Larry Y. Tzeng


Professor in the Department of Finance

National Taiwan University

Taipei, Taiwan


Selected Publications

1.          Huang, Y.-C., K. Kan, L.Y. Tzeng, and K.C. Wang (2020). Estimating the Critical Parameter in Almost Stochastic Dominance from Insurance Deductibles, Management Science, forthcoming.

2.          Huang, R.J., L.Y. Tzeng, and L. Zhao (2019). Fractional Degree Stochastic Dominance, Management Science, forthcoming.

3.          Huang, R.J., L.Y. Tzeng, J. Wang and L. Zhao (2020). Comment on Aging Population, Retirement, and Risk Taking, Management Science, 66(6):2792-2795.

4.          Tsetlin,I., R.L. Winkler, R.J. Huang, and L.Y. Tzeng (2015). Generalized Almost Stochastic Dominance. Operations Research, 63(2): 363-377.

5.          Tzeng, L.Y., R.J. Huang, and P.-T. Shih (2013). Revisiting Almost Second-Degree Stochastic Dominance. Management Science, 59(5): 1250-1254.

6.          Eeckhoudt, L., R.J. Huang, and L.Y. Tzeng (2012). Precautionary Effort: A New Look. Journal of Risk and Insurance, 79(2): 585-590.

7.          Tsai, J.T., J.L. Wang, and L.Y. Tzeng (2010). On the Optimal Product Mix in Life Insurance Companies using Conditional Value at Risk. Insurance: Mathematics and Economics, 46(1): 235-241.

8.          Chang, S.C., L.Y. Tzeng, and J.C.Y. Miao (2003). Pension Funding Incorporating Downside Risks, Insurance: Mathematics and Economics, 32: 217-228.

9.          Regan, L., and L.Y. Tzeng (1999). Organizational Form in the Property-Liability Insurance Industry, Journal of Risk and Insurance, 66(2): 253-274.



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