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~person:"Zhang, Yumo"
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Zhang, Yumo
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1
Dynamic optimal mean-variance portfolio selection with a 3/2 stochastic volatility
Zhang, Yumo
- In:
Risks
9
(
2021
)
4
,
pp. 1-21
. By applying a backward stochastic
differential
equation
(BSDE) approach, closed-form expressions for the statically …
Persistent link: https://www.econbiz.de/10013200730
Saved in:
2
Dynamic optimal mean-variance portfolio selection with a 3/2 stochastic volatility
Zhang, Yumo
- In:
Risks : open access journal
9
(
2021
)
4
,
pp. 1-21
. By applying a backward stochastic
differential
equation
(BSDE) approach, closed-form expressions for the statically …
Persistent link: https://www.econbiz.de/10012508614
Saved in:
3
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics
Wang, Ning
;
Zhang, Yumo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 251-273
Persistent link: https://www.econbiz.de/10014466215
Saved in:
4
Utility maximization in a stochastic affine interest rate and CIR risk premium framework : a BSDE approach
Zhang, Yumo
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
1
,
pp. 97-128
Persistent link: https://www.econbiz.de/10014321379
Saved in:
5
Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
Zhang, Yumo
- In:
Annals of finance
18
(
2022
)
4
,
pp. 511-544
Persistent link: https://www.econbiz.de/10013489465
Saved in:
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