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Xiaoli Gan
Publication Activity (10 Years)
Years Active: 2014-2020
Publications (10 Years): 1
Top Topics
Heavy Tails
Investment Decisions
Robust Optimization
Nonlinear Equations
Top Venues
J. Appl. Math.
Commun. Stat. Simul. Comput.
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Publications
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Guo-Dong Xing
,
Xiaoli Gan
,
Xiaohu Li
,
Shanchao Yang
On the asymptotics of value-at-risk for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails.
Commun. Stat. Simul. Comput.
49 (9) (2020)
Xiaoli Gan
,
Wanbo Lu
A General Setting and Solution of Bellman Equation in Monetary Theory.
J. Appl. Math.
2014 (2014)