118 citations · 344 across the 34 of their papers we have counts for
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q-fin.PR2019★ 8 cited
Optimal redeeming strategy of stock loans under drift uncertainty
Zuo Quan Xu, Fahuai Yi
In practice, one must recognize the inevitable incompleteness of information while making decisions. In this paper, we consider the optimal redeeming problem of stock loans under a…
q-fin.PM2019
Mean-variance portfolio selection under partial information with drift uncertainty
Jie Xiong, Zuo quan Xu, Jiayu Zheng
In this paper, we study the mean-variance portfolio selection problem under partial information with drift uncertainty. First we show that the market model is complete even in this…