1 citations · 1 across the 1 of their papers we have counts for
2 papers
q-fin.MF2021★ 1 cited
Two Stochastic Control Problems In Capital Structure and Portfolio Choice
Shan Huang
This thesis mainly focuses on two problems in capital structure and individual's life-cycle portfolio choice. In the first problem, we derive a stochastic control model to optimize…
q-fin.TR2019
Taxable Stock Trading with Deep Reinforcement Learning
Shan Huang
In this paper, we propose stock trading based on the average tax basis. Recall that when selling stocks, capital gain should be taxed while capital loss can earn certain tax rebate…