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Search: subject:"quantile formulation"
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quantile formulation
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Xu, Zuo Quan
4
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Finance and stochastics
2
European journal of operational research : EJOR
1
Insurance
1
Mathematics and financial economics
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ECONIS (ZBW)
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1
Dynamic growth-optimal portfolio choice under risk control
Wei, Pengyu
;
Xu, Zuo Quan
- In:
European journal of operational research : EJOR
322
(
2025
)
1
,
pp. 325-340
Persistent link: https://www.econbiz.de/10015411731
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2
Risk-constrained portfolio choice under rank-dependent utility
Ghossoub, Mario
;
Zhu, Michael Boyuan
- In:
Finance and stochastics
29
(
2025
)
2
,
pp. 399-442
Persistent link: https://www.econbiz.de/10015394804
Saved in:
3
Non-concave portfolio optimization with average value-at-risk
Zhang, Fangyuan
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 203-237
Persistent link: https://www.econbiz.de/10014328920
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4
Robust utility maximisation with intractable claims
Li, Yunhong
;
Xu, Zuo Quan
;
Zhou, Xun Yu
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 985-1015
Persistent link: https://www.econbiz.de/10014426411
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5
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
Mi, Hui
;
Xu, Zuo Quan
- In:
Insurance
110
(
2023
),
pp. 82-105
Persistent link: https://www.econbiz.de/10014282477
Saved in:
6
A note on the
quantile
formulation
Xu, Zuo Quan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 589-601
Persistent link: https://www.econbiz.de/10011583612
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7
Hope, fear, and aspirations
He, Xue Dong
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 3-50
Persistent link: https://www.econbiz.de/10011550126
Saved in:
8
Optimal insurance design under rank-dependent expected utility
Bernard, Carole
;
He, Xue Dong
;
Yan, Jia-an
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 154-186
Persistent link: https://www.econbiz.de/10011347236
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