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institution

Anhui University of Traditional Chinese Medicine

China

5 papers here18 citations across 5
fields
  • math.CO1
  • physics.soc-ph1
  • q-bio.BM1
  • q-fin.MF1
  • q-fin.PM1
ROR 0139j4p80OpenAlex

affiliations via OpenAlex

output
20172025
most citedThe characteristics of cycle-nodes-ratio and its application to network classification

16 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

  • Huafu Liao2 · h 5
  • Lijun Bo2 · h 19
  • Hiroshi Nozaki1 · h 11
  • Jie-qiong Ding1 · h 2
  • J. Koolen1 · h 26
  • Mengyu Liu1 · h 1
  • Min Liu1 · h 4
  • Ning Wang1 · h 24
  • S. Cioabă1 · h 24
  • Weibing Deng1 · h 10
  • Wei Li1 · h 12
  • Wenjun Zhang1 · h 20
collaborating institutions
  • Hefei Institutes of Physical ScienceCN3 papers
  • University of Science and Technology of ChinaCN2 papers
  • Central China Normal UniversityCN1 paper
  • Chinese Academy of SciencesCN1 paper
  • Department of Mathematical SciencesRU1 paper
  • Hong Kong Polytechnic UniversityHK1 paper
  • Max Planck Institute for Mathematics in the SciencesDE1 paper
  • Nankai UniversityCN1 paper
  • University of DelawareUS1 paper
Showing q-fin.PMShow all

1 paper · 1 filter

q-fin.PM2017

Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching

Lijun Bo, Huafu Liao, Xiang Yu

We study an open problem of risk-sensitive portfolio allocation in a regime-switching credit market with default contagion. The state space of the Markovian regime-switching proces…

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