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~isPartOf:"Computational economics"
~isPartOf:"Economic modelling"
~person:"Ma, Guiyuan"
~subject:"Portfolio selection"
~subject:"Theorie"
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Portfolio selection
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Ma, Guiyuan
Prigent, Jean-Luc
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Computational economics
Economic modelling
European journal of operational research : EJOR
1
Finance and stochastics
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International journal of financial engineering
1
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ECONIS (ZBW)
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1
Revisiting the Merton problem : from HARA to CARA utility
Ma, Guiyuan
;
Zhu, Song-Ping
- In:
Computational economics
59
(
2022
)
2
,
pp. 651-686
Persistent link: https://www.econbiz.de/10013169029
Saved in:
2
Portfolio choice with return predictability and small trading frictions
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
Economic modelling
111
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013349030
Saved in:
3
A numerical solution of optimal portfolio selection problem with general utility functions
Ma, Guiyuan
;
Zhu, Song-Ping
;
Kang, Boda
- In:
Computational economics
55
(
2020
)
3
,
pp. 957-981
Persistent link: https://www.econbiz.de/10012223689
Saved in:
4
Optimal investment and consumption with return predictability and execution costs
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
Economic modelling
88
(
2020
),
pp. 408-419
Persistent link: https://www.econbiz.de/10012417252
Saved in:
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