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Computing best bounds for nonlinear risk measures with partial information
Wong, Man Hong
;
Zhang, Shuzhong
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 204-212
Persistent link: https://www.econbiz.de/10009736115
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Computing best bounds for nonlinear risk measures with partial information
Wong, Man Hong
;
Zhang, Shuzhong
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 204-212
Persistent link: https://www.econbiz.de/10010098497
Saved in:
3
Comparing risks with reference points : a stochastic dominance approach
Guo, Dongmei
;
Hu, Yi
;
Wang, Shouyang
;
Zhao, Lin
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011597197
Saved in:
4
Time-consistent investment strategy under partial information
Li, Yongwu
;
Qiao, Han
;
Wang, Shouyang
;
Zhang, Ling
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 187-197
Persistent link: https://www.econbiz.de/10011428653
Saved in:
5
Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach
Xie, Shuxiang
;
Li, Zhongfei
;
Wang, Shouyang
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 943-953
Persistent link: https://www.econbiz.de/10008057659
Saved in:
6
Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach
Xie, Shuxiang
;
Li, Zhongfei
;
Wang, Shouyang
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 943-954
Persistent link: https://www.econbiz.de/10008893136
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