A stochastic volatility model and optimal portfolio selection

By Xudong Zeng, Michael I. Taksar. 2013

98 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/e24a2552fdc781f8b0e5cc9c71d2193d0e3a393c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Chao Deng
2. Yingchun Deng
3. Shengjie Yue
4. Huiming Zhu

In Finance

1. Chao Deng
2. Yingchun Deng
3. Shengjie Yue
4. Huiming Zhu

In Management Science and Operations Research

1. Chao Deng
2. Yingchun Deng
3. Shengjie Yue
4. Huiming Zhu

Citations in the corpus

• Optimal reinsurance and investment problem for an insurer with counterparty risk (2015, methodology): “2 of Zeng and Taksar (2013), we have”