Similar Search Results

Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model

Jiang, Tao; Wang, Yuebao; Chen, Yang; Xu, Hui - In: Insurance / Mathematics & economics 64 (2015), pp. 45-53

Persistent link: https://www.econbiz.de/10011397932

Dynamic fiscal competition with public infrastructure investment : austerity and attracting capital inflow

Chen, Yang; Huang, Weihong; Rudkin, Simon - In: Theoretical economics letters 8 (2018) 11, pp. 2460-2478

Persistent link: https://www.econbiz.de/10011911724

Effect of confidence shock on an economy with a shadow banking system : analysis based on dynamic stochastic general equilibrium model

Cong, He; Chen, Yang - In: Theoretical economics letters 8 (2018) 15, pp. 3285-3300

Persistent link: https://www.econbiz.de/10011992936

Optimal tax timing with asymmetric long-term/short-term capital gains tax

Dai, Min; Liu, Hong; Yang, Chen; Zhong, Yifei - In: The review of financial studies 28 (2015) 9, pp. 2687-2721

Persistent link: https://www.econbiz.de/10011401325

Heterogeneity risks and negative externality

Ba, Shusong; Li, Lu; Huang, Wenli; Yang, Chen - In: Economic modelling 87 (2020), pp. 401-415

Persistent link: https://www.econbiz.de/10012416788

A statistical methodology for assessing the maximal strength of tail dependence

Sun, Ning; Yang, Chen; Zitikis, Ričardas - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 799-825

Persistent link: https://www.econbiz.de/10012307385

Impact of managerial discretion "stranglehold” on enterprises investment efficiency : based on heterogeneous stochastic frontier model

Shen, Weitao; Yang, Chen; Huang, Binyun - In: Emerging markets, finance and trade : EMFT 58 (2022) 13, pp. 3711-3725

Persistent link: https://www.econbiz.de/10013462399

A stochastic representation for nonlocal parabolic PDEs with applications

Dai, Min; Kou, Steven; Yang, Chen - In: Mathematics of operations research 47 (2022) 3, pp. 1707-1730

Persistent link: https://www.econbiz.de/10013374967

The ruin time under the Sparre-Andersen dual model

Yang, Chen; Sendova, Kristina P. - In: Insurance / Mathematics & economics 54 (2014), pp. 28-40

Persistent link: https://www.econbiz.de/10010259684

Non-Concave Utility Maximization with Transaction Costs

Qian, Shuaijie; Yang, Chen - 2023

This paper studies a finite-horizon portfolio selection problem with non-concave terminal utility and proportional transaction costs. The commonly used concavification principle for terminal value is no longer valid here, and we establish a proper theoretical characterization of this problem. We...

Persistent link: https://www.econbiz.de/10014349696