2 papers
q-fin.PM2026
-robust utility maximization with intractable claims: A quantile optimization approach
Xinyu Chen, Zuo Quan Xu
This paper studies an -robust utility maximization problem where an investor faces an intractable claim -- an exogenous contingent claim with known marginal distribution but uns…
math.ST2024
Advancing Continuous Distribution Generation: An Exponentiated Odds Ratio Generator Approach
Xinyu Chen, Yuanqi Xie, Achraf Cohen +1
This paper presents a new methodology for generating continuous statistical distributions, integrating the exponentiated odds ratio within the framework of survival analysis. This…