Xue Dong He
Titolo
Citata da
Citata da
Anno
Portfolio choice under cumulative prospect theory: An analytical treatment
XD He, XY Zhou
Management Science 57 (2), 315-331, 2011
2502011
Portfolio choice via quantiles
XD He, XY Zhou
Mathematical Finance: An International Journal of Mathematics, Statistics…, 2011
1272011
Optimal insurance design under rank‐dependent expected utility
C Bernard, X He, JA Yan, XY Zhou
Mathematical Finance 25 (1), 154-186, 2015
742015
Hope, fear, and aspirations
XD He, XY Zhou
Mathematical Finance 26 (1), 3-50, 2016
412016
Profit sharing in hedge funds
XD He, S Kou
Mathematical Finance 28 (1), 50-81, 2018
372018
Loss-based risk measures
R Cont, R Deguest, XD He
Statistics & Risk Modeling 30 (2), 133-167, 2013
352013
Myopic loss aversion, reference point, and money illusion
XD He, XY Zhou
Quantitative Finance 14 (9), 1541-1554, 2014
212014
Dynamic portfolio choice when risk is measured by weighted VaR
XD He, H Jin, XY Zhou
Mathematics of Operations Research 40 (3), 773-796, 2015
192015
On the equilibrium strategies for time-inconsistent problems in continuous time
XD He, ZL Jiang
Available at SSRN 3308274, 2019
152019
Rank-dependent utility and risk taking in complete markets
XD He, R Kouwenberg, XY Zhou
SIAM Journal on Financial Mathematics 8 (1), 214-239, 2017
142017
Equilibrium asset pricing with Epstein-Zin and loss-averse investors
J Guo, XD He
Journal of Economic Dynamics and Control 76, 86-108, 2017
132017
Path-dependent and randomized strategies in barberis’ casino gambling model
XD He, S Hu, J Obłj, XY Zhou
Operations Research 65 (1), 97-103, 2017
11*2017
Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence
J Guo, XD He
SSRN, 2018
10*2018
Optimal exit time from casino gambling: Strategies of precommitted and naive gamblers
XD He, S Hu, J Obłj, XY Zhou
SIAM Journal on Control and Optimization 57 (3), 1845-1868, 2019
92019
Realization utility with adaptive reference points
X He, L Yang
Mathematical Finance 29 (2), 409-447, 2019
72019
Forward rank-dependent performance criteria: Time-consistent investment under probability distortion
XD He, MS Strub, T Zariphopoulou
Available at SSRN 3364750, 2019
62019
Inverse S-shaped probability weighting and its impact on investment
XD He, R Kouwenberg, XY Zhou
Available at SSRN 3067189, 2017
62017
Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth
X He, Z Jiang
Available at SSRN 3084657, 2019
5*2019
Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk
XD He, X Peng
Operations Research 66 (5), 1268-1275, 2018
3*2018
Processing consistency in non-Bayesian inference
XD He, D Xiao
Journal of Mathematical Economics 70, 90-104, 2017
32017
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
Articoli 1–20