Dewen Xiong
Economics and Econometrics · 2016
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 19 citations into it
- General Decision Sciences — 7 citations into it
Whom Dewen Xiong trusts
Their strongest outbound trust, strongest first, inferred from their citations.
- Massimo Marinacci (in Economics and Econometrics)
Papers from Dewen Xiong's perspective
Ordered by how strongly the researchers Dewen Xiong trusts endorse each paper. Same corpus, a different order for every researcher.
- Recursive multiple-priors (Journal of Economics Theory)
- Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
- Robust Control and Model Uncertainty
- Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
- Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
- On law invariant coherent risk measures
- On reinsurance and investment for large insurance portfolios
- Stochastic Finance: An Introduction in Discrete Time
- Being serious about non-commitment: subgame perfect equilibrium in continuous time
- Optimal investment for insurer with jump-diffusion risk process
Their papers
- Alpha-robust mean-variance reinsurance-investment strategy (2016) — 53 citations