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Does risk seeking drive asset prices? : A stochastic dominance analysis of aggregate investor preferences
Post, Thierry; Levy, Haim - 2002
Persistent link: https://www.econbiz.de/10001689309
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Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry; Fang, Yi; Kopa, Miloš - In: Management science : journal of the Institute for … 61 (2015) 7, pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
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Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
Chen, Ping; Yam, Sheung Chi Phillip - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 871-883
Persistent link: https://www.econbiz.de/10010227791
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Markowitz’s mean-variance defined contribution pension fund management under inflation : a continuous-time model
Yao, Haixiang; Yang, Zhou; Chen, Ping - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 851-863
Persistent link: https://www.econbiz.de/10010227804
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Deal or nor deal? : Decision making under risk in a large pay-off game show
Post, Thierry; Baltussen, Guido; Assem, Martijn J. van den - 2006
Persistent link: https://www.econbiz.de/10003268565
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Stochastic bounds for reference sets in portfolio analysis
Arvanitis, Stelios; Post, Thierry; Topaloglou, Nikolas - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7737-7754
Persistent link: https://www.econbiz.de/10012815733
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Optimal reinsurance under dynamic VaR constraint
Zhang, Nan; Zhuo, Jin; Li, Shuanming; Chen, Ping - In: Insurance / Mathematics & economics 71 (2016), pp. 232-243
Persistent link: https://www.econbiz.de/10011630794
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Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood
Post, Thierry; Potì, Valerio - In: Management science : journal of the Institute for … 63 (2017) 1, pp. 153-165
Persistent link: https://www.econbiz.de/10011646360
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Mean-variance asset-liability management under constant elasticity of variance process
Zhang, Miao; Chen, Ping - In: Insurance / Mathematics & economics 70 (2016), pp. 11-18
Persistent link: https://www.econbiz.de/10011597077
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Portfolio choice based on third-degree stochastic dominance
Post, Thierry; Kopa, Miloš - In: Management science : journal of the Institute for … 63 (2017) 10, pp. 3381-3392
Persistent link: https://www.econbiz.de/10011760503