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Optimal investment strategy for α-robust utility maximization problem
Yang, Zhou; Li, Danping; Zeng, Yan; Liu, Guanting - In: Mathematics of operations research 50 (2025) 1, pp. 606-632
Persistent link: https://www.econbiz.de/10015211757
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Optimal trend following trading rules
Dai, Min; Yang, Zhou; Zhang, Qing; Zhu, Qiji Jim - In: Mathematics of operations research 41 (2016) 2, pp. 626-642
Persistent link: https://www.econbiz.de/10011520506
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Optimal consumption and portfolio selection with early retirement option
Yang, Zhou; Koo, Hyeng-keun - In: Mathematics of operations research 43 (2018) 4, pp. 1378-1404
Persistent link: https://www.econbiz.de/10011957105