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Yan Zeng
Information about the author Yan Zeng will soon be added to the site.
Found
2 papers
in total
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Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion
2016
In this paper, a continuous time mean‐variance portfolio optimization problem...
Credit risk models with incomplete information
2009
Incomplete information is at the heart of information-based credit risk models. In...
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