Shu-yi Xie

Finance · 2008–2009

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

Subfields

• Finance — 13 citations into it
• Management Science and Operations Research — 9 citations into it
• Economics and Econometrics — 6 citations into it

Whom Shu-yi Xie trusts overall

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

1. Duan Li
2. Xun Yu Zhou
3. Vicky Henderson
4. Hans U. Gerber
5. Mei Choi Chiu
6. Markus Leippold

Papers from Shu-yi Xie's perspective

Ordered by how strongly the researchers Shu-yi Xie trusts endorse each paper. Same corpus, a different order for every researcher.

1. Controlled Markov processes and viscosity solutions
2. Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (SIAM Journal of Control and Optimization)
3. Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II (SIAM Journal of Control and Optimization)
4. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
5. Continuous-time mean-variance efficiency: the 80% rule
6. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
7. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
8. Forward-Backward Stochastic Differential Equations and their Applications
9. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
10. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS

Their papers

• Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach (2008) — 108 citations
• Continuous-time mean–variance portfolio selection with liability and regime switching (2009) — 55 citations