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Optimal growth under model uncertainty
Xu, Yuhong - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013449083
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The timing and intensity of investment under ambiguity
Ma, Jinrun; Niu, Yingjie - In: The North American journal of economics and finance : a … 49 (2019), pp. 318-330
Persistent link: https://www.econbiz.de/10012269222
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Multi-period and tri-objective uncertain portfolio selection model : A behavioral approach
Jin, Xiu; Chen, Na; Yuan, Ying - In: The North American journal of economics and finance : a … 47 (2019), pp. 492-504
Persistent link: https://www.econbiz.de/10012120121
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Optimal investment and reinsurance policies for an insurer with ambiguity aversion
Liu, Bing; Meng, Hui; Zhou, Ming - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012667528
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Life-cycle asset allocation with ambiguity aversion and learning
Peijnenburg, Kim - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 1962-1994
Persistent link: https://www.econbiz.de/10011959061
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Equilibrium mean-variance reinsurance and investment strategies for a general insurance company under smooth ambiguity
Guan, Guohui; Hu, Xiang - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10014225737
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Optimal investment under high-water mark contracts with model ambiguity
Wang, Ying; Wu, Wei-xing; Huang, Wenli; Liu, Wenqiong - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014486270
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Economic policy uncertainty and illiquidity return premium
Hsieh, Hui-Ching; Van Quoc Thinh Nguyen - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012667370
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Ambiguity aversion for risk choice
Wang, Yuli; Niu, Yingjie - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012664621
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Stress testing correlation matrices for risk management
So, Mike Ka-pui; Wong, Jerry; Asai, Manabu - In: The North American journal of economics and finance : a … 26 (2013), pp. 310-322
Persistent link: https://www.econbiz.de/10010365763