| Publication | Date of Publication | Type |
|---|
Probability distortion and non-participation
Economics Letters | 2025-01-16 | Paper |
Heterogeneity of probability weighting in investment decisions
Economics Letters | 2023-09-12 | Paper |
Social comparison with ambiguity: an investment and consumption game
Economics Letters | 2023-09-12 | Paper |
Which is the important factor that influences the development of the stock market, the investor sentiment or the leverage trading?
| 2020-08-12 | Paper |
The risk averse newsvendor problem from rank-dependent expected utility approach
International Journal of Operational Research | 2017-05-31 | Paper |
Pessimistic portfolio choice with one safe and one risky asset and right monotone probability difference order
Mathematical Problems in Engineering | 2014-11-24 | Paper |
Constructing examples with 5 equilibria for symmetric \(3\times 2\) CES/LES pure exchange economies
Acta Mathematica Scientia. Series B. (English Edition) | 2013-11-19 | Paper |
VAT base broadening when the location of some consumption is mobile
Economics Letters | 2013-01-02 | Paper |
Re-examining the allais paradox in the unit triangle for anticipated utility theory
Far East Journal of Applied Mathematics | 2012-09-11 | Paper |
OPTIMAL TIMING AND EQUILIBRIUM PRICE FOR SOE PROPERTY RIGHTS TRANSFER UNDER IMPERFECT INFORMATION
International Journal of Information Technology & Decision Making | 2011-07-29 | Paper |
Exploring multiple equilibria for symmetric \(2\times 2\) CES/LES pure exchange economies
Applied Mathematics. Series B (English Edition) | 2011-07-19 | Paper |
An incentive-compatible solution for trade credit term incorporating default risk
European Journal of Operational Research | 2010-06-11 | Paper |
Exploring policy options in joint intertemporal-spatial trade models using an incomplete markets approach
Economic Theory | 2009-08-27 | Paper |
On convergence of a semi-analytical method for American option pricing
Journal of Mathematical Analysis and Applications | 2005-12-16 | Paper |
Portfolio selection theory with different interest rates for borrowing and lending
Journal of Global Optimization | 2004-03-15 | Paper |
Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs
Mathematical Finance | 2002-09-19 | Paper |
Simple innovation of financial asset
Journal of Systems Science and Complexity | 2002-05-06 | Paper |
Discrete-time stochastic equilibrium with infinite horizon incomplete asset markets
Applied Mathematics. Series B (English Edition) | 2002-02-24 | Paper |
Portfolio selection theory with strictly positive supply of riskless asset
Systems Science and Mathematical Sciences | 2001-07-11 | Paper |
Existence of general equilibrium for stochastic economy with infinite-dimensional commodity space and incomplete financial markets
Applied Mathematics. Series B (English Edition) | 2000-05-14 | Paper |
scientific article; zbMATH DE number 1383617 (Why is no real title available?)
| 2000-02-15 | Paper |
scientific article; zbMATH DE number 1390503 (Why is no real title available?)
| 2000-01-17 | Paper |
scientific article; zbMATH DE number 1281680 (Why is no real title available?)
| 1999-08-05 | Paper |
Existence of stochastic equilibrium with incomplete financial markets
Applied Mathematics. Series B (English Edition) | 1999-02-08 | Paper |
scientific article; zbMATH DE number 1187418 (Why is no real title available?)
| 1998-08-10 | Paper |
Extension of Stiemke's lemma and equilibrium in economies with infinite-dimensional commodity space and incomplete financial markets
Journal of Mathematical Economics | 1996-12-19 | Paper |
