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A generalized stochastic differential utility driven by G-Brownian motion

Lin, Qian; Tian, Dejian; Tian, Weidong - In: Mathematics and financial economics 14 (2020) 3, pp. 547-576

Persistent link: https://www.econbiz.de/10012240314

Horizon-unbiased investment with ambiguity

Lin, Qian; Sun, Xianming; Zhou, Chao - In: Journal of economic dynamics & control 114 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012502569

Portfolio choices : comparative statics under both expected return and volatility uncertainty

Lin, Qian; Tian, Dejian - In: Quantitative finance 21 (2021) 6, pp. 1027-1035

Persistent link: https://www.econbiz.de/10012515634

Robust investment strategies with two risky assets

Lin, Qian; Luo, Yulei; Sun, Xianming - In: Journal of economic dynamics & control 134 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013383753

Dynamically consistent alpha‐maxmin expected utility

Beissner, Patrick; Lin, Qian; Riedel, Frank - In: Mathematical Finance 30 (2019) 3, pp. 1073-1102

Persistent link: https://www.econbiz.de/10012192409

An evaluation of the 1994 tax reform in China using a general equilibrium model

Toh, Mun-Heng; Lin, Qian - In: China Economic Review 16 (2005) 3, pp. 246-270

Persistent link: https://www.econbiz.de/10005453150

A class of backward doubly stochastic differential equations with non-Lipschitz coefficients

Lin, Qian - In: Statistics & Probability Letters 79 (2009) 20, pp. 2223-2229

In this paper, we deal with a class of one-dimensional backward doubly stochastic differential equations (BDSDEs) with non-Lipschitz coefficients. We obtain an existence theorem and a comparison theorem for solutions of the class of BDSDEs.

Persistent link: https://www.econbiz.de/10008474331

The Hull-White model under volatility uncertainty

Hölzermann, Julian - In: Quantitative finance 21 (2021) 11, pp. 1921-1933

Persistent link: https://www.econbiz.de/10012696796

A tale of two platforms : a comparative analysis of language use in consumer complaints on Reddit and Spotify Community

Yin, Qian; Sadowski, Sebastian - In: Journal of consumer behaviour 23 (2024) 4, pp. 2071-2086

Persistent link: https://www.econbiz.de/10014633939