Dan Ren

Dan Ren

University of Dayton - Dayton / United States
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5614219
person_outline Dan Ren's MOST POPULAR ARTICLES
1-) Shortfall aversion Mathematical Finance 30 (3), 869-920, 2020
2-) On the upper bound of the number of modes of a multivariate normal mixture Journal of Multivariate Analysis 108, 41-52, 2012
3-) Theorems on boundedness of solutions to stochastic delay differential equations Electronic Journal of Differential Equations 2016 (194), 2016
4-) Optimal asset allocation with stochastic interest rates in regime-switching models International Journal of Theoretical and Applied Finance 21 (05), 1850032, 2018
5-) Portfolio Optimization Using Regime-Switching Stochastic Interest Rate and Stochastic Volatility Models Modeling, stochastic control, Optimization, and Applications, 407-425, 2019