5
논문
188
피인용 합
2015
첫 논문
2022
최근 논문
01저널·주제·방법
02소속·공저
20152020
소속
National University of Singapore2015–2021 · 4편
Hong Kong Polytechnic University2022 · 1편
불러오는 중…
03논문
5편
- Leveraged Exchange-Traded Funds with Market Closure and Frictions
- Nonconcave Utility Maximization with Portfolio Bounds
- A Dynamic Mean-Variance Analysis for Log Returns
- Portfolio Selection with Capital Gains Tax, Recursive Utility, and Regime Switching
- Portfolio Choice with Market Closure and Implications for Liquidity Premia