James J. Kung

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Person:924424

Available identifiers

zbMath Open kung.james-jMaRDI QIDQ924424

List of research outcomes





PublicationDate of PublicationType
An evaluation of some popular investment strategies under stochastic interest rates2021-02-15Paper
A continuous-time model for valuing foreign exchange options2019-08-16Paper
Optimal portfolio decision rule under nonparametric characterization of the interest rate dynamics2014-06-30Paper
Option pricing under the Merton model of the short rate2009-11-16Paper
A two-asset stochastic model for long-term portfolio selection2009-07-22Paper
An efficient ex-ante criterion for ranking investment strategies2009-04-30Paper
Multi-period asset allocation by stochastic dynamic programming2008-05-16Paper

Research outcomes over time

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