Rongju Zhang

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Papers (4)

1. Optimal FX Hedge Tenor with Liquidity Risk q-fin.RM · 2019 · author #1
2. Local Control Regression: Improving the Least Squares Monte Carlo Method for Portfolio Optimization q-fin.PM · 2018 · author #1
3. Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method q-fin.PM · 2017 · author #1
4. Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach q-fin.PM · 2016 · author #1

Mentions

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Frequent Coauthors

• Fima Klebaner 3 shared papers
• kais Hamza 3 shared papers
• Nicolas Langren\'e 3 shared papers
• Yu Tian 3 shared papers
• Zili Zhu 3 shared papers
• Gregoire Loeper 1 shared papers
• Mark Aarons 1 shared papers