Shuaijie Qian

National University of Singapore (NUS)

Bukit Timah Road 469 G

Singapore, 117591

Singapore

SCHOLARLY PAPERS

3

DOWNLOADS

109

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Non-Concave Utility Maximization without the Concavification Principle

Number of pages: 64 Posted: 19 Jul 2019 Last Revised: 03 Sep 2019
Min Dai, Steven Kou, Shuaijie Qian and Xiangwei Wan
National University of Singapore (NUS) - Department of Mathematics, Boston University, National University of Singapore (NUS) and Shanghai Jiao Tong University - Antai College of Economics & Management
Downloads 58 (380,030)
Citation 1

Abstract:

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Non-Concave Utility, Portfolio Constraints, Discontinuous Viscosity Solution

2.

Penalty Method for Portfolio Selection with Capital Gains Tax

Number of pages: 46 Posted: 24 Aug 2019 Last Revised: 05 Sep 2019
Baojun Bian, Xinfu Chen, Min Dai and Shuaijie Qian
Tongji University, Independent, National University of Singapore (NUS) - Department of Mathematics and National University of Singapore (NUS)
Downloads 45 (428,805)
Citation 1

Abstract:

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3.

Continuous Time Model and Asymptotic Analysis for Infinite Horizon Finite Patience Customers

Number of pages: 38 Posted: 02 Mar 2020
Shuaijie Qian and Xizhi Su
National University of Singapore (NUS) and National University of Singapore (NUS) - Department of Mathematics
Downloads 6 (637,980)

Abstract:

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continuous time optimization, revenue maximization