The following pages link to Xue Dong He (Q1655624):
Displaying 21 items.
- Equilibrium asset pricing with Epstein-Zin and loss-averse investors (Q1655625) (← links)
- Inverse S-shaped probability weighting and its impact on investment (Q2001548) (← links)
- A new preference model that allows for narrow framing (Q2050985) (← links)
- Optimal payoff under the generalized dual theory of choice (Q2060549) (← links)
- Two explicit Skorokhod embeddings for simple symmetric random walk (Q2274306) (← links)
- Processing consistency in non-Bayesian inference (Q2358571) (← links)
- Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837) (← links)
- HOPE, FEAR, AND ASPIRATIONS (Q2788689) (← links)
- Loss-based risk measures (Q2841418) (← links)
- Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment (Q3005682) (← links)
- PORTFOLIO CHOICE VIA QUANTILES (Q3084597) (← links)
- Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
- PROFIT SHARING IN HEDGE FUNDS (Q4635031) (← links)
- Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk (Q4971562) (← links)
- How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection (Q5060485) (← links)
- Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (Q5076714) (← links)
- OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226) (← links)
- Realization utility with adaptive reference points (Q5377179) (← links)
- Technical Note—Path-Dependent and Randomized Strategies in Barberis’ Casino Gambling Model (Q5739114) (← links)
- Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362) (← links)
- Learning object-uncertainty policy for visual tracking (Q6178335) (← links)
