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A note on - vs. -expected loss portfolio constraints

Quantitative finance, 2021-02, Vol.21 (2), p.263-270

2021

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Copper/Silver-Mediated Direct ortho-Ethynylation of Unactivated (Hetero)aryl CH Bonds with Terminal Alkyne

Chemistry : a European journal, 2015-01, Vol.21 (1), p.205-209

2015

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Adaptive online mean-variance portfolio selection with transaction costs

Quantitative finance, 2024-01, Vol.24 (1), p.59-82

2024

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Trend on dental caries status and its risk indicators in children aged 12 years in China: a multilevel analysis based on the repeated national cross-sectional surveys in 2005 and 2015

BMC public health, 2021-12, Vol.21 (1), p.2285-2285, Article 2285

2021

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Adaptive online portfolio selection with transaction costs

European journal of operational research, 2021-12, Vol.295 (3), p.1074-1086

2021

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Optimal pairs trading with dynamic mean-variance objective

Mathematical methods of operations research (Heidelberg, Germany), 2021-08, Vol.94 (1), p.145-168

2021

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Online portfolio selection with state-dependent price estimators and transaction costs

European journal of operational research, 2023-11, Vol.311 (1), p.333-353

2023

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Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation

SIAM journal on control and optimization, 2020-01, Vol.58 (2), p.866-894

2020

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Modeling Credit Risk with Hidden Markov Default Intensity

Computational economics, 2019-10, Vol.54 (3), p.1213-1229

2019

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Copper-Mediated Hydroxylation of Arenes and Heteroarenes Directed by a Removable Bidentate Auxiliary

Organic letters, 2014-08, Vol.16 (15), p.3904-3907

2014

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Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model

Mathematics of operations research, 2018-05, Vol.43 (2), p.377-398

2018

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On Optimal Pricing Model for Multiple Dealers in a Competitive Market

Computational economics, 2019-01, Vol.53 (1), p.397-431

2019

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Optimal Pairs Trading Strategies: A Stochastic Mean–Variance Approach

Journal of optimization theory and applications, 2023, Vol.196 (1), p.36-55

2023

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Impact of secondary market on consumer return policies and supply chain coordination

Omega (Oxford), 2014-06, Vol.45, p.57-70

2014

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Single-item repairable inventory system with stochastic new and warranty demands

Transportation research. Part E, Logistics and transportation review, 2020-10, Vol.142, p.102035, Article 102035

2020

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Viscosity solution for optimal liquidation problems with randomly-terminated horizon

Finance research letters, 2024-03, Vol.61, p.105043, Article 105043

2024

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Improved antibody adsorption performance of phenyl-based mixed-mode adsorbents by adjusting the functional group of ligand

Biochemical engineering journal, 2021-12, Vol.176, p.108092, Article 108092

2021

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On correlated defaults and incomplete information

Journal of industrial and management optimization, 2021-03, Vol.17 (2), p.889-908

2021

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Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility

Journal of industrial and management optimization, 2022-05, Vol.18 (3), p.2077

2022

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Market-making strategy with asymmetric information and regime-switching

Journal of economic dynamics & control, 2018-05, Vol.90, p.408-433

2018

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Generalized optimal liquidation problems across multiple trading venues

Journal of industrial and management optimization, 2022, Vol.18 (5), p.3215

2022

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How correlation risk in basket credit derivatives might be priced and managed?

IMA journal of management mathematics, 2021-04, Vol.32 (2), p.195-219

2021

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On Modeling Economic Default Time: A Reduced-Form Model Approach

Computational economics, 2016-02, Vol.47 (2), p.157-177

2016

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Interacting default intensity with a hidden Markov process

Quantitative finance, 2017-05, Vol.17 (5), p.781-794

2017

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On pricing basket credit default swaps

Quantitative finance, 2013-12, Vol.13 (12), p.1845-1854

2013

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A note on - vs. -expected loss portfolio constraints

Copper/Silver-Mediated Direct ortho-Ethynylation of Unactivated (Hetero)aryl CH Bonds with Terminal Alkyne

Adaptive online mean-variance portfolio selection with transaction costs

Trend on dental caries status and its risk indicators in children aged 12 years in China: a multilevel analysis based on the repeated national cross-sectional surveys in 2005 and 2015

Adaptive online portfolio selection with transaction costs

Optimal pairs trading with dynamic mean-variance objective

Online portfolio selection with state-dependent price estimators and transaction costs

Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation

Modeling Credit Risk with Hidden Markov Default Intensity

Copper-Mediated Hydroxylation of Arenes and Heteroarenes Directed by a Removable Bidentate Auxiliary

Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model

On Optimal Pricing Model for Multiple Dealers in a Competitive Market

Optimal Pairs Trading Strategies: A Stochastic Mean–Variance Approach

Impact of secondary market on consumer return policies and supply chain coordination

Single-item repairable inventory system with stochastic new and warranty demands

Viscosity solution for optimal liquidation problems with randomly-terminated horizon

Improved antibody adsorption performance of phenyl-based mixed-mode adsorbents by adjusting the functional group of ligand

On correlated defaults and incomplete information

Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility

Market-making strategy with asymmetric information and regime-switching

Generalized optimal liquidation problems across multiple trading venues

How correlation risk in basket credit derivatives might be priced and managed?

On Modeling Economic Default Time: A Reduced-Form Model Approach

Interacting default intensity with a hidden Markov process

On pricing basket credit default swaps

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