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Consumption-investment optimization with Epstein-Zin utility in incomplete markets
Xing, Hao
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 227-262
Persistent link: https://www.econbiz.de/10011944363
Saved in:
2
Stability of the exponential utility maximization problem with respect to preferences
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 38-67
Persistent link: https://www.econbiz.de/10011739439
Saved in:
3
Convex duality for Epstein-Zin stochastic differential utility
Matoussi, Anis
;
Xing, Hao
- In:
Mathematical Finance
28
(
2018
)
4
,
pp. 991-1019
Persistent link: https://www.econbiz.de/10012095140
Saved in:
4
Selling wind
Kakhbod, Ali
;
Ozdaglar, Asuman E.
;
Schneider, Ian
- In:
The energy journal
42
(
2021
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012605348
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5
Asset pricing under optimal contracts
Cvitanić, Jakša
;
Xing, Hao
- In:
Journal of economic theory
173
(
2018
),
pp. 142-180
Persistent link: https://www.econbiz.de/10011941619
Saved in:
6
Information choice and amplification of financial crises
Ahnert, Toni
;
Kakhbod, Ali
- In:
The review of financial studies
30
(
2017
)
6
,
pp. 2130-2178
Persistent link: https://www.econbiz.de/10011755557
Saved in:
7
Convex duality for Epstein-Zin stochastic differential utility
Matoussi, Anis
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
28
(
2018
)
4
,
pp. 991-1019
Persistent link: https://www.econbiz.de/10012166994
Saved in:
8
Optimal contracting in networks
Jadbabaie, Ali
;
Kakhbod, Ali
- In:
Journal of economic theory
183
(
2019
),
pp. 1094-1153
Persistent link: https://www.econbiz.de/10012131438
Saved in:
9
Competition in electricity markets with renewable energy sources
Acemoglu, Daron
;
Kakhbod, Ali
;
Ozdaglar, Asuman E.
- In:
The energy journal
38
(
2017
),
pp. 137-155
Persistent link: https://www.econbiz.de/10011791633
Saved in:
10
Robust portfolios and weak incentives in long-run investments
Guasoni, Paolo
;
Muhle-Karbe, Johannes
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10011739438
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