Narrow search
Showing 1 - 5 of 5
Cover Image
Mean-variance, mean-VaR, and mean-CVaR models for portfolio selection with background risk
Guo, Xu; Chan, Raymond H.; Wong, Wing Keung; Zhu, Lixing - In: Risk management : a journal of risk, crisis and disaster 21 (2019) 2, pp. 73-98
Persistent link: https://www.econbiz.de/10012060286
Cover Image
Farinelli and Tibiletti ratio and stochastic dominance
Guo, Xu; Niu, Cuizhen; Wong, Wing Keung - In: Risk management : a journal of risk, crisis and disaster 21 (2019) 3, pp. 201-213
Persistent link: https://www.econbiz.de/10012063313
Cover Image
Kappa ratios and (higher-order) stochastic dominance
Niu, Cuizhen; Wong, Wing Keung; Xu, Qunfang - In: Risk management : a journal of risk, crisis and disaster 19 (2017) 3, pp. 245-253
Persistent link: https://www.econbiz.de/10011801024
Cover Image
The two-moment decision model with additive risks
Guo, Xu; Wagener, Andreas; Wong, Wing Keung; Zhu, Lixing - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 1, pp. 77-94
Persistent link: https://www.econbiz.de/10011859016
Cover Image
New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management
Chan, Raymond H.; Clark, Ephraim; Guo, Xu; Wong, Wing Keung - In: Risk management : a journal of risk, crisis and disaster 22 (2020) 2, pp. 108-132
Persistent link: https://www.econbiz.de/10012297611