关注
Ruihong Jiang
Ruihong Jiang
Ph.D. in Actuarial Science
在 uwaterloo.ca 的电子邮件经过验证
标题
引用次数
引用次数
年份
Climate change risk and agriculture-related stocks
R Jiang, C Weng
Available at SSRN 3506311, 2019
102019
The reinforcement learning Kelly strategy
R Jiang, D Saunders, C Weng
Quantitative Finance 22 (8), 1445-1464, 2022
72022
Two-phase selection of representative contracts for valuation of large variable annuity portfolios
R Jiang, D Saunders, C Weng
Insurance: Mathematics and Economics 113, 293-309, 2023
22023
A note on portfolios of averages of lognormal variables
P Boyle, R Jiang
Insurance: Mathematics and Economics 112, 97-109, 2023
12023
The Statistics of Capture Ratio
R Jiang, D Saunders, C Weng
Journal of Risk 25 (1), 75-110, 2022
12022
Several Mathematical Problems in Investment Management
R Jiang
University of Waterloo, 2023
2023
Portfolios of Averages of Lognormal Variables
PP Boyle, R Jiang
Available at SSRN 4278777, 2022
2022
Analysis of Simple Investment Strategies Assuming Lognormal Returns
PP Boyle, R Jiang
Available at SSRN 4096157, 2021
2021
Limit of the sum of two groups of lognormal sums
PP Boyle, R Jiang
Available at SSRN 4096164, 2020
2020
系统目前无法执行此操作,请稍后再试。
文章 1–9