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Optimal order execution using hidden orders
Chen, Yuanyuan; Gao, Xuefeng; Li, Duan - In: Journal of economic dynamics & control 94 (2018), pp. 89-116
Persistent link: https://www.econbiz.de/10012004233
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Discrete-time behavioral portfolio selection under cumulative prospect theory
Shi, Yun; Cui, Xiangyu; Li, Duan - In: Journal of economic dynamics & control 61 (2015), pp. 283-302
Persistent link: https://www.econbiz.de/10011589538
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Self-coordination in time inconsistent stochastic decision problems : a planner-doer game framework
Cui, Xiangyu; Li, Duan; Shi, Yun - In: Journal of economic dynamics & control 75 (2017), pp. 91-113
Persistent link: https://www.econbiz.de/10011817149
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Portfolio management with robustness in both prediction and decision : a mixture model based learning approach
Zhu, Shushang; Fan, Minjie; Li, Duan - In: Journal of economic dynamics & control 48 (2014), pp. 1-25
Persistent link: https://www.econbiz.de/10010485842
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Counter-cyclical margins for option portfolios
Chen, Yuanyuan; Wu, Qi; Li, Duan - In: Journal of economic dynamics & control 146 (2023), pp. 1-33
Persistent link: https://www.econbiz.de/10014478163
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Bounded rationality as a source of loss aversion and optimism : a study of psychological adaption under incomplete information
Yao, Jing; Li, Duan - In: Journal of economic dynamics & control 37 (2013) 1, pp. 18-31
Persistent link: https://www.econbiz.de/10009703615
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The impact of a reference point determined by social comparison on wealth growth and inequality
Lou, Youcheng; Strub, Moris S.; Li, Duan; Wang, Shouyang - In: Journal of economic dynamics & control 127 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10012668948
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Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Strub, Moris S.; Li, Duan; Cui, Xiangyu; Gao, Jianjun - In: Journal of economic dynamics & control 108 (2019), pp. 1-21
Persistent link: https://www.econbiz.de/10012313656
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Bounded rationality as a source of loss aversion and optimism: A study of psychological adaptation under incomplete information
Yao, Jing; Li, Duan - In: Journal of economic dynamics & control 37 (2013) 1, pp. 18-31
Persistent link: https://www.econbiz.de/10010054566