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James J. Kung
Publication Activity (10 Years)
Years Active: 2008-2014
Publications (10 Years): 0
Top Topics
Decision Rules
Optimal Portfolio
Rough Approximations
Statistical Decision Theory
Top Venues
J. Optim. Theory Appl.
Math. Comput. Simul.
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Publications
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James J. Kung
Optimal Portfolio Decision Rule Under Nonparametric Characterization of the Interest Rate Dynamics.
J. Optim. Theory Appl.
161 (1) (2014)
James J. Kung
,
E.-Ching Wu
An evaluation of some popular investment strategies under stochastic interest rates.
Math. Comput. Simul.
94 (2013)
James J. Kung
,
Lung-Sheng Lee
Option pricing under the Merton model of the short rate.
Math. Comput. Simul.
80 (2) (2009)
James J. Kung
,
Andrew P. Carverhill
An efficient ex-ante criterion for ranking investment strategies.
Appl. Math. Comput.
210 (1) (2009)
James J. Kung
A two-asset stochastic model for long-term portfolio selection.
Math. Comput. Simul.
79 (10) (2009)
James J. Kung
Multi-period asset allocation by stochastic dynamic programming.
Appl. Math. Comput.
199 (1) (2008)