Group for Research in Decision Analysis

Publications

Finance and Econometrics

Articles

"Dice"-sion making under uncertainty: When can a random decision reduce risk?
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To appear in: Management Science, 2018 BibTeX reference
Switch-when-safe multiperiod nean-variance strategies
and
International Journal of Statistics and Probability, 2(2), 59–66, 2013 BibTeX reference
The Gerber-Shiu function and the generalized Cramér-Lundberg model
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Applied Mathematics and Computation, 218, 3035–3056, 2011 BibTeX reference

Book chapters

A new multi-objective approach for the portfolio selection problem with skewness
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C.F. Lee, Advances in Quantitative Analysis of Finance and Accounting, 9, Airiti Press, Taiwan, 317–355, 2011 BibTeX reference