Hedge and Mutual Funds’ Fees and the Separation of Private Investments P Guasoni, G Wang Finance and Stochastics 19 (3), 473–507, 2015 | 15* | 2015 |
Consumption and Investment with Interest Rate Risk P Guasoni, G Wang Journal of Mathematical Analysis and Applications 476 (1), 215-239, 2019 | 11 | 2019 |
Consumption in incomplete markets P Guasoni, G Wang Finance and Stochastics 24 (2), 383-422, 2020 | 10 | 2020 |
Should commodity investors follow commodities' prices? P Guasoni, A Tolomeo, G Wang SIAM Journal on Financial Mathematics 10 (2), 466-490, 2019 | 10 | 2019 |
Optimal fee structure of variable annuities G Wang, B Zou Insurance: Mathematics and Economics 101, 587-601, 2021 | 8 | 2021 |
Sharing profits in the sharing economy P Guasoni, G Wang SIAM Journal on Control and Optimization 58 (6), 3559-3585, 2020 | 6 | 2020 |
Quantile Hedging in a semi-static market with model uncertainty E Bayraktar, G Wang Mathematical Methods of Operations Research 87 (2), 197-227, 2018 | 4 | 2018 |
Fund managers’ competition for investment flows based on relative performance G Wang, J Ye Journal of Optimization Theory and Applications 198 (2), 605-643, 2023 | 1 | 2023 |
Performance Fees with Stochastic Benchmark G Wang SIAM Journal on Financial Mathematics 13 (2), 619-652, 2022 | 1 | 2022 |
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 |
Stochastic control problems with performance fees and incomplete markets G Wang Boston University, 2013 | | 2013 |