Fahuai Yi

2009

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Fahuai Yi trusts overall

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

  1. Paolo Guasoni

Papers from Fahuai Yi's perspective

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

  1. Optimal investment with transaction costs and without semimartingales
  2. Relative arbitrage in volatility-stabilized markets
  3. Investing for the Long Run When Returns are Predictable
  4. Controlled Markov processes and viscosity solutions
  5. NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND
  6. The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
  7. Strategic Asset Allocation: Portfolio Choice for Long-Term Investors
  8. The fundamental theorem of asset pricing for continuous processes under small transaction costs
  9. A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
  10. The Mathematics of Arbitrage

Their papers