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ECONIS (ZBW)
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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
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2
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
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3
Consistent investment of sophisticated rank‐dependent utility agents in continuous time
Hu, Ying
;
Jin, Hanqing
;
Zhou, Xun Yu
- In:
Mathematical Finance
31
(
2021
)
3
,
pp. 1056-1095
Persistent link: https://www.econbiz.de/10012636227
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4
Continuous‐time mean–variance portfolio selection : A reinforcement learning framework
Wang, Haoran
;
Zhou, Xun Yu
- In:
Mathematical Finance
30
(
2020
)
4
,
pp. 1273-1308
Persistent link: https://www.econbiz.de/10012283208
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5
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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6
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
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7
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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8
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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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
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10
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
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