Dian Yu

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

23

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Implications of Belief Distribution and Loss Aversion for Betting Market Anomalies

Number of pages: 31 Posted: 19 Feb 2021
Dian Yu, Jianjun Gao and Tongyao Wang
affiliation not provided to SSRN, Shanghai University of Finance and Economics and affiliation not provided to SSRN
Downloads 20 (600,926)

Abstract:

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Forecasting; Belief aggregation; Market anomalies; Prediction markets; Prospect Theory

2.

Dynamic mean-variance portfolio optimization with Value-at-Risk constraint in continuous-time

Number of pages: 27
affiliation not provided to SSRN, Fuzhou University - School of Economics and Management, Hunan University - Business School, Shanghai University of Finance and Economics and Shanghai Jiao Tong University (SJTU) - Department of Automation
Downloads 3 (723,199)

Abstract:

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Dynamic mean-variance portfolio selection, Value-at-risk, Martingale approach, Dynamic portfolio optimization