Duy Minh Dang

Finance · 2016

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

Subfields

Whom Duy Minh Dang trusts overall

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

  1. Cecilia Mancini
  2. Duan Li
  3. Xun Yu Zhou

Papers from Duy Minh Dang's perspective

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

  1. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
  2. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
  3. CONTINUOUS‐TIME MEAN‐VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
  4. Controlled Markov processes and viscosity solutions
  5. An empirical investigation of continuous-time equity return models
  6. Financial Modelling with Jump Processes
  7. Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (SIAM Journal of Control and Optimization)
  8. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  9. MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING
  10. What Type of Process Underlies Options? A Simple Robust Test

Their papers