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Longjie Jia
Publication Activity (10 Years)
Years Active: 2019-2019
Publications (10 Years): 1
Top Topics
Portfolio Optimization
Stock Exchange
Portfolio Selection
Risk Measures
Top Venues
SIAM J. Financial Math.
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Publications
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Longjie Jia
,
Martijn Pistorius
,
Harry Zheng
Dynamic Portfolio Optimization with Looping Contagion Risk.
SIAM J. Financial Math.
10 (1) (2019)