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Constrained Dynamic Mean-Variance Portfolio Selection in Continuous-Time

Algorithms
2021-08 | Journal article | Author
Contributors: Weiping Wu; Lifen Wu; ruobing xue; Shan Pang
Source: check_circle
Multidisciplinary Digital Publishing Institute

Optimization of Constrained Stochastic Linear-Quadratic Control on an Infinite Horizon: A Direct-Comparison Based Approach

Algorithms
2020-02 | Journal article | Author
Contributors: ruobing xue; Xiangshen Ye; Weiping Wu
Source: check_circle
Multidisciplinary Digital Publishing Institute