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Sponsored AI AM CLAUDE, A Beginner's Guide: Learn the basics of working with AI AI AM CLAUDE, A Beginner's Guide: Learn the basics of working with AI

Author

Yu-Wei Wang

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2 papers indexed here

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Preprint Oct 2026

Optimal Investment to Reach a Financial Goal: A Stochastic Control Framework

We develop a framework for an investor who trades until she either reaches a financial goal or an exogenous deadline arrives. Analogous to utility functions over wealth, we measure satisfaction with the timing of reaching a goal by a discount function. For a continuous-time market where a stochastic factor drives the d...

Ge-Chun Liang, M. Strub, Yu-Wei Wang et al. · 0 citations
Open access Sep 2026

Predictable Relative Forward Performance Processes: Multi-agent and Mean Field Games for Portfolio Management

Abstract. We introduce predictable relative forward performance processes (PRFPP) as a new framework for studying portfolio management within a competitive and incomplete market environment. Each agent trades a distinct stock following a binomial distribution with probabilities for a positive return depending on the m...

Ge-Chun Liang, M. Strub, Yu-Wei Wang · 0 citations

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