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A Convex Stochastic Optimizati...
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Risk aversion
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Zhou, Xun Yu
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Laeven, Roger J. A.
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Management science : journal of the Institute for Operations Research and the Management Sciences
2
Finance and stochastics
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Insurance / Mathematics & economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
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Portfolio choice under cumulative prospect theory : an analytical treatment
He, Xue Dong
;
Zhou, Xun Yu
- In:
Management science : journal of the Institute for …
57
(
2011
)
2
,
pp. 315-331
Persistent link: https://www.econbiz.de/10008901440
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3
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
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4
Editorial to the special issue on behavioral insurance : mathematics and economics
Laeven, Roger J. A.
;
Milevsky, Moshe Arye
;
Scherer, Matthias
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10012793905
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5
Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes
Strub, Moris S.
;
Zhou, Xun Yu
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 331-358
Persistent link: https://www.econbiz.de/10012499731
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