Duy Minh Dang

Duy Minh Dang

University of Queensland - St Lucia / Australia
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 121475
The University of Queensland
person_outline Duy Minh Dang's MOST POPULAR ARTICLES
1-) Better than pre-commitment mean-variance portfolio allocation strategies: A semi-self-financing Hamilton–Jacobi–Bellman equation approachDM Dang, PA ForsythEuropean Journal of Operational Research 250 (3), 827-841, 2016742016
2-) Continuous time mean-variance optimal portfolio allocation under jump diffusion: An numerical impulse control approachDM Dang, PA ForsythNumerical Methods for Partial Differential Equations 30 (2), 664-698, 2014532014
3-) Continuous Time Mean-Variance Optimal Portfolio Allocation Under Jump Diffusion: An Numerical Impulse Control ApproachDM Dang, P ForsythNumerical methods for Partial Differential Equations (to appear), 2013532013
4-) Time-consistent mean–variance portfolio optimization: A numerical impulse control approachPM Van Staden, DM Dang, PA ForsythInsurance: Mathematics and Economics 83, 9-28, 2018502018
5-) The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errorsPM van Staden, DM Dang, PA ForsythEuropean Journal of Operational Research 289 (2), 774-792, 2021462021