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Risk measures and nonlinear expectations
Chen, Zengjing; He, Kun; Kulperger, Reg - In: Journal of mathematical finance 3 (2013) 3, pp. 383-391
Persistent link: https://www.econbiz.de/10010239533
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An integral representation theorem of g-expectations
Chen, Zengjing; Sulem, Agnès - In: Risk and decision analysis 2 (2010/11) 4, pp. 145-255
Persistent link: https://www.econbiz.de/10009537817
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An elementary proof of Peng's central limit theorem under sub-linear expectations
Chen, Zengjing; Zhang, Ziwu - In: International journal of financial engineering 7 (2020) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10012602954
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Signals, information, and the value of college names
Eble, Alex; Hu, Feng - In: The review of economics and statistics 107 (2025) 2, pp. 355-371
Persistent link: https://www.econbiz.de/10015395246
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Ambiguity, risk and asset returns in continuous time
Chen, Zengjing; Epstein, Larry G. - 2000
Persistent link: https://www.econbiz.de/10001537186
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Ambiguity, risk, and asset returns in continuous time
Chen, Zengjing; Epstein, Larry G. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 4, pp. 1403-1443
Persistent link: https://www.econbiz.de/10001688086