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Preserving the Rothschild-Stiglitz type of increasing risk with background risk

Guo, Xu; Li, Jingyuan; Liu, Dongri; Wang, Jianli - In: Insurance / Mathematics & economics 70 (2016), pp. 144-149

Persistent link: https://www.econbiz.de/10011281397

A note on almost stochastic dominance

Guo, Xu; Zhu, Xuehu; Wong, Wing Keung; Zhu, Lixing - In: Economics letters 121 (2013) 2, pp. 252-256

Persistent link: https://www.econbiz.de/10010347133

Optimal output for the regret-averse competitive frim under price uncertainty

Egozcue, Martín; Guo, Xu; Wong, Wing Keung - In: Eurasian economic review : a journal in applied … 5 (2015) 2, pp. 279-295

Persistent link: https://www.econbiz.de/10011441080

A general optimal investment model in the presence of background risk

Alghalith, Moawia; Guo, Xu; Wong, Wing Keung; Zhu, Lixing - In: Annals of financial economics 11 (2016) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10011503987

Regret theory and the competitive firm : a comment

Niu, Cuizhen; Guo, Xu; Wang, Tao; Xu, Peirong - In: Economic modelling 41 (2014), pp. 312-315

Persistent link: https://www.econbiz.de/10010439083

Production and hedging decisions under regret aversion

Guo, Xu; Wong, Wing Keung; Xu, Qunfang; Zhu, Xuehu - In: Economic modelling 51 (2015), pp. 153-158

Persistent link: https://www.econbiz.de/10011475866

New development on the third order stochastic dominance for risk-averse and risk-seeking investors with application in risk management

Chan, Raymond H.; Guo, Xu; Clark, Ephraim; Wong, Wing Keung - 2020

Persistent link: https://www.econbiz.de/10012384554

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

Comparison of the production behavior of regret-averse and purely risk-averse firms

Guo, Xu; Wong, Wing Keung - In: Estudios de economía 46 (2019) 2, pp. 157-171

Previous studies focused on the comparison of the optimal output levels of regret- averse firms under uncertainty and firms under certainty. This paper extends the theory by further investigating the effects of regret-aversion on production. We compare the optimal output levels of regret-averse...

Persistent link: https://www.econbiz.de/10012268101

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