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Search query formation by strategic consumers

Liu, Jia; Toubia, Olivier - In: Quantitative marketing and economics : QME 18 (2020) 2, pp. 155-194

Persistent link: https://www.econbiz.de/10012230265

Firing the right bullets : exploring the effectiveness of the hired-gun mechanism in the provision of public goods

Liu, Jia; Riyanto, Yohanes Eko; Zhang, Ruike - In: Journal of economic behavior & organization : JEBO 170 (2020), pp. 222-243

Persistent link: https://www.econbiz.de/10012285753

A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems

Yan, Zhe; Chen, Zhiping; Consigli, Giorgio; Liu, Jia; … - In: Stochastic optimization: theory and applications, (pp. 849-881). 2020

Persistent link: https://www.econbiz.de/10012290846

Composite time-consistent multi-period risk measure and its application in optimal portfolio selection

Chen, Zhiping; Liu, Jia; Li, Gang; Yan, Zhe - In: Top : transactions in operations research 24 (2016) 3, pp. 515-540

Persistent link: https://www.econbiz.de/10011671484

Stochastic geometric optimization with joint probabilistic constraints

Liu, Jia; Lisser, Abdel; Chen, Zhiping - In: Operations research letters 44 (2016) 5, pp. 687-691

Persistent link: https://www.econbiz.de/10011596645

A semantic approach for estimating consumer content preferences from online search queries

Liu, Jia; Toubia, Olivier - In: Marketing science : the marketing journal of the … 37 (2018) 6, pp. 930-952

Persistent link: https://www.econbiz.de/10011966226

Multivariate risk-neutral pricing of reverse mortgages under the Bayesian framework

Li, Jackie; Kogure, Atsuyuki; Liu, Jia - In: Risks : open access journal 7 (2019) 1/11, pp. 1-12

In this paper, we suggest a Bayesian multivariate approach for pricing a reverse mortgage, allowing for house price risk, interest rate risk and longevity risk. We adopt the principle of maximum entropy in risk-neutralisation of these three risk components simultaneously. Our numerical results...

Persistent link: https://www.econbiz.de/10012018623

Time consistent multi-period robust risk measures and portfolio selection models with regime-switching

Liu, Jia; Chen, Zhiping - In: European journal of operational research : EJOR 268 (2018) 1, pp. 373-385

Persistent link: https://www.econbiz.de/10011813114

Optimal policy for a time consistent mean-variance model with regime switching

Li, Gang; Chen, Zhiping; Liu, Jia - In: IMA journal of management mathematics 27 (2016) 2, pp. 211-234

Persistent link: https://www.econbiz.de/10011567026

A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes

Li, Jackie; Liu, Jia - In: Scandinavian actuarial journal 2019 (2019) 2, pp. 97-112

Persistent link: https://www.econbiz.de/10012194937