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Zhu, Qiji Jim's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,772 |
Total
Citations
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1.
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Dai, Min National University of Singapore (NUS) - Department of Mathematics Zhang, Qing University of Georgia - Department of Mathematics Zhu, Qiji Jim Western Michigan University
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862
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trend following trading rule, bull-bear switching model, partial information, HJB equations
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Dai, Min National University of Singapore (NUS) - Department of Mathematics Zhu, Qiji Jim Western Michigan University Zhang, Qing University of Georgia - Department of Mathematics
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651
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3.
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Zhu, Qiji Jim Western Michigan University Vince, Ralph LSP Partners, LLC Malinsky, Steven Connors Global Indexes, LLC
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111
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Dynamic portfolio, money management, risk control
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4.
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Zhu, Qiji Jim Western Michigan University
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80
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Option pricing interval, incomplete market, investment systems, the Kelly citerion, efficiency index, majorization, convex optimization
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5.
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Vince, Ralph LSP Partners, LLC Zhu, Qiji Jim Western Michigan University
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68
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risk analysis, growth portfolio, inflection point
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Records 1 -
5
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