Homepage Publications Working Papers

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Working Papers

1. Chen, X., Saunders, D., and Chadam, J., 2018, “Analysis of an Optimal Stopping Problem Arising in Hedge Fund Investing”, Submitted to the European Journal of Applied Mathematics, 27 Pages.
2. Lin, H., Saunders, D., and Weng, C., 2018, “Portfolio Optimization and Performance Ratios”, Submitted to the International Journal of Theoretical and Applied Finance, 30 Pages.
3. MacKay, A., Boyle, P., Hardy, M., Saunders, D., amd Zhang, S., 2017, “Variable Payout Annuities: How Optimal are Optimal Solutions?”, Submitted to the North American Actuarial Journal.