Gu Wang

Publication Activity (10 Years)

Years Active: 2015-2023
Publications (10 Years): 7

Top Topics

Investment Strategies

Payoff Functions

Top Venues

SIAM J. Financial Math.

SIAM J. Control. Optim.

Finance Stochastics

J. Optim. Theory Appl.

Publications

Gu Wang, Jiaxuan Ye
Fund Managers' Competition for Investment Flows Based on Relative Performance. J. Optim. Theory Appl. 198 (2) (2023)
Gu Wang
Performance Fees with Stochastic Benchmark. SIAM J. Financial Math. 13 (2) (2022)
Paolo Guasoni, Gu Wang
Sharing Profits in the Sharing Economy. SIAM J. Control. Optim. 58 (6) (2020)
Yuecai Han, Qingshuo Song, Gu Wang
Exit Problems as the Generalized Solutions of Dirichlet Problems. SIAM J. Control. Optim. 57 (4) (2019)
Paolo Guasoni, Antonella Tolomeo, Gu Wang
Should Commodity Investors Follow Commodities' Prices? SIAM J. Financial Math. 10 (2) (2019)
Erhan Bayraktar, Gu Wang
Quantile Hedging in a semi-static market with model uncertainty. Math. Methods Oper. Res. 87 (2) (2018)
Paolo Guasoni, Gu Wang
Hedge and mutual funds' fees and the separation of private investments. Finance Stochastics 19 (3) (2015)