Ye-Qi Zhu

Publication Activity (10 Years)

Years Active: 2016-2016
Publications (10 Years): 1

Top Topics

Decision Makers

Utility Function

Stochastic Programming

Top Venues

SIAM J. Financial Math.

Publications

David Hobson, Ye-Qi Zhu
Optimal Consumption and Sale Strategies for a Risk Averse Agent. SIAM J. Financial Math. 7 (1) (2016)