Yuyang Cheng
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Person:5877568
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 |
|---|---|---|
| A multivariate 4/2 stochastic covariance model: properties and applications to portfolio decisions Quantitative Finance | 2023-06-20 | Paper |
| Robust portfolio choice under the 4/2 stochastic volatility model IMA Journal of Management Mathematics | 2023-02-14 | Paper |
Research outcomes over time
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