Tianxiao Wang

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it
• Economics and Econometrics — 6 citations into it
• Management Science and Operations Research — 6 citations into it

Whom Tianxiao Wang trusts overall

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

1. Duan Li
2. Xun Yu Zhou

Papers from Tianxiao Wang's perspective

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

1. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
2. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
3. Controlled Markov processes and viscosity solutions
4. Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II (SIAM Journal of Control and Optimization)
5. Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (SIAM Journal of Control and Optimization)
6. Continuous-time mean-variance efficiency: the 80% rule
7. Investment and consumption without commitment
8. Consumption--Savings Decisions with Quasi--Geometric Discounting
9. Static arbitrage bounds on basket option prices (Mathematical programming)
10. Robust portfolio selection using linear-matrix inequalities

Their papers

• Time-consistent mean–variance asset–liability management with random coefficients (2017) — 62 citations