Gu Wang

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!

Publication	Date of Publication	Type
Asset pricing with consumption-dividend cointegration Mathematics and Financial Economics	2026-01-13	Paper
Fund managers' competition for investment flows based on relative performance Journal of Optimization Theory and Applications	2023-09-19	Paper
Performance fees with stochastic benchmark SIAM Journal on Financial Mathematics	2022-05-31	Paper
Optimal fee structure of variable annuities Insurance Mathematics & Economics	2021-11-19	Paper
Sharing profits in the sharing economy SIAM Journal on Control and Optimization	2020-12-10	Paper
Consumption in incomplete markets Finance and Stochastics	2020-03-25	Paper
Exit Problems as the Generalized Solutions of Dirichlet Problems SIAM Journal on Control and Optimization	2019-08-30	Paper
Should commodity investors follow commodities' prices? SIAM Journal on Financial Mathematics	2019-07-10	Paper
Consumption and investment with interest rate risk Journal of Mathematical Analysis and Applications	2019-05-10	Paper
Quantile hedging in a semi-static market with model uncertainty Mathematical Methods of Operations Research	2018-05-18	Paper
Hedge and mutual funds' fees and the separation of private investments Finance and Stochastics	2015-08-04	Paper
scientific article; zbMATH DE number 5125798 (Why is no real title available?)	2007-02-13	Paper

Research outcomes over time

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