Person:924424

Available identifiers

zbMath Open kung.james-jMaRDI QIDQ924424

List of research outcomes

Publication	Date of Publication	Type
An evaluation of some popular investment strategies under stochastic interest rates	2021-02-15	Paper
A continuous-time model for valuing foreign exchange options	2019-08-16	Paper
Optimal portfolio decision rule under nonparametric characterization of the interest rate dynamics	2014-06-30	Paper
Option pricing under the Merton model of the short rate	2009-11-16	Paper
A two-asset stochastic model for long-term portfolio selection	2009-07-22	Paper
An efficient ex-ante criterion for ranking investment strategies	2009-04-30	Paper
Multi-period asset allocation by stochastic dynamic programming	2008-05-16	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: James J. Kung