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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
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Beta and coskewness pricing : perspective from probability weighting
Shi, Yun; Cui, Xiangyu; Zhou, Xun Yu - In: Operations research 71 (2023) 2, pp. 776-790
Persistent link: https://www.econbiz.de/10014308639
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Surplus-invariant, law-invariant, and conic acceptance sets must be the sets induced by value at risk
He, Xue Dong; Peng, Xianhua - In: Operations research 66 (2018) 5, pp. 1268-1275
Persistent link: https://www.econbiz.de/10011932441
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How endogenization of the reference point affects loss aversion : a study of portfolio selection
He, Xue Dong; Strub, Moris S. - In: Operations research 70 (2022) 6, pp. 3035-3053
Persistent link: https://www.econbiz.de/10014307626