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G-expected utility maximization with ambiguous equicorrelation
Pun, Chi Seng
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 403-419
Persistent link: https://www.econbiz.de/10012483830
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Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency
Pun, Chi Seng
;
Ye, Zi
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10014232651
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A cost-effective approach to portfolio construction with range-based risk measures
Pun, Chi Seng
;
Wang, Lei
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 431-447
Persistent link: https://www.econbiz.de/10012483832
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