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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Kou, Steven"
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Management science : journal of the Institute for Operations Research and the Management Sciences
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Kou, S. G., Peng, X., Heyde, C. C., 2013. Mathematics of Operations Research 38 (3), 393-417
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The Kyoto economic review
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Jumps in equity index returns before and during the recent financial crisis : a Bayesian analysis
Kou, Steven
;
Yu, Cindy
;
Zhong, Haowen
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 988-1010
Persistent link: https://www.econbiz.de/10011672793
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2
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
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3
A partitioning algorithm for Markov decision processes with applications to market microstructure
Chen, Ningyuan
;
Kou, Steven
;
Wang, Chun
- In:
Management science : journal of the Institute for …
64
(
2018
)
2
,
pp. 784-803
Persistent link: https://www.econbiz.de/10011823146
Saved in:
4
Asset pricing with spatial interaction
Kou, Steven
;
Peng, Xianhua
;
Zhong, Haowen
- In:
Management science : journal of the Institute for …
64
(
2018
)
5
,
pp. 2083-2101
Persistent link: https://www.econbiz.de/10011873966
Saved in:
5
Nonconcave utility maximization with portfolio bounds
Dai, Min
;
Kou, Steven
;
Qian, Shuaijie
;
Wan, Xiangwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8368-8385
Persistent link: https://www.econbiz.de/10014280204
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