Huang, Wenli; Liu, Wenqiong; Lu, Lei; Mu, Congming Hedge funds trading strategies and leverage. (English) Zbl 1518.91241 J. Econ. Dyn. Control 149, Article ID 104637, 18 p. (2023). MSC: 91G10 PDFBibTeX XMLCite \textit{W. Huang} et al., J. Econ. Dyn. Control 149, Article ID 104637, 18 p. (2023; Zbl 1518.91241) Full Text: DOI
Zhong, Wei; Zhao, Yongxia; Chen, Ping Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes. (English) Zbl 1476.93166 J. Ind. Manag. Optim. 17, No. 5, 2639-2667 (2021). MSC: 93E20 91G80 60G51 PDFBibTeX XMLCite \textit{W. Zhong} et al., J. Ind. Manag. Optim. 17, No. 5, 2639--2667 (2021; Zbl 1476.93166) Full Text: DOI
Li, Jiangyuan; Liu, Bo; Yang, Jinqiang; Zou, Zhentao Hedge fund’s dynamic leverage decisions under time-inconsistent preferences. (English) Zbl 1441.91094 Eur. J. Oper. Res. 284, No. 2, 779-791 (2020). MSC: 91G99 93E20 PDFBibTeX XMLCite \textit{J. Li} et al., Eur. J. Oper. Res. 284, No. 2, 779--791 (2020; Zbl 1441.91094) Full Text: DOI
Liu, Fengjun; Niu, Yingjie; Zou, Zhentao Incomplete markets, Knightian uncertainty and high-water marks. (English) Zbl 1525.91110 Oper. Res. Lett. 48, No. 2, 195-201 (2020). MSC: 91B41 49K45 49L20 93E20 PDFBibTeX XMLCite \textit{F. Liu} et al., Oper. Res. Lett. 48, No. 2, 195--201 (2020; Zbl 1525.91110) Full Text: DOI
Yaegashi, Yuta; Yoshioka, Hidekazu Unique solvability of a singular stochastic control model for population management. (English) Zbl 1417.93298 Syst. Control Lett. 116, 66-70 (2018). MSC: 93E03 92D30 49L25 49J40 PDFBibTeX XMLCite \textit{Y. Yaegashi} and \textit{H. Yoshioka}, Syst. Control Lett. 116, 66--70 (2018; Zbl 1417.93298) Full Text: DOI