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Yi-Shan Wong
Yi-Shan Wong
Actuarial Department I Cathay Life Insurance Taipei, Taiwan
Verified email at cathaylife.com.tw
Title
Cited by
Cited by
Year
On Frequency-Based Log-Optimal Portfolio With Transaction Costs
YS Wong, CH Hsieh
IEEE Control Systems Letters 7, 3489-3494, 2023
12023
On Frequency-Based Optimal Portfolio with Transaction Costs
CH Hsieh, YS Wong
arXiv preprint arXiv:2301.02754, 2023
2023
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