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Leverage management in a bull-bear switching market
Dai, Min; Wang, Hefei; Yang, Zhou - In: Journal of economic dynamics & control 36 (2012) 10, pp. 1585-1599
Persistent link: https://www.econbiz.de/10009701969
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Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan; Li, Danping; Chen, Zheng; Yang, Zhou - In: Journal of economic dynamics & control 88 (2018), pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
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Alpha-robust mean-variance reinsurance-investment strategy
Li, Bin; Li, Danping; Xiong, Dewen - In: Journal of economic dynamics & control 70 (2016), pp. 101-123
Persistent link: https://www.econbiz.de/10011708658
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Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution
Guan, Guohui; Li, Bin - In: Journal of economic dynamics & control 143 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013539527
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Leverage management in a bull–bear switching market
Dai, Min; Wang, Hefei; Yang, Zhou - In: Journal of economic dynamics & control 36 (2012) 10, pp. 1585-1600
Persistent link: https://www.econbiz.de/10009993822