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Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints 期刊论文
SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2022, 卷号: 13, 期号: 3, 页码: SC87-SC98
作者:  Wang, Xiangyu;  Xia, Jianming;  Xu, Zuo Quan;  Yang, Zhou
收藏  |  浏览/下载:5/0  |  提交时间:2023/02/07
Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets 期刊论文
SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2021, 卷号: 12, 期号: 3, 页码: 1054-1111
作者:  Wang, Xiangyu;  Xia, Jianming
收藏  |  浏览/下载:4/0  |  提交时间:2022/04/02
Arrow-Debreu equilibria for rank-dependent utilities with heterogeneous probability weighting 期刊论文
MATHEMATICAL FINANCE, 2019, 卷号: 29, 期号: 3, 页码: 898-927
作者:  Jin, Hanqing;  Xia, Jianming;  Zhou, Xun Yu
收藏  |  浏览/下载:79/0  |  提交时间:2020/01/10
Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints 期刊论文
17th British-French-German Conference on Optimization, 2017, 卷号: 32, 页码: 770-789
作者:  Guo, Shaoyan;  Xu, Huifu;  Zhang, Liwei
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/02
Assortative matching and risk sharing 期刊论文
JOURNAL OF ECONOMIC THEORY, 2016, 卷号: 163, 页码: 248-275
作者:  Li, Sanxi;  Sun, Hailin;  Wang, Tong;  Yu, Jun
收藏  |  浏览/下载:3/0  |  提交时间:2019/08/22
Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints 期刊论文
Optimization Methods & Software, 2016, 页码: 1-20
作者:  Zhang LW(张立卫)
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/09
Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting 其他
2014-01-01
Lee, Tae-Hwy; Tu, Yundong; Ullah, Aman
收藏  |  浏览/下载:3/0  |  提交时间:2015/11/11
Preferences over location-scale family 期刊论文
http://www.wise.xmu.edu.cn/paperInfor.asp?id=110, 2013
Wing-Keung Wong; Chenghu Ma   
收藏  |  浏览/下载:3/0  |  提交时间:2013/11/08


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