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ECONIS (ZBW)
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1
Theory and application of an economic performance measure of risk
Niu, Cuizhen
;
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 383-396
Persistent link: https://www.econbiz.de/10012033712
Saved in:
2
The impacts of joint energy and output prices uncertainties in a mean-variance framework
Alghalith, Moawia
;
Niu, Cuizhen
;
Wong, Wing Keung
- In:
Theoretical economics letters
7
(
2017
)
5
,
pp. 1108-1120
Persistent link: https://www.econbiz.de/10011748647
Saved in:
3
Kappa ratios and (higher-order) stochastic dominance
Niu, Cuizhen
;
Wong, Wing Keung
;
Xu, Qunfang
- In:
Risk management : a journal of risk, crisis and disaster
19
(
2017
)
3
,
pp. 245-253
Persistent link: https://www.econbiz.de/10011801024
Saved in:
4
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
Saved in:
5
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
Saved in:
6
The banking firm and risk taking in a two-moment decision model
Broll, Udo
;
Guo, Xu
;
Welzel, Peter
;
Wong, Wing Keung
- In:
Economic modelling
50
(
2015
),
pp. 275-280
Persistent link: https://www.econbiz.de/10011440571
Saved in:
7
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
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8
Multivariate stochastic dominance for risk averters and risk seekers
Guo, Xu
;
Wong, Wing Keung
- In:
RAIRO / Operations research
50
(
2016
)
3
,
pp. 575-586
Persistent link: https://www.econbiz.de/10011686219
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9
Good approximation of exponential utility function for optimal futures hedging
Guo, Xu
;
Lien, Da-hsiang Donald
;
Wong, Wing Keung
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 457-463
Persistent link: https://www.econbiz.de/10011583581
Saved in:
10
Almost stochastic dominance for risk averters and risk seeker
Guo, Xu
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
Finance research letters
19
(
2016
),
pp. 15-21
Persistent link: https://www.econbiz.de/10011657429
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