Shuguang Zhang

affiliation not provided to SSRN

SCHOLARLY PAPERS

4

DOWNLOADS

412

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Optimal Investment Problem Under Behavioral Setting: A Lagrange Duality Perspective

Number of pages: 49 Posted: 22 Mar 2021 Last Revised: 16 Oct 2021
affiliation not provided to SSRN, affiliation not provided to SSRN, Stevens Institute of Technology - School of Business, The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering and Engineering Management and affiliation not provided to SSRN
Downloads 146 (368,831)

Abstract:

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Non-concave Utility, Probability Distortion, Concavification, Lagrange Duality, Relaxation Method

2.

Optimal Investment in Equity and VIX Derivatives

Number of pages: 76 Posted: 16 Jul 2020 Last Revised: 20 Jul 2020
Xiangzhen Yan, Yunfan Zhu, Zhenyu Cui and Shuguang Zhang
University of Science and Technology of China (USTC) - Department of Statistics and Finance, Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business and affiliation not provided to SSRN
Downloads 140 (381,210)
Citation 1

Abstract:

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optimal investment, stochastic control, VIX derivatives, HJB equation, incomplete market

3.

The Achilles’ Heels of Growth: Factor Price Distortions and Wealth Transfer in China

Number of pages: 26 Posted: 17 Nov 2011
Lian CHENG and Shuguang Zhang
Chinese Academy of Social Sciences (CASS) - Institute of Finance and Banking and affiliation not provided to SSRN
Downloads 105 (473,359)

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factor price, economic growth, wealth transfer

4.

Prediction of Distant Metastasis in Extremity Undifferentiated Pleomorphic Sarcoma Using Machine Learning Algorithms

Number of pages: 17 Posted: 26 Mar 2022
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and Chinese Academy of Medical Sciences - Department of Orthopedics
Downloads 21 (944,769)
Citation 2

Abstract:

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Undifferentiated pleomorphic sarcoma (UPS), machine learning (ML), Distant metastasis, Risk prediction, Adaptive Boosting