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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Li, Lingfei"
~subject:"Hedging"
~type_genre:"Article in journal"
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Journal of financial and quantitative analysis : JFQA
Journal of economic dynamics & control
Journal of risk and financial management : JRFM
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Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
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2
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
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