Narrow search
Showing 1 - 6 of 6
Cover Image
Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing
Leung, Tim; Song, Qingshuo; Yang, Jie - In: Finance and stochastics 17 (2013) 4, pp. 839-870
Persistent link: https://www.econbiz.de/10010190872
Cover Image
Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing
Leung, Tim; Song, Qingshuo; Yang, Jie - In: Finance and stochastics 17 (2013) 4, pp. 839-870
Persistent link: https://www.econbiz.de/10010183833
Cover Image
Model-independent superhedging under portfolio constraints
Fahim, Arash; Huang, Yu-Jui - In: Finance and stochastics 20 (2016) 1, pp. 51-81
Persistent link: https://www.econbiz.de/10011459952
Cover Image
Time-consistent stopping under decreasing impatience
Huang, Yu-Jui; Nguyen-Huu, Adrien - In: Finance and stochastics 22 (2018) 1, pp. 69-95
Persistent link: https://www.econbiz.de/10011945627
Cover Image
Consumption, investment and healthcare with aging
Guasoni, Paolo; Huang, Yu-Jui - In: Finance and stochastics 23 (2019) 2, pp. 313-358
Persistent link: https://www.econbiz.de/10012023740
Cover Image
A time-inconsistent Dynkin game : from intra-personal to inter-personal equilibria
Huang, Yu-Jui; Zhou, Zhou - In: Finance and stochastics 26 (2022) 2, pp. 301-334
Persistent link: https://www.econbiz.de/10013197586