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~isPartOf:"Quantitative finance"
~person:"Zhu, Song-Ping"
~subject:"Portfolio-Management"
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Optimal investment and consumption under a continuous-time cointegration model with exponential utility
Ma, Guiyuan
;
Zhu, Song-Ping
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1135-1149
Persistent link: https://www.econbiz.de/10012194749
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Optimal asset allocation under search frictions and stochastic interest rate
Wang, Ning
;
Zhu, Song-Ping
;
Elliott, Robert J.
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 1019-1033
Persistent link: https://www.econbiz.de/10014304432
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