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A Dynamic Mean-Variance Analysis for Log Returns
… Download URL https://www.maths.ox.ac.uk/~jinh Submitted to ORA …
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A fundamental theorem of asset pricing in continuous time with square integrable portfolios
… Download URL http://www.maths.ox.ac.uk/~jinh Submitted to ORA …
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Buy Low and Sell High
… Download URL http://www.maths.ox.ac.uk/~jinh Submitted to ORA …
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Numerical Methods for Portfolio Selection with Bounded Constraints
… Download URL http://www.maths.ox.ac.uk/~jinh Submitted to ORA …
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A note on semivariance
… Download URL http://www.maths.ox.ac.uk/~jinh Submitted to ORA …
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Illiquidity, Position limits, and Optimal Investment for Mutual Funds
… Download URL http://www.maths.ox.ac.uk/~jinh Submitted to ORA …
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Continuous-time mean-risk portfolio selection
… Download URL http://www.maths.ox.ac.uk/~jinh Submitted to ORA …
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Greed, Leverage, and Potential Losses: A Prospect Theory Perspective
… Download URL http://www.maths.ox.ac.uk/~jinh Submitted to ORA …
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Behavioral Portfolio Selection in Continuous Time
… Download URL http://www.maths.ox.ac.uk/~jinh Submitted to ORA …
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Continuous-time mean–variance portfolio selection with bankruptcy prohibition
… Download URL http://www.maths.ox.ac.uk/~jinh Submitted to ORA …