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4
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FAN Gangzhi
2
ZHANG Qiang
1
Chen Peimin
1
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Journal article
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2023
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2013
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Incomplete markets
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Utility maximization
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Exponential utility function
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Forward transactions
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House risk
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Applied Mathematics Letters
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Journal of Housing Economics
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Journal of Industrial and M...
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THE OPTIMAL INVESTMENT-REINSURANCE STRATEGIES FOR AMBIGUITY AVERSION INSURER IN UNCERTAIN ENVIRONMENT
Journal article
Journal of Industrial and Management Optimization,2023, volume: 19, issue: 6, pages: 4551-4590
Authors:
Zhou, Xia
;
Chen, Peimin
;
Zhang, Jiawei
;
Tu, Jingwen
;
He, Yong
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View/Download:3/0
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Submit date:2025/03/25
ambiguity
incomplete markets
Investment-reinsurance
utility loss
worst-case
Optimal portfolio choices and the determination of housing rents under housing market uncertainty
Journal article
Journal of Housing Economics,2018, volume: 41, pages: 200-217
Authors:
Fan, Gang-Zhi
;
Pu, Ming
;
Deng, Xiaoying
;
Ong, Seow Eng
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View/Download:3/0
  |  
Submit date:2025/03/14
Incomplete markets
Resale risk
Reservation rent
Tenure choice
Utility maximization
Option pricing in incomplete markets
Journal article
Applied Mathematics Letters,2013, volume: 26, issue: 10, pages: 975-978
Authors:
Zhang, Qiang
;
Han, Jiguang
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View/Download:4/0
  |  
Submit date:2021/05/13
Exponential utility function
Heston model
Incomplete markets
Option pricing
Stochastic volatility
Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions
Journal article
Journal of Real Estate Finance and Economics,2012, volume: 45, issue: 1, pages: 3-29
Authors:
Fan, Gang-Zhi
;
Pu, Ming
;
Ong, Seow Eng
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View/Download:3/0
  |  
Submit date:2025/03/14
Forward transactions
House risk
Incomplete markets
Optimal portfolio
Utility maximization