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researcher

Ben-Zhang Yang

9 papers hereh-index 8135 citations22 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author6
  • middle author1
  • last author2

Across the 9 of 9 papers where every author was matched, so the position is known.

fields
  • q-fin.MF3
  • q-fin.PR3
  • math.OC2
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

activity
20172022
most citedRobust portfolio optimization with multi-factor stochastic volatility

14 citations · 14 across the 9 of their papers we have counts for

collaborators
Showing q-fin.PMShow all

1 paper · 1 filter

q-fin.PM2020

Mean-variance-utility portfolio selection with time and state dependent risk aversion

Ben-Zhang Yang, Xin-Jiang He, Song-Ping Zhu

Under mean-variance-utility framework, we propose a new portfolio selection model, which allows wealth and time both have influences on risk aversion in the process of investment.…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.