Xianming Sun
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Robust investment strategies with two risky assets Journal of Economic Dynamics and Control | 2022-03-15 | Paper |
| Horizon-unbiased investment with ambiguity Journal of Economic Dynamics and Control | 2020-06-25 | Paper |
| Uncertainty quantification of derivative instruments East Asian Journal on Applied Mathematics | 2017-10-24 | Paper |
| Model risk and discretisation of locally risk-minimising strategies Journal of Computational and Applied Mathematics | 2016-12-28 | Paper |
| Analytical approximation for distorted expectations Statistics & Probability Letters | 2015-12-23 | Paper |
Research outcomes over time
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