Hung Hom
Kowloon
Hong Kong
Hong Kong Polytechnic University
SSRN RANKINGS
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Continuous-time capital structure models, Liability management, Secured debt, Bankruptcy, Creditor-on-creditor violence, Dropdowns, Uptiers
portfolio selection, dynamic mean-variance analysis, time inconsistency, equilibrium policies
stochastic control, time inconsistency, continuous-time setting, equilibrium strategies, portfolio selection
fractional Kelly portfolios, dynamic mean-variance analysis, stochastic volatility, time inconsistency, equilibrium strategies
quantiles, median, portfolio selection, intra-persional equilibrium, portfolio insurance
real option games, mixed strategies, probabilistic entry, wars of attrition
Stackelberg game, wars of attrition, real option games, mixed strategies, duopoly, separation principle, first-mover advantage, second-mover advantage
Portfolio Selection, Quantile Approach, Quantile Maximization, Dual Theory of Choice
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