Xue Dong He

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Papers (2)

1. Forward Rank-Dependent Performance Criteria: Time-Consistent Investment Under Probability Distortion q-fin.MF · 2019 · author #1
2. Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must be the Sets Induced by Value-at-Risk q-fin.RM · 2017 · author #1

Mentions

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Frequent Coauthors

• Moris S. Strub 1 shared papers
• Thaleia Zariphopoulou 1 shared papers
• Xianhua Peng 1 shared papers