James J. Kung

According to our database, James J. Kung authored at least 6 papers between 2008 and 2014.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2014

Optimal Portfolio Decision Rule Under Nonparametric Characterization of the Interest Rate Dynamics.

James J. Kung

J. Optim. Theory Appl., 2014

2013

An evaluation of some popular investment strategies under stochastic interest rates.

James J. Kung, E.-Ching Wu

Math. Comput. Simul., 2013

2009

Option pricing under the Merton model of the short rate.

James J. Kung, Lung-Sheng Lee

Math. Comput. Simul., 2009

A two-asset stochastic model for long-term portfolio selection.

James J. Kung

Math. Comput. Simul., 2009

An efficient ex-ante criterion for ranking investment strategies.

James J. Kung, Andrew P. Carverhill

Appl. Math. Comput., 2009

2008

Multi-period asset allocation by stochastic dynamic programming.

James J. Kung

Appl. Math. Comput., 2008