activity
20122023
most citedSelectNet: Self-paced Learning for High-dimensional Partial Differential Equations

68 citations · 173 across the 32 of their papers we have counts for

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Showing 2021Show all

2 papers · 1 filter

math.OC2021★ 1 cited

Robust exploratory mean-variance problem with drift uncertainty

Chenchen Mou, Weiwei Zhang, Chao Zhou

We solve a min-max problem in a robust exploratory mean-variance problem with drift uncertainty in this paper. It is verified that robust investors choose the Sharpe ratio with min…

q-fin.MF2021

Mean Field Portfolio Games

Guanxing Fu, Chao Zhou

We study mean field portfolio games with random market parameters, where each player is concerned with not only her own wealth but also relative performance to her competitors. We…