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~person:"Zhou, Xun Yu"
~subject:"Portfolio selection"
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Portfolio selection
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Zhou, Xun Yu
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative Finance
1
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Hope, fear, and aspirations
He, Xue Dong
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 3-50
Persistent link: https://www.econbiz.de/10011550126
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2
The premium of dynamic trading
Chiu, Chun Hung
;
Zhou, Xun Yu
- In:
Quantitative Finance
11
(
2011
)
1
,
pp. 115-123
paper, it is shown that, in a
continuous-time
market where the risky prices are described by Ito processes and the …
Persistent link: https://www.econbiz.de/10009208312
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