6
H index
0
i10 index
76
Citations
Gechun Liang : Citation Profile
Oxford University | RESEARCH PRODUCTION: 4 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2010 - 2023). 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:
| Cites to:
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Main data
Where Gechun Liang has published?
| Journals with more than one article published | # docs |
|---|---|
| Finance and Stochastics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 15 |
Recent works citing Gechun Liang (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Retirement decision and optimal consumption-investment under addictive habit persistence. (2020). Yuan, Fengyi ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2011.10166. Full description at Econpapers || Download paper |
| 2023 | Predictable Forward Performance Processes: Infrequent Evaluation and Robo-Advising Applications. (2021). Wang, Yuwei ; Strub, Moris S ; Liang, Gechun. In: Papers. RePEc:arx:papers:2110.08900. Full description at Econpapers || Download paper |
| 2024 | Callable convertible bonds under liquidity constraints. (2021). Sun, Haodong ; Liang, Gechun ; Hobson, David. In: Papers. RePEc:arx:papers:2111.02554. Full description at Econpapers || Download paper |
| 2023 | Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints. (2021). Tian, Dejian ; Feng, Zixin. In: Papers. RePEc:arx:papers:2111.09032. Full description at Econpapers || Download paper |
| 2023 | Predictable Relative Forward Performance Processes: Multi-Agent and Mean Field Games for Portfolio Management. (2023). Strub, Moris ; Liang, Gechun ; Wang, Yuwei. In: Papers. RePEc:arx:papers:2311.04841. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Optimal expansion of business opportunity. (2023). Wong, Hoi Ying ; Chiu, Mei Choi ; Chen, Kexin ; Wang, Ling. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:432-445. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Gechun Liang:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | A Functional Approach to FBSDEs and Its Application in Optimal Portfolios In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2015 | Funding Liquidity, Debt Tenor Structure, and Creditors Belief: An Exogenous Dynamic Debt Run Model In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2014 | Pseudo Linear Pricing Rule for Utility Indifference Valuation In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Pseudo linear pricing rule for utility indifference valuation.(2014) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2015 | Dynkin Game of Convertible Bonds and Their Optimal Strategy In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Indifference Pricing and Hedging in a Multiple-Priors Model with Trading Constraints In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Representation of homothetic forward performance processes in stochastic factor models via ergodic and infinite horizon BSDE In: Papers. [Full Text][Citation analysis] | paper | 9 |
| 2017 | An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2019 | An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior.(2019) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2018 | Exponential utility maximization and indifference valuation with unbounded payoffs In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2019 | Dynkin games with Poisson random intervention times In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Analysis of the optimal exercise boundary of American put options with delivery lags In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Optimal investment and consumption with forward preferences and uncertain parameters In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2020 | Systems of ergodic BSDEs arising in regime switching forward performance processes In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2020 | Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2019 | An ergodic BSDE approach to entropic risk measure and its large time behavior In: Post-Print. [Citation analysis] | paper | 2 |
| 2014 | A Multiperiod Bank Run Model for Liquidity Risk In: Review of Finance. [Full Text][Citation analysis] | article | 7 |
| 2011 | THE VALUATION OF THE BASKET CDS IN A PRIMARY-SUBSIDIARY MODEL In: Asia-Pacific Journal of Operational Research (APJOR). [Full Text][Citation analysis] | article | 0 |
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