Concepedia
Statistics
Publications
19
Citations
454
H-Index
14
Active since
2009
Affiliations
The University of Queensland(Current)
University of Waterloo
University of Toronto
Institute for Programming research and Algorithmics
Barcelona School of Economics
Duy‐Minh Dang is an author at The University of Queensland specializing in business, finance, and financial economics.
Publications per year
2009–2021
Better than pre-commitment mean-variance portfolio allocation strategies: A semi-self-financing Hamilton–Jacobi–Bellman equation approach
Duy‐Minh Dang, Peter Forsyth · European Journal of Operational Research · 2015 · 81 citations
Business, Economics, Finance +11
The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors
Pieter M. van Staden, Duy‐Minh Dang, Peter Forsyth · European Journal of Operational Research · 2020 · 48 citations
Business, Finance, Financial Management +16
Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach
Duy‐Minh Dang, Peter Forsyth · Numerical Methods for Partial Differential Equations · 2013 · 42 citations
Business, Finance, Mathematics +17
Time-consistent mean–variance portfolio optimization: A numerical impulse control approach
Pieter M. van Staden, Duy‐Minh Dang, Peter Forsyth · Insurance Mathematics and Economics · 2018 · 35 citations · Full text
Business, Finance, Financial Management +12
Numerical schemes for pricing Asian options under state-dependent regime-switching jump–diffusion models
Duy‐Minh Dang, Duy Nguyen, Granville Sewell · Computers & Mathematics with Applications · 2015 · 26 citations
Business, Economics, Finance +14
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