Kangjianan Xie

Functionally generated portfolios in stochastic portfolio theory

Kangjianan Xie, Kangjianan Xie, 2020 .

The Impact of Proportional Transaction Costs on Systematically Generated Portfolios

Kangjianan Xie, Johannes Ruf, J. Ruf, 2019, SIAM J. Financial Math..

Leakage of rank-dependent functionally generated trading strategies

Kangjianan Xie, 2019 .

Generalised Lyapunov Functions and Functionally Generated Trading Strategies

Kangjianan Xie, Johannes Ruf, J. Ruf, 2019, Applied Mathematical Finance.