Dong-Mei Zhu

According to our database1, Dong-Mei Zhu authored at least 8 papers between 2011 and 2022.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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PhD thesis 
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Links

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Bibliography

2022
Effective Approximation Methods for Constrained Utility Maximization with Drift Uncertainty.
J. Optim. Theory Appl., 2022

2021
Optimal pairs trading with dynamic mean-variance objective.
Math. Methods Oper. Res., 2021

2017
A Higher-order interactive hidden Markov model and its applications.
OR Spectr., 2017

2016
Sufficient conditions for the ergodicity of fuzzy Markov chains.
Fuzzy Sets Syst., 2016

Optimal portfolios with maximum Value-at-Risk constraint under a hidden Markovian regime-switching model.
Autom., 2016

2014
On pricing and hedging basket credit derivatives with dependent structure.
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

2012
Asset Allocation under Regime-Switching Models.
Proceedings of the Fifth International Conference on Business Intelligence and Financial Engineering, 2012

2011
Multivariate Markov chain models for production planning.
Int. J. Intell. Eng. Informatics, 2011


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