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Zhao Hui

School

School of Mathematics

Professional Title

Associate professor

Discipline

Mathematical Finance

Other Contact Information

Selected Papers

Current position: Personal Profile > Academic Achievements > Selected Papers

Portfolio selection problem with multiple risky assets under the constant elasticity of variance model

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Journal:Insurance: Mathematics and Economics

All the Authors:Hui Zhao, Ximin Rong

First Author:Hui Zhao

Correspondence Author:Ximin Rong

Volume:50

Issue:1

Page Number:179-190

Translation or Not:no

CN No.:null

Next One:Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model

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