Zhao Li Jiang

The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering and Engineering Management

Hong Kong

China

  • The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering and Engineering Management

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth

Number of pages: 50 Posted: 12 Dec 2017 Last Revised: 18 Jul 2019
Xue Dong He and Zhao Li Jiang
The Chinese University of Hong Kong - Department of Systems Engineering and Engineering Management and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering and Engineering Management
Downloads 188 (159,912)
Citation 1

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portfolio selection, dynamic mean-variance analysis, time inconsistency, equilibrium policies

2.

On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time

Number of pages: 51 Posted: 10 Jan 2019 Last Revised: 31 Jan 2019
Xue Dong He and Zhao Li Jiang
The Chinese University of Hong Kong - Department of Systems Engineering and Engineering Management and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering and Engineering Management
Downloads 73 (320,120)

Abstract:

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stochastic control, time inconsistency, continuous-time setting, equilibrium strategies, portfolio selection