Guiyuan Ma

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Person:779873

Available identifiers

zbMath Open ma.guiyuanMaRDI QIDQ779873

List of research outcomes





PublicationDate of PublicationType
Dynamic trading with Markov liquidity switching2023-07-31Paper
Dynamic asset-liability management with frictions2023-07-18Paper
Strategic trading with information acquisition and long-memory stochastic liquidity2023-07-10Paper
VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH2022-09-22Paper
Relative performance evaluation for dynamic contracts in a large competitive market2022-06-08Paper
Dynamic mean-variance problem with frictions2022-04-01Paper
Robust portfolio optimization with multi-factor stochastic volatility2020-07-14Paper
Optimal portfolio execution problem with stochastic price impact2020-01-20Paper
Pricing European call options under a hard-to-borrow stock model2019-11-29Paper
Optimal investment and consumption under a continuous-time cointegration model with exponential utility2019-09-26Paper
Dynamic portfolio choice with return predictability and transaction costs2019-06-27Paper
Pricing American call options under a hard-to-borrow stock model2018-07-13Paper

Research outcomes over time

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