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Path-dependent and randomized strategies in Barberis’ casino gambling model
He, Xue Dong
;
Hu, Sang
;
Obłój, Jan
;
Zhou, Xun Yu
- In:
Operations research
65
(
2017
)
1
,
pp. 97-103
Persistent link: https://www.econbiz.de/10011648877
Saved in:
2
A casino gambling model under cumulative prospect theory : analysis and algorithm
Hu, Sang
;
Obłój, Jan
;
Zhou, Xun Yu
- In:
Management science : journal of the Institute for …
69
(
2023
)
4
,
pp. 2474-2496
Persistent link: https://www.econbiz.de/10014305420
Saved in:
3
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:
4
Variance insurance contracts
Chi, Yichun
;
Zhou, Xun Yu
;
Zhuang, Sheng Chao
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 62-82
Persistent link: https://www.econbiz.de/10015066729
Saved in:
5
Naïve Markowitz policies
Chen, Lin
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
34
(
2024
)
4
,
pp. 1167-1196
Persistent link: https://www.econbiz.de/10015149380
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6
Arrow-Debreu equilibria for rank-dependent utilities
Xia, Jianming
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 558-588
Persistent link: https://www.econbiz.de/10011583603
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7
Editorial to the special issue on behavioral insurance : mathematics and economics
Laeven, Roger J. A.
;
Milevsky, Moshe Arye
;
Scherer, Matthias
- In:
Insurance
101
(
2021
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10012793905
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8
Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes
Strub, Moris S.
;
Zhou, Xun Yu
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 331-358
Persistent link: https://www.econbiz.de/10012499731
Saved in:
9
Weighted discounting : on group diversity, time-inconsistency, and consequences for investment
Ebert, Sebastian
;
Wei, Wei
;
Zhou, Xun Yu
- In:
Journal of economic theory
189
(
2020
),
pp. 1-40
Persistent link: https://www.econbiz.de/10012424467
Saved in:
10
Dual utilities on risk aggregation under dependence uncertainty
Wang, Ruodu
;
Xu, Zuo Quan
;
Zhou, Xun Yu
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1025-1048
Persistent link: https://www.econbiz.de/10012114687
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