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 |
|---|---|---|
| Comparison of mean variance like strategies for optimal asset allocation problems International Journal of Theoretical and Applied Finance | 2012-05-07 | Paper |
| Continuous time mean variance asset allocation: a time-consistent strategy European Journal of Operational Research | 2011-01-28 | Paper |
| Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation Journal of Economic Dynamics and Control | 2010-02-09 | Paper |
| Maximal Use of Central Differencing for Hamilton–Jacobi–Bellman PDEs in Finance SIAM Journal on Numerical Analysis | 2009-06-22 | Paper |
| Hedging with a correlated asset: Solution of a nonlinear pricing PDE Journal of Computational and Applied Mathematics | 2007-01-22 | Paper |
Research outcomes over time
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