Ailing Gu

Finance · 2012–2018

A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Ailing Gu trusts overall

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

  1. David E. Rapach
  2. Yan Zeng
  3. Jean-Pierre Fouque 3
  4. Hanspeter Schmidli
  5. Zhongfei Li
  6. Pascal J. Maenhout
  7. Lihua Bai
  8. Guofu Zhou
  9. George Papanicolaou
  10. Junyi Guo

Papers from Ailing Gu's perspective

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

  1. Robust Portfolio Rules and Asset Pricing
  2. Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
  3. Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
  4. Optimal investment and reinsurance of an insurer with model uncertainty
  5. A General Theory of Markovian Time Inconsistent Stochastic Control Problems
  6. Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
  7. Forecasting Stock Returns
  8. Robust investment–reinsurance optimization with multiscale stochastic volatility
  9. Robust Portfolio Choice with Uncertainty About Jump and Diffusion Risk
  10. Optimal time-consistent investment and reinsurance strategies for mean–variance insurers with state dependent risk aversion

Their papers