中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
首页
机构
成果
学者
登录
注册
登陆
×
验证码:
换一张
忘记密码?
记住我
×
校外用户登录
CAS IR Grid
机构
数学与系统科学研究院 [6]
采集方式
OAI收割 [6]
内容类型
期刊论文 [6]
发表日期
2022 [1]
2021 [1]
2020 [3]
2016 [1]
学科主题
筛选
浏览/检索结果:
共6条,第1-6条
帮助
条数/页:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
排序方式:
请选择
题名升序
题名降序
提交时间升序
提交时间降序
作者升序
作者降序
发表日期升序
发表日期降序
Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints
期刊论文
OAI收割
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:12/0
  |  
提交时间:2023/02/07
SSD-minimal
stochastic dominance
Skorokhod lemma
complete market
risk minimizing
Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets
期刊论文
OAI收割
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:20/0
  |  
提交时间:2022/04/02
expected utility maximization
stochastic dominance
tail risk management
risk sharing
quantile formulation
Fractional Degree Stochastic Dominance
期刊论文
OAI收割
MANAGEMENT SCIENCE, 2020, 卷号: 66, 期号: 10, 页码: 4630-4647
作者:
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Zhao, Lin
  |  
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2021/01/14
stochastic dominance
risk aversion
risk lovingness
higher-order risk preferences
risk taking
Comment on "Aging Population, Retirement, and Risk Taking"
期刊论文
OAI收割
MANAGEMENT SCIENCE, 2020, 卷号: 66, 期号: 6, 页码: 2792-2795
作者:
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Wang, Jr-Yan
;
Zhao, Lin
  |  
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2020/09/23
asymptotic stochastic dominance
maximum geometric mean strategy
long-run investment
THE MULTIDIMENSIONAL AUCTIONS WITH ASYMMETRIC SUPPLIERS
期刊论文
OAI收割
JOURNAL OF NONLINEAR AND CONVEX ANALYSIS, 2020, 卷号: 21, 期号: 5, 页码: 1047-1065
作者:
Chen, Zhe
;
Chen, Guang-Ya
  |  
收藏
  |  
浏览/下载:26/0
  |  
提交时间:2020/09/23
Multidimensional auctions
asymmetric suppliers
bidding behavior
revenue equivalence
stochastic dominance
Comparing risks with reference points: A stochastic dominance approach
期刊论文
OAI收割
INSURANCE MATHEMATICS & ECONOMICS, 2016, 卷号: 70, 页码: 105-116
作者:
Guo, Dongmei
;
Hu, Yi
;
Wang, Shouyang
;
Zhao, Lin
  |  
收藏
  |  
浏览/下载:23/0
  |  
提交时间:2018/07/30
Stochastic dominance
Reference point
Loss aversion
Downside risk
Allais-type anomalies
Endowment effect for risk