Wei-Ping Wu

Available identifiers

zbMath Open wu.weipingMaRDI QIDQ1655926

List of research outcomes

Publication	Date of Publication	Type
The impact of general correlation under multi-period mean-variance asset-liability portfolio management	2024-08-29	Paper
Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time	2023-06-20	Paper
The reverse isoperimetric inequality for convex plane curves through a length-preserving flow	2021-01-27	Paper
On continuous-time constrained stochastic linear-quadratic control	2020-04-17	Paper
Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise	2019-07-18	Paper
Explicit solution for constrained optimal execution problem with general correlated market depth	2018-08-10	Paper
Stochastic control for multiperiod mean-variance asset-liability management	2016-08-10	Paper
https://portal.mardi4nfdi.de/entity/Q4412543	2003-07-15	Paper

Research outcomes over time

This page was built for person: Wei-Ping Wu