Gechun Liang : Citation Profile


Are you Gechun Liang?

Oxford University

3

H index

0

i10 index

12

Citations

RESEARCH PRODUCTION:

1

Articles

4

Papers

RESEARCH ACTIVITY:

   5 years (2010 - 2015). See details.
   Cites by year: 2
   Journals where Gechun Liang has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (7.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli708
   Updated: 2019-01-20    RAS profile: 2015-01-16    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Gechun Liang.

Is cited by:

Itkin, Andrey (2)

Dermine, jean (1)

He, Xuezhong (1)

Lütkebohmert, Eva (1)

Cites to:

Leland, Hayne (5)

merton, robert (2)

Dybvig, Philip (1)

Rogers, Leonard (1)

Shin, Hyun Song (1)

Adrian, Tobias (1)

sirbu, mirela (1)

Ericsson, Jan (1)

Cheng, Ing-Haw (1)

Diamond, Douglas (1)

Xiong, Wei (1)

Main data


Where Gechun Liang has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org4

Recent works citing Gechun Liang (2018 and 2017)


YearTitle of citing document
2017An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior. (2017). Chong, Wing Fung ; Zariphopoulou, Thaleia ; Liang, Gechun ; Hu, Ying. In: Papers. RePEc:arx:papers:1607.02289.

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2018Exponential utility maximization and indifference valuation with unbounded payoffs. (2018). Hu, Ying ; Tang, Shanjian ; Liang, Gechun. In: Papers. RePEc:arx:papers:1707.00199.

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2017Rollover risk and credit risk under time-varying margin. (2017). Lütkebohmert, Eva ; He, Xuezhong ; Xiao, Yajun ; Lutkebohmert, Eva. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:3:p:455-469.

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Works by Gechun Liang:


YearTitleTypeCited
2010A Functional Approach to FBSDEs and Its Application in Optimal Portfolios In: Papers.
[Full Text][Citation analysis]
paper0
2015A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk In: Papers.
[Full Text][Citation analysis]
paper4
2015Funding Liquidity, Debt Tenor Structure, and Creditors Belief: An Exogenous Dynamic Debt Run Model In: Papers.
[Full Text][Citation analysis]
paper4
2014Pseudo Linear Pricing Rule for Utility Indifference Valuation In: Papers.
[Full Text][Citation analysis]
paper4
2014Pseudo linear pricing rule for utility indifference valuation.(2014) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 3th 2019. Contact: CitEc Team