12 citations · 17 across the 11 of their papers we have counts for
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q-fin.MF2023★ 1 cited
On time-consistent equilibrium stopping under aggregation of diverse discount rates
Shuoqing Deng, Xiang Yu, Jiacheng Zhang
This paper studies a central planner's decision making on behalf of a group of members with diverse discount rates. In the context of optimal stopping, we work with an aggregation…
q-fin.MF2020
Optimal Consumption with Reference to Past Spending Maximum
Shuoqing Deng, Xun Li, Huyen Pham +1
This paper studies the infinite-horizon optimal consumption with a path-dependent reference under exponential utility. The performance is measured by the difference between the non…
q-fin.MF2018★ 1 cited
Utility maximization with proportional transaction costs under model uncertainty
Shuoqing Deng, Xiaolu Tan, Xiang Yu
We consider a discrete time financial market with proportional transaction costs under model uncertainty, and study a numéraire-based semi-static utility maximization problem with…