Dr Huamao Wang’s paper “Dynamic portfolio optimization with transaction costs and state-dependent drift” is accepted to published in European Journal of Operational Research (ABS 3*, Elite 1), joint with Chair Prof. Klaus Reiner Schenk-HoppĂ© (Leeds & NHH), Prof. Rolf Poulsen (Copenhagen), and Dr Jan Palczewski (Leeds). This research originates from Dr Wang’s PhD thesis at Leeds. For more details, see https://kar.kent.ac.uk/41208/ .
-
Recent Posts
- Francisco N. Estrada wins GARP Research Fellowship
- Prof. Radu Tunaru invited to Universite de Nantes, in the Laboratoire d’Economie et de Management de Nantes-Atlantique (LEMNA),
- KBS PhD student Catalin Cantia awarded financial support for Advanced Modelling in Mathematical Finance conference
- Congratulations to Jun Yang
- Jun Yang is sponsored to present a paper at Boerse Stuttgart stock exchange
Recent Comments
Archives
- May 2015
- March 2015
- January 2015
- December 2014
- November 2014
- October 2014
- September 2014
- July 2014
- June 2014
- May 2014
- April 2014
- March 2014
- February 2014
- December 2013
- November 2013
- October 2013
- September 2013
- August 2013
- July 2013
- June 2013
- May 2013
- April 2013
- February 2013
- January 2013
- November 2012
- October 2012
- September 2012
- July 2012
Categories
Meta