Detao Zhang

Publication Activity (10 Years)

Years Active: 2011-2022
Publications (10 Years): 5

Top Topics

Optimal Portfolio

Stochastic Process

Convertible Bonds

Top Venues

Ann. Oper. Res.

Sci. China Inf. Sci.

Publications

Mondher Bellalah, Akeb Hakim, Kehan Si, Detao Zhang
Long term optimal investment with regime switching: inflation, information and short sales. Ann. Oper. Res. 313 (2) (2022)
Mondher Bellalah, Xu Guo, Shuo Wu, Detao Zhang
General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints. Ann. Oper. Res. 313 (2) (2022)
Mondher Bellalah, Detao Zhang
An intertemporal capital asset pricing model under incomplete information and short sales. Ann. Oper. Res. 281 (1-2) (2019)
Mondher Bellalah, Yaosheng Xu, Detao Zhang
Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales. Ann. Oper. Res. 281 (1-2) (2019)
Jianhui Huang, Detao Zhang
The near-optimal maximum principle of impulse control for stochastic recursive system. Sci. China Inf. Sci. 59 (11) (2016)
Detao Zhang
Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps. J. Syst. Sci. Complex. 24 (4) (2011)