GE Lei (葛蕾)

Research Output

  1. 2020
  2. Published

    Numerical Solutions to Optimal Portfolio Selection and Consumption Strategies under Stochastic Volatility

    Ge, L. & Zhang, Q., 1 Sep 2020, In : Complexity. 2020, 16 p., 9548060.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Check@CityULib
  3. 2016
  4. Published

    Optimal strategies for asset allocation and consumption under stochastic volatility

    Zhang, Q. & Ge, L., Aug 2016, In : Applied Mathematics Letters. 58, p. 69-73

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 7
    Check@CityULib