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~person:"Cui, Zhenyu"
~source:"econis"
~subject:"Game theory"
~subject:"Portfolio-Management"
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Cui, Zhenyu
Haugh, Martin B.
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International journal of financial engineering
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
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Optimal investment problem under behavioral setting : a Lagrange
duality
perspective
Bi, Xiuchun
;
Cui, Zhenyu
;
Fan, Jiacheng
;
Yuan, Lvning
; …
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014480345
Saved in:
2
Shortfall risk through Fenchel
duality
Cui, Zhenyu
;
Deng, Jun
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011923010
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