受强制性开放获取政策约束的文章 - Guiyuan Ma（马贵元）了解详情
无法在其他位置公开访问的文章：5 篇
An analytical solution for the HJB equation arising from the Merton problem
SP Zhu, G Ma
International Journal of Financial Engineering 5 (01), 1850008, 2018
强制性开放获取政策： Australian Research Council
Relative performance evaluation for dynamic contracts in a large competitive market
J Han, G Ma, SCP Yam
European Journal of Operational Research 302 (2), 768-780, 2022
强制性开放获取政策： 国家自然科学基金委员会
Dynamic asset-liability management with frictions
T Yan, J Han, G Ma, CC Siu
Insurance: Mathematics and Economics 111, 57-83, 2023
强制性开放获取政策： 国家自然科学基金委员会, Research Grants Council, Hong Kong
Portfolio choice with return predictability and small trading frictions
G Ma, CC Siu, SP Zhu
Economic Modelling 111, 105823, 2022
强制性开放获取政策： Australian Research Council, 国家自然科学基金委员会
Revisiting the Merton Problem: from HARA to CARA Utility
G Ma, SP Zhu
Computational Economics 59, 651-686, 2021
强制性开放获取政策： Australian Research Council
可在其他位置公开访问的文章：11 篇
Dynamic portfolio choice with return predictability and transaction costs
G Ma, CC Siu, SP Zhu
European Journal of Operational Research 278 (3), 976－988, 2019
强制性开放获取政策： Australian Research Council
Optimal investment and consumption under a continuous-time cointegration model with exponential utility
G Ma, SP Zhu
Quantitative Finance 19 (7), 1135-1149, 2019
强制性开放获取政策： Australian Research Council
Optimal portfolio execution problem with stochastic price impact
G Ma, CC Siu, SP Zhu, RJ Elliott
Automatica 112, 108739, 2020
强制性开放获取政策： Australian Research Council
Optimal investment and consumption with return predictability and execution costs
G Ma, CC Siu, SP Zhu
Economic Modelling 88, 408-419, 2020
强制性开放获取政策： Australian Research Council
Pricing European call options under a hard-to-borrow stock model
G Ma, SP Zhu, W Chen
Applied Mathematics and Computation 357, 243-257, 2018
强制性开放获取政策： Australian Research Council
Dynamic mean–variance problem with frictions
A Bensoussan, G Ma, CC Siu, SCP Yam
Finance and Stochastics 26, 267-300, 2022
强制性开放获取政策： US National Science Foundation, 国家自然科学基金委员会
A numerical solution of optimal portfolio selection problem with general utility functions
G Ma, SP Zhu, B Kang
Computational Economics 55, 957-981, 2020
强制性开放获取政策： Australian Research Council
Dynamic trading with Markov liquidity switching
G Ma, CC Siu, SCP Yam, Z Zhou
Automatica 155, 111156, 2023
强制性开放获取政策： 国家自然科学基金委员会, Research Grants Council, Hong Kong
Strategic trading with information acquisition and long-memory stochastic liquidity
J Han, X Li, G Ma, AP Kennedy
European Journal of Operational Research 308 (1), 480-495, 2022
强制性开放获取政策： 国家自然科学基金委员会
Valuation of general contingent claims with short selling bans: An equal-risk pricing approach
G Ma, SP Zhu, I Guo
International Journal of Theoretical and Applied Finance 25 (04n05), 2250022, 2022
强制性开放获取政策： Australian Research Council, 国家自然科学基金委员会
Robust portfolio choice with frictions
D CHU, G Ma, CC Siu, SCP Yam
Available at SSRN 4159192, 2022
强制性开放获取政策： 国家自然科学基金委员会
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