zhenpeng tang

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

1

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Dynamic Mean-Downside Risk Portfolio Selection Problem with Stochastic Interest Rate in Continuous-Time

Number of pages: 22
Weiping Wu, Jianjun Gao, Ke Zhou and zhenpeng tang
Fuzhou University - School of Economics and Management, Shanghai University of Finance and Economics, Hunan University - Business School and affiliation not provided to SSRN
Downloads 1

Abstract:

Loading...

Dynamic portfolio selection, stochastic interest rate, Vasicek model, lower-partial moments, value-at-risk, conditional value-at-risk