Narrow search
Showing 1 - 10 of 263
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Are the profitability and investment factors valid ICAPM risk factors? : pre-1963 evidence
Lin, Qi; Lin, Xi - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013186489