Gu Wang
Title
Cited by
Cited by
Year
Hedge and Mutual Funds’ Fees and the Separation of Private Investments
P Guasoni, G Wang
Finance and Stochastics 19 (3), 473–507, 2015
13*2015
Consumption in incomplete markets
P Guasoni, G Wang
Finance and Stochastics 24 (2), 383-422, 2020
62020
Should Commodity Investors Follow Commodities' Prices?
P Guasoni, A Tolomeo, G Wang
SIAM Journal on Financial Mathematics 10 (2), 466-490, 2019
52019
Consumption and Investment with Interest Rate Risk
P Guasoni, G Wang
Journal of Mathematical Analysis and Applications 476 (1), 215-239, 2019
52019
Sharing profits in the sharing economy
P Guasoni, G Wang
SIAM Journal on Control and Optimization 58 (6), 3559-3585, 2020
22020
Quantile Hedging in a semi-static market with model uncertainty
E Bayraktar, G Wang
Mathematical Methods of Operations Research 87 (2), 197-227, 2018
22018
Mutual Funds' Competition for Investment Flows based on Relative Performance
G Wang, J Ye
Available at SSRN 3609503, 2020
2020
Exit problems as the generalized solutions of Dirichlet problems
Y Han, Q Song, G Wang
SIAM Journal on Control and Optimization 57 (4), 2392-2414, 2019
2019
High-Water Mark Fees with Stochastic Benchmark
G Wang
Available at SSRN 3001937, 2018
2018
Stochastic control problems with performance fees and incomplete markets
G Wang
Boston University, 2013
2013
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Articles 1–10