Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Vol. III: Probability Theory | 1972 | |||
Controlled Markov Processes and Viscosity Solutions | 2006 | |||
10.26509/frbc-wp-200607 | ||||
10.3386/w24956 | ||||
Collateral Damage: Sizing and Assessing the Subprime CDO Crisis | SSRN Electronic Journal | 24 | 2011 |
Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Exploring Bubbles in the Digital Economy: The Case of China | Global Finance Journal |
| 14 | 2023 |
Dynamic Equilibrium with Costly Short-Selling and Lending Market | The Review of Financial Studies |
| 2 | 2023 |
A class of short-term models for the oil industry that accounts for speculative oil storage | Finance and Stochastics |
| 1 | 2022 |
Dynamic asset pricing in delegated investment: An investigation from the perspective of heterogeneous beliefs of institutional and retail investors | Economic Modelling |
| 1 | 2022 |
Market Efficient Portfolios in a Systemic Economy | Operations Research |
| 4 | 2022 |