Gendreau, Michel
25
Platen, Eckhard
22
Kohlmann, Michael
20
Chiarella, Carl
18
Küchler, Uwe
18
Taylor, Robert
18
Asai, Manabu
17
Garín, María Araceli
17
Kleijnen, Jack P. C.
17
Linton, Oliver
17
Post, Thierry
17
Barndorff-Nielsen, Ole E.
16
Mumtaz, Haroon
16
Ulmer, Marlin Wolf
16
Pérez, Gloría
15
Rei, Walter
15
Shapiro, Alexander
15
Shephard, Neil G.
15
Chan, Joshua
14
Clark, Todd E.
14
Gil-Alaña, Luis A.
14
Lucas, André
14
Siu, Tak Kuen
14
Wallace, Stein W.
14
Alvarez, Luis H. R.
13
Escobar, Marcos
13
Kilian, Lutz
13
Maggioni, Francesca
13
Marcellino, Massimiliano
13
Tsionas, Efthymios G.
13
Whang, Yoon-jae
13
Wong, Wing Keung
13
Bos, Charles S.
12
Gao, Jiti
12
Härdle, Wolfgang
12
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Management science : journal of the Institute for Operations Research and the Management Sciences
4
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1
European journal of operational research : EJOR
1
Faculty & research / Insead : working paper series
1
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1
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1
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1
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1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Theory and decision : an international journal for multidisciplinary advances in decision science
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ECONIS (ZBW)
13
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1
Revisiting almost marginal conditional stochastic dominance
Chen, Tzu-Ying
;
Tsai, An-Mei
;
Tzeng, Larry Y.
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 260-269
Persistent link: https://www.econbiz.de/10013336294
Saved in:
2
Making socioeconomic health inequality comparisons when health concentration curves intersect
Chen, Tzu-Ying
;
Hsu, Yi-Hsin Elsa
;
Huang, Rachel J.
; …
- In:
Social choice and welfare
57
(
2021
)
4
,
pp. 875-899
Persistent link: https://www.econbiz.de/10012665534
Saved in:
3
Estimating the critical parameter in almost stochastic dominance from insurance deductibles
Huang, Yi-Chieh
;
Kan, Kamhon
;
Tzeng, Larry Y.
;
Wang, Kili C.
- In:
Management science : journal of the Institute for …
67
(
2021
)
8
,
pp. 4742-4755
Persistent link: https://www.econbiz.de/10012625013
Saved in:
4
Operational asymptotic stochastic dominance
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Wang, Jr-Yan
;
Zhao, Lin
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10012132397
Saved in:
5
Comment on "aging population, retirement, and risk taking"
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Wang, Jr-Yan
;
Zhao, Lin
- In:
Management science : journal of the Institute for …
66
(
2020
)
6
,
pp. 2792-2795
Persistent link: https://www.econbiz.de/10012254488
Saved in:
6
Fractional degree stochastic dominance
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Zhao, Lin
- In:
Management science : journal of the Institute for …
66
(
2020
)
10
,
pp. 4630-4647
Persistent link: https://www.econbiz.de/10012305271
Saved in:
7
Generalized almost stochastic dominance
Huang, Rachel J.
;
Tsetlin, Ilia
;
Tzeng, Larry Y.
; …
-
2013
Persistent link: https://www.econbiz.de/10009793444
Saved in:
8
Measuring discrimination using principles of stochastic dominance
Hoy, Michael
;
Huang, Rachel J.
- In:
Journal of economic theory
167
(
2017
),
pp. 39-52
Persistent link: https://www.econbiz.de/10011741357
Saved in:
9
Testing for central dominance : method and application
Chuang, O-Chia
;
Kuan, Chung-ming
;
Tzeng, Larry Y.
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 368-378
Persistent link: https://www.econbiz.de/10011818312
Saved in:
10
Almost expectation and excess dependence notions
Denuit, Michel
;
Huang, Rachel J.
;
Tzeng, Larry Y.
- In:
Theory and decision : an international journal for …
79
(
2015
)
3
,
pp. 375-401
Persistent link: https://www.econbiz.de/10011377445
Saved in:
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