Qian Lin

Bielefeld University - Center for Mathematical Economics

Postfach 10 01 31

Bielefeld, D-33501

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

409

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

Optimal Consumption and Portfolio Choice with Ambiguity

Institute of Mathematical Economics Working Paper No. 497
Number of pages: 42 Posted: 12 Jan 2014 Last Revised: 05 Feb 2014
Qian Lin and Frank Riedel
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Downloads 254 (131,807)
Citation 12

Abstract:

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Robust Finance, Optimal Portfolio Choice, Knightian Uncertainty, Model Uncertainty, Ambiguity

2.

Dynamically Consistent α-Maxmin Expected Utility

Center for Mathematical Economics Working Paper No. 535
Number of pages: 25 Posted: 11 Feb 2015 Last Revised: 29 Feb 2016
Bielefeld University - Center for Mathematical Economics, Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Downloads 155 (207,476)
Citation 1

Abstract:

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Dynamic consistency, α maxmin expected utility, Knightian uncertaint, ambiguity attitude

3.

General Martingale Characterization of G-Brownian Motion, Stochastic Analysis and Applications

Stochastic Analysis and Applications, Vol. 31, Iss. 6, 2013
Posted: 11 Feb 2014
Qian Lin
Bielefeld University - Center for Mathematical Economics

Abstract:

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G-Brownian motion, G-expectation, G-martingales, Martingale characterization