Dynamic Portfolio Allocation Under Market Incompleteness and Wealth Effects
- Yiwen Shen ,
Corresponding Author
Yiwen Shen
[email protected]https://orcid.org/0000-0002-9170-9044
School of Business and Management, Hong Kong University of Science and Technology, Hong Kong
- Chenxu Li ,
Chenxu Li
[email protected]https://orcid.org/0000-0002-6002-2610
Guanghua School of Management, Peking University, Beijing 100871, China
- Olivier Scaillet ,
Olivier Scaillet
[email protected]https://orcid.org/0000-0002-3948-6891
Swiss Finance Institute, 8006 Geneva, Switzerland; and Finance and Statistics, Geneva Finance Research Institute, University of Geneva, 1211 Geneva, Switzerland
- Yueting Jiang
Yueting Jiang
[email protected]https://orcid.org/0009-0007-5801-1457
Chinese University of Hong Kong Business School, Chinese University of Hong Kong, Hong Kong
Corresponding Author
Yiwen Shen
[email protected]https://orcid.org/0000-0002-9170-9044
School of Business and Management, Hong Kong University of Science and Technology, Hong Kong
Chenxu Li
[email protected]https://orcid.org/0000-0002-6002-2610
Guanghua School of Management, Peking University, Beijing 100871, China
Olivier Scaillet
[email protected]https://orcid.org/0000-0002-3948-6891
Swiss Finance Institute, 8006 Geneva, Switzerland; and Finance and Statistics, Geneva Finance Research Institute, University of Geneva, 1211 Geneva, Switzerland
Yueting Jiang
[email protected]https://orcid.org/0009-0007-5801-1457
Chinese University of Hong Kong Business School, Chinese University of Hong Kong, Hong Kong
