Jingnan Chen

Available identifiers

zbMath Open chen.jingnanMaRDI QIDQ319323

List of research outcomes

Publication	Date of Publication	Type
Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact	2024-03-12	Paper
https://portal.mardi4nfdi.de/entity/Q5873991	2023-02-10	Paper
Portfolio Selection with Regularization	2022-06-10	Paper
Optimal portfolio deleveraging under market impact and margin restrictions	2021-11-05	Paper
Market or limit orders?	2021-06-02	Paper
An application of sparse-group Lasso regularization to equity portfolio optimization and sector selection	2020-01-20	Paper
Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios	2018-11-19	Paper
Optimal deleveraging with nonlinear temporary price impact	2016-10-06	Paper
Analytical Results and Efficient Algorithm for Optimal Portfolio Deleveraging with Market Impact	2014-06-26	Paper

Research outcomes over time

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