Jiang Ye

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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
BOUNDED STRATEGIES FOR MAXIMIZING THE SHARPE RATIO
International Journal of Theoretical and Applied Finance
2023-04-20Paper
A new efficiency test for ranking investments: application to hedge fund performance
Economics Letters
2019-07-10Paper
Optimal strategies under omega ratio
European Journal of Operational Research
2019-01-28Paper
Optimal portfolio under state-dependent expected utility
International Journal of Theoretical and Applied Finance
2018-06-07Paper
Principal curvature estimates for the level sets of harmonic functions and minimal graphs in \(\mathbb R^3\)
Communications on Pure and Applied Analysis
2011-12-19Paper
Precise rates in the law of logarithm for the moment convergence of i.i.d. random variables
Journal of Mathematical Analysis and Applications
2007-01-09Paper


Research outcomes over time


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