Shi Yun

Yun Shi

Information about the author Yun Shi will soon be added to the site.
Found 2 papers in total
Better than pre-committed optimal mean-variance policy in a jump diffusion market
2017
Dynamic mean‐variance investment model can not be solved by dynamic programming...
Dynamic Trading with Reference Point Adaptation and Loss Aversion
2015
We formalize the reference point adaptation process by relating it to a way people...
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