Detao Zhang - researchr alias

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Viewing Publication 1 - 6 from 6

2022

Long term optimal investment with regime switching: inflation, information and short salesMondher Bellalah, Akeb Hakim, Kehan Si, Detao Zhang. anor, 313(2):1373-1386, 2022. [doi]

General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraintsMondher Bellalah, Xu Guo, Shuo Wu, Detao Zhang. anor, 313(2):713-732, 2022. [doi]

2019

An intertemporal capital asset pricing model under incomplete information and short salesMondher Bellalah, Detao Zhang. anor, 281(1-2):143-159, 2019. [doi]

Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short salesMondher Bellalah, Yaosheng Xu, Detao Zhang. anor, 281(1-2):397-422, 2019. [doi]

2016

The near-optimal maximum principle of impulse control for stochastic recursive systemJianhui Huang, Detao Zhang. chinaf, 59(11):112206, 2016. [doi]

2011

Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumpsDetao Zhang. jossac, 24(4):647-662, 2011. [doi]

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