Longjie Jia

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

Why Should We Invest in CoCos Than Stocks? An Optimal Growth Portfolio Approach

The European Journal of Finance
Number of pages: 27 Posted: 05 Feb 2019 Last Revised: 06 May 2020
Hyun Jin Jang, Longjie Jia and Harry Zheng
Ulsan National Institute of Science and Technology (UNIST), affiliation not provided to SSRN and Imperial College London - Mathematical Finance
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Abstract:

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Growth Portfolio Optimisation; Contingent Convertible Bond; Statistical Comparisons; Sensitivity Analysis