Dan Ren

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
An optimal consumption-investment problem on a finite horizon2024-07-05Paper
Shortfall aversion
Mathematical Finance
2021-03-23Paper
OPTIMAL STOPPING FOR THE LAST EXIT TIME
Bulletin of the Australian Mathematical Society
2019-01-10Paper
Investment and consumption in regime-switching models with proportional transaction costs and log utility
Mathematical Control and Related Fields
2017-07-12Paper
Theorems on boundedness of solutions to stochastic delay differential equations2016-07-25Paper
On the upper bound of the number of modes of a multivariate normal mixture
Journal of Multivariate Analysis
2012-05-11Paper


Research outcomes over time


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