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Researcher
Jiang Ye
- Keywords:Economics and applied economics
Affiliations
- Business (Department)
Member
From1 Jan 2019 → 30 Sep 2022 - Business (Department)
Member
From1 Jan 2019 → 30 Sep 2022 - Faculty of Economic and Social Sciences and Solvay Business School (Faculty)
Member
From8 Sep 2015 → 2 Jul 2019
Publications
1 - 4 of 4
- A new efficiency test for ranking investments: Application to hedge fund performance(2019)
Authors: Carole Bernard, Jiang Ye, Steven Vanduffel
Pages: 203-207 - Optimal strategies under Omega ratio(2019)
Authors: Carole Bernard, Steven Vanduffel, Jiang Ye
Pages: 755-767 - Essays on Optimal Portfolio Choice(2019)
Authors: Jiang Ye, Steven Vanduffel
- OPTIMAL PORTFOLIO UNDER STATE-DEPENDENT EXPECTED UTILITY(2018)
Authors: Jiang Ye