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Zhibin Liang
Information about the author Zhibin Liang will soon be added to the site.
Found
2 papers
in total
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Portfolio optimization for jump-diffusion risky assets with common shock dependence and state dependent risk aversion
2017
An optimal portfolio problem with one risk‐free asset and two...
Optimal investment and proportional reinsurance with constrained control variables
2011
In this paper, under the criterion of maximizing the expected exponential utility from...
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