All Stories

  1. Risk-Sensitive Asset Management and Cascading Defaults

    Article • Mathematics of Operations Research, February 2018, INFORMS

    Lijun Bo

  2. Optimal Credit Investment with Borrowing Costs

    Article • Mathematics of Operations Research, December 2016, INFORMS

    Lijun Bo

  3. Robust Optimization of Credit Portfolios

    Article • Mathematics of Operations Research, September 2016, INFORMS

    Lijun Bo

  4. First passage times of constant-elasticity-of-variance processes with two-sided reflecting barriers

    Article • Journal of Applied Probability, December 2012, Cambridge University Press

    Lijun Bo