Zhou Yang

South China Normal University - Department of Math

Guangzhou, 510631

China

  • South China Normal University - Department of Math

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

Optimal Trend Following Trading Rules

Number of pages: 20 Posted: 27 Jun 2010 Last Revised: 12 Jun 2015
Min Dai, Zhou Yang, Qing Zhang and Qiji Jim Zhu
National University of Singapore, South China Normal University - Department of Math, University of Georgia - Department of Mathematics and Western Michigan University
Downloads 1,361 (16,809)
Citation 1

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2.

Leverage Management in a Bull-Bear Switching Market

UIC College of Business Administration Research Paper No. 10-08
Number of pages: 27 Posted: 17 Mar 2010
Min Dai, Zhou Yang and Hefei Wang
National University of Singapore, South China Normal University - Department of Math and University of Illinois at Chicago - Department of Finance
Downloads 261 (139,965)
Citation 2

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3.

Optimal Stock Selling Based on the Global Maximum

Number of pages: 20 Posted: 23 Feb 2012
Min Dai, Zhou Yang and Yifei Zhong
National University of Singapore, South China Normal University - Department of Math and University of Oxford - Mathematical Institute
Downloads 169 (209,732)

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Optimal selling strategy, global maximum, square error, variational inequality

4.

A Note on Finite Horizon Optimal Investment and Consumption with Transaction Cost

SIAM Journal of Control and Optimization, Vol. 48, pp. 1134-1154, 2009
Number of pages: 8 Posted: 09 Mar 2011
Min Dai and Zhou Yang
National University of Singapore and South China Normal University - Department of Math
Downloads 144 (239,457)

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optimal investment and consumption, transaction costs, finite horizon