Detao Zhang

Available identifiers

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6181967	2024-01-23	Paper
An optimal portfolio and consumption problem with a benchmark and partial information	2023-03-15	Paper
Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations	2023-01-18	Paper
General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints	2022-07-05	Paper
Long term optimal investment with regime switching: inflation, information and short sales	2022-07-05	Paper
An intertemporal capital asset pricing model under incomplete information and short sales	2020-01-20	Paper
Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales	2020-01-20	Paper
On well-posedness of forward-backward SDEs -- a unified approach	2015-07-27	Paper
Optimal portfolio of corporate investment and consumption problem under market closure: inflation case	2014-11-24	Paper
Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps	2013-01-31	Paper
https://portal.mardi4nfdi.de/entity/Q3052511	2010-11-05	Paper

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