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RISK MEASURE OPTIMIZATION: PERCEIVED RISK AND OVERCONFIDENCE OF STRUCTURED PRODUCT INVESTORS 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2019, 卷号: 15, 期号: 3, 页码: 1473-1492
Authors:  Chen, Xi;  Wang, Zongrun;  Deng, Songhai;  Fang, Yong
Favorite  |  View/Download:80/0  |  Submit date:2020/01/10
Perceived risk  overconfidence  price distribution  subjective probability  structured financial product  
Consistent test for parametric models with right-censored data using projections 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2018, 卷号: 118, 页码: 112-125
Authors:  Sun, Zhihua;  Ye, Xue;  Sun, Liuquan
Favorite  |  View/Download:193/0  |  Submit date:2018/07/30
Consistent test  Curse-of-dimensionality-free  Empirical process  Projection  Right-censored data  
ARROW-DEBREU EQUILIBRIA FOR RANK-DEPENDENT UTILITIES 期刊论文
MATHEMATICAL FINANCE, 2016, 卷号: 26, 期号: 3, 页码: 558-588
Authors:  Xia, Jianming;  Zhou, Xun Yu
Favorite  |  View/Download:95/0  |  Submit date:2018/07/30
rank-dependent utility  probability weighting  Arrow-Debreu equilibrium  state-price density  
Endogenous Stackelberg Leadership with Uncertain Information 期刊论文
系统工程与电子技术:英文版, 2002, 卷号: 000, 期号: 1.0, 页码: 74-79
Authors:  Hou Wenhua;  Yao Li;  Wang Shouyang
Favorite  |  View/Download:40/0  |  Submit date:2021/01/14
Stackelberg  model,  Bayesian  equilibrium,  Belief  equilibrium.