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~isPartOf:"Economic modelling"
~person:"Ma, Guiyuan"
~subject:"Portfolio selection"
~subject:"Theorie"
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Ma, Guiyuan
Yang, Chunpeng
8
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Prigent, Jean-Luc
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Siu, Tak Kuen
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Portfolio choice with return predictability and small trading frictions
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
Economic modelling
111
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013349030
Saved in:
2
Optimal investment and consumption with return predictability and execution costs
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
Economic modelling
88
(
2020
),
pp. 408-419
Persistent link: https://www.econbiz.de/10012417252
Saved in:
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