Yu Mei

Mei Yu

Information about the author Mei Yu will soon be added to the site.
Found 3 papers in total
Dynamic optimal portfolio with maximum absolute deviation model
2012
In this paper, a new dynamic portfolio selection model is established. Different from...
Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs
2005
In this paper we consider a finite-state financial market with non-proportional...
L-Matrices and solvability of Linear Complementarity Problems by a Linear Program
2003
The classes of L 1 -matrices, L 2 -matrices, L 3 -matrices and W -matrices are...
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