| Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck 4/2 models. Y Zhu, M Escobar-Anel Applied Mathematics and Computation 418, 126836, 2022 | 9 | 2022 |
| A polynomial-affine approximation for dynamic portfolio choice Y Zhu, M Escobar-Anel, M Davison Computational Economics 62 (3), 1177-1213, 2023 | 2 | 2023 |
| Derivatives-based portfolio decisions: an expected utility insight M Escobar-Anel, M Davison, Y Zhu Annals of Finance 18 (2), 217-246, 2022 | 2 | 2022 |
| Optimal market completion through financial derivatives with applications to volatility risk M Davison, M Escobar-Anel, Y Zhu arXiv preprint arXiv:2202.08148, 2022 | 2 | 2022 |
| A neural network monte carlo approximation for expected utility theory Y Zhu, M Escobar-Anel Journal of Risk and Financial Management 14 (7), 322, 2021 | 2 | 2021 |
| Application Of A Polynomial Affine Method In Dynamic Portfolio Choice Y Zhu The University of Western Ontario (Canada), 2022 | | 2022 |
