Yifei Zhong

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 5 citations into it; #7,428 of 10,518 by trust here, #10,352 by citations

Whom Yifei Zhong trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Hong Liu

Who trusts Yifei Zhong overall

1. Y. Huang
2. Peter A. Forsyth

Papers from Yifei Zhong's perspective

Ordered by how strongly the researchers Yifei Zhong trusts endorse each paper. Same corpus, a different order for every researcher.

1. Optimal Portfolio Selection with Transaction Costs and Finite Horizons
2. Controlled Markov processes and viscosity solutions
3. International Asset Allocation With Regime Shifts
4. Predicting Returns with Financial Ratios
5. Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets
6. Asset Prices and Trading Volume under Fixed Transactions Costs (Journal of Political Economy)
7. The Pricing of Options and Corporate Liabilities
8. Quadratic Convergence for Valuing American Options Using a Penalty Method (SIAM Journal on Scientific Computing)
9. Forward-Backward Stochastic Differential Equations and their Applications
10. Bank regulation and risk-taking incentives: An international comparison of bank risk

Their papers

• Penalty Methods for Continuous-Time Portfolio Selection withProportional Transaction Costs (2010) — 48 citations