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Disambiguation of "Yam, Sheung Chi Phillip"

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A mean-variance portfolio selection problem subject to a benchmark constraint: An existence result.

, , and . Risk Decis. Anal., 4 (1): 25-38 (2013)

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Phillip Thiebes

Thomas Phillip

Phillip Schley

Phillip Würzinger

Phillip Inderhees

 

Other publications of authors with the same name

Optimal asset allocation: Risk and information uncertainty., , and . Eur. J. Oper. Res., 251 (2): 554-561 (2016)Probabilistic solutions for a class of deterministic optimal allocation problems., , , and . J. Comput. Appl. Math., (2018)Linear-Quadratic Time-Inconsistent Mean Field Games., , and . Dyn. Games Appl., 3 (4): 537-552 (2013)Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm., , , and . SIAM J. Numer. Anal., 61 (2): 973-994 (April 2023)A test for the equality of multiple Sharpe ratios, , and . Journal of Risk, (2014)Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays., , , and . SIAM J. Control and Optimization, 55 (4): 2748-2781 (2017)Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting., , , and . SIAM J. Financial Math., 5 (1): 153-190 (2014)Mean Field Games With Parametrized Followers., , , and . IEEE Trans. Automat. Contr., 65 (1): 12-27 (2020)Linear-Quadratic Mean Field Games., , , and . J. Optimization Theory and Applications, 169 (2): 496-529 (2016)Mean-Field-Type Games with Jump and Regime Switching., , , and . Dyn. Games Appl., 10 (1): 19-57 (2020)