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Re-specification of affine term structure models : the linkage to empirical investigations

Huang, Ting Ting; Sun, Bruce Qiang; Chen, Xinfu - In: Applied mathematical finance 21 (2014) 5/6, pp. 523-554

Persistent link: https://www.econbiz.de/10010500872

The impact of the Internet on global industry : new evidence of Internet measurement

Huang, Ting Ting; Sun, Bruce Qiang - In: Research in international business and finance 37 (2016), pp. 93-112

Persistent link: https://www.econbiz.de/10011595135

The investigation of dependence between the internet measurement and globalization

Sun, Bruce Qiang; Swan, Tina Ting; Lu, Yan; Mathien, Lorena - In: Journal of global information management : an official … 27 (2019) 4, pp. 176-188

Persistent link: https://www.econbiz.de/10012121823

On minimizing drawdown risks of lifetime investments

Chen, Xinfu; Landriault, David; Li, Bin; Li, Dongchen - In: Insurance / Mathematics & economics 65 (2015), pp. 46-54

Persistent link: https://www.econbiz.de/10011422864

Convexity of the exercise boundary of the American put option on a zero dividend asset

Chen, Xinfu; Chadam, John M.; Jiang, Lishang; Zheng, Weian - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 185-197

Persistent link: https://www.econbiz.de/10003643514

Portfolio selection with capital gains tax, recursive utility, and regime switching

Cai, Jiatu; Chen, Xinfu; Dai, Min - In: Management science : journal of the Institute for … 64 (2018) 5, pp. 2308-2324

Persistent link: https://www.econbiz.de/10011874111

Optimal portfolio choice in a jump-diffusion model with self-exciting

Bian, Baojun; Chen, Xinfu; Zeng, Xudong - In: Journal of mathematical finance 9 (2019) 3, pp. 345-367

Persistent link: https://www.econbiz.de/10012210282

On a corporate bond pricing model with credit rating migration risks and stochastic interest rate

Liang, Jin; Yin, Hong-Ming; Chen, Xinfu; Wu, Yuan - In: Quantitative finance and economics 1 (2017) 3, pp. 300-319

Persistent link: https://www.econbiz.de/10012137817

Pricing the excess volatility in foreign exchange risk premium and forward rate bias

Swan, Tina T.; Swan, Bruce Q.; Chen, Xinfu - In: Applied mathematical finance 29 (2022) 1, pp. 33-61

Persistent link: https://www.econbiz.de/10013554066

Characterization of Optimal Strategy for Multi-Asset Investment and Consumption with Transaction Costs

Chen, Xinfu - 2012

We consider the optimal consumption and investment with transaction costs on multiple assets, where the prices of risky assets jointly follow a multi-dimensional geometric Brownian motion. We characterize the optimal investment strategy and in particular prove by rigorous mathematical analysis...

Persistent link: https://www.econbiz.de/10013098012