Larry Y. Tzeng

National Taiwan University — Taiwan

Economics, Econometrics and Finance · Social Sciences

16h-index1.9kcitations82works0.52yr avg
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Research Topics

Insurance and Financial Risk Management(31), Decision-Making and Behavioral Economics(23), Economic theories and models(19), Risk and Portfolio Optimization(14), Financial Literacy, Pension, Retirement Analysis(13)

Publications82 total

A performance index consistent with fractional-order stochastic dominance
Pacific-Basin Finance Journal·2025
A Forward-Looking Index of Market Variance 
SSRN Electronic Journal·2025Open Access
Quantifying Risk-Loving Behavior Through Option Pricing Bounds
SSRN Electronic Journal·2025Open Access
A Simple Approach for Measuring Higher-Order Arrow-Pratt Coefficients of Risk Aversion
Management Science·2024· 1 cited
Stochastic Dominance and the Demand for Insurance
2024
Estimating Probability Weighting Functions through Option Pricing Bounds
The Review of Asset Pricing Studies·2024· 2 cited
A Performance Index Consistent with Fractional-Order Stochastic Dominance
SSRN Electronic Journal·2023Open Access
Revisiting almost marginal conditional stochastic dominance
The Quarterly Review of Economics and Finance·2022· 1 cited
Insurance-Linked Lotto
經濟論文·2021
Making socioeconomic health inequality comparisons when health concentration curves intersect
Social Choice and Welfare·2021· 1 cited
Estimating the Critical Parameter in Almost Stochastic Dominance from Insurance Deductibles
Management Science·2020· 9 cited
Fractional Degree Stochastic Dominance
Management Science·2020· 41 cited
Comment on “Aging Population, Retirement, and Risk Taking”
Management Science·2019· 9 cited
Operational asymptotic stochastic dominance
European Journal of Operational Research·2019· 3 cited
Higher-order Omega: A performance index with a decision-theoretic foundation
Journal of Banking & Finance·2019· 9 cited
Advantageous Selection in Insurance Markets with Compound Risk
The Geneva Risk and Insurance Review·2017· 1 cited
Diversification Versus Strategic Focus: Evidence from Insurance Intermediaries in Taiwan
The Geneva Papers on Risk and Insurance Issues and Practice·2017· 6 cited
Measuring inequality in physician distributions using spatially adjusted Gini coefficients
International Journal for Quality in Health Care·2017· 10 citedOpen Access
A Mean‐Preserving Increase in Ambiguity and Portfolio Choices
Journal of Risk & Insurance·2017· 16 citedOpen Access
Testing for central dominance: Method and application
Journal of Econometrics·2016· 1 cited
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Frequent Co-authors

Rachel J. Huang(28), Jennifer L. Wang(5), Jeffrey Tzuhao Tsai(4), Lin Zhao(4), Alexander Muermann(4), Kili C. Wang(4), Michel Denuit(3), Yi-Chieh Huang(3), Pai-Ta Shih(2), Ilia Tsetlin(2), Robert L. Winkler(2), Louis Eeckhoudt(2), Jenhung Wang(2), Jr‐Yan Wang(2), Volker Schmidt(1), Hanspeter Schmidli(1), Josef Teugels(1), Tomasz Rolski(1), Laureen Regan(1), Shih-Chieh Chang(1)