Gechun Liang : Citation Profile


Are you Gechun Liang?

Oxford University

3

H index

0

i10 index

11

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: 2.    Total self citations: 1 (8.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli708
   Updated: 2018-10-13    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)

Cites to:

Leland, Hayne (5)

merton, robert (2)

Rogers, Leonard (1)

Ericsson, Jan (1)

Diamond, Douglas (1)

White, Alan (1)

Lyons, Terry (1)

Pauzner, Ady (1)

Xiong, Wei (1)

Shin, Hyun Song (1)

Cheng, Ing-Haw (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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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]
paper3
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 October, 2th 2018. Contact: CitEc Team