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Xue Dong He
Information about the author Xue Dong He will soon be added to the site.
Found
2 papers
in total
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Technical Note–Path-Dependent and Randomized Strategies in Barberis’ Casino Gambling Model
2017
We consider the dynamic casino gambling model initially proposed by Barberis (2012)...
Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
2011
We formulate and carry out an analytical treatment of a single‐period portfolio...
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