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The review of financial studies
11
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7
Journal of economic theory
6
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3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
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Robust Stochastic Discount Factors
Boyle, Phelim
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1077-1122
Persistent link: https://www.econbiz.de/10008055483
Saved in:
2
The design of equity-indexed annuities
Boyle, Phelim
;
Tian, Weidong
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10008149218
Saved in:
3
Optimal design of equity-linked products with a probabilistic constraint
Boyle, Phelim
;
Tian, Weidong
- In:
Scandinavian actuarial journal : Actuarial Society of …
(
2009
)
4
,
pp. 253-280
Persistent link: https://www.econbiz.de/10008331460
Saved in:
4
PORTFOLIO MANAGEMENT WITH CONSTRAINTS
Boyle, Phelim
;
Tian, Weidong
- In:
Mathematical finance : an international journal of …
17
(
2007
)
3
,
pp. 319-344
Persistent link: https://www.econbiz.de/10008221750
Saved in:
5
The design of equity-indexed annuities
Boyle, Phelim
;
Tian, Weidong
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 303-316
Persistent link: https://www.econbiz.de/10008893164
Saved in:
6
ARTICLES - Pricing of New Securities in an Incomplete Market: The Catch 22 of No-Arbitrage Pricing
Boyle, Phelim
;
Wang, Tan
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 267-284
Persistent link: https://www.econbiz.de/10008216990
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7
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification
Boyle, Phelim
;
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
- In:
Management science : journal of the Institute for …
58
(
2012
)
2
,
pp. 253-273
Persistent link: https://www.econbiz.de/10009833252
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8
The Valuation of American Options for a Class of Diffusion Processes
Detemple, Jerôme
;
Tian, Weidong
- In:
Management science : journal of the Institute for …
48
(
2002
)
7
,
pp. 917-937
Persistent link: https://www.econbiz.de/10006087045
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9
Insurance Market Effects of Risk Management Metrics
Bernard, Carole
;
Tian, Weidong
- In:
The Geneva risk and insurance review
35
(
2010
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10008420792
Saved in:
10
Calibrating the Black-Derman-Toy model: some theoretical results
Boyle, Phelim P.
;
Tan, Ken Seng
;
Tian, Weidong
- In:
Applied mathematical finance
8
(
2001
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10008216766
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