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Larry Y. Tzeng
Professor in the Department of Finance
National Taiwan University
Taipei, Taiwan
Selected Publications
1.
A Simple Approach for Measuring Higher-Order Arrow-Pratt Coefficients of
Risk Aversion (with C. Deck, R.J. Huang and L. Zhao),
Management Science,
forthcoming.
2.
Estimating the Critical Parameter in Almost Stochastic Dominance from
Insurance Deductibles (with Y.-C. Huang, K. Kan and K.C. Wang),
Management Science, 67(8),
4742-4755.
3.
Fractional Degree Stochastic Dominance (with R.J. Huang and L. Zhao),
Management Science, 66(10):
4359-4919.
4.
Comment on Aging Population, Retirement, and Risk Taking (with R.J. Huang,
J. Wang and L. Zhao),
Management Science, 2020,
66(6):2792-2795.
5.
Generalized Almost Stochastic Dominance (with I. Tsetlin, R.L. Winkler and
R.J. Huang),
Operations Research, 2015,
63(2): 363-377.
6.
Revisiting Almost Second-Degree Stochastic Dominance (with R.J. Huang and
P.-T. Shih),
Management Science, 2013,
59(5): 1250-1254.
7.
Precautionary Effort: A New Look (with L. Eeckhoudt and R.J. Huang),
Journal of Risk and Insurance,
2012, 79(2): 585-590.
8.
On the Optimal Product Mix in Life Insurance Companies using Conditional
Value at Risk (with J.T. Tsai and J.L. Wang),
Insurance: Mathematics and Economics,
2010, 46(1): 235-241.
9.
Pension Funding Incorporating Downside Risks (with S.C. Chang and J.C.Y.
Miao),
Insurance: Mathematics and Economics,
2003, 32: 217-228.
10.
Organizational Form in the Property-Liability Insurance Industry (with L.
Regan),
Journal of Risk and Insurance,
1999, 66(2): 253-274.
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