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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

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

Asymptotics for Merton Problem with Capital Gain Taxes and Small Interest Rate

Chen, Xinfu - 2014

We consider the Merton problem with capital gain taxes. Since closed-form solutions are generally unavailable, we provide asymptotic expansions with small interest rate and other parameters, and then obtain an explicit investment and consumption strategy that effectively approximates the optimal...

Persistent link: https://www.econbiz.de/10013065069