Ryle S Perera
Ryle S Perera
Verified email at mq.edu.au
Title
Cited by
Cited by
Year
Optimal consumption, investment and insurance with insurable risk for an investor in a LÚvy market
RS Perera
Insurance: Mathematics and Economics 46 (3), 479-484, 2010
272010
Adjustment of direct high-density lipoprotein cholesterol measurements according to intercurrent triglyceride corrects for interference by triglyceride-rich lipoproteins
NJ Perera, JC Burns, RS Perera, B Lewis, DR Sullivan
Journal of clinical lipidology 4 (4), 305-309, 2010
72010
Optimal asset allocation for a bank under risk control
RS Perera, K Sato
International Journal of Financial Engineering 5 (03), 1850022, 2018
42018
An optimal investment and risk control policy for a bank under exponential utility
RS Perera
Stochastic Models 33 (3), 343-375, 2017
42017
Dynamic asset allocation for a bank under CRRA and HARA framework
RS Perera
International Journal of Financial Engineering 2 (03), 1550031, 2015
42015
Optimal investment, consumption–leisure, insurance and retirement choice
RS Perera
Annals of Finance 9 (4), 689-723, 2013
42013
An evolutionary game theory strategy for carbon emission reduction in the electricity market
RS Perera
International Game Theory Review 20 (04), 1850008, 2018
32018
Transboundary Emission Under Stochastic Differential Game
RS Perera
International Game Theory Review 23 (01), 2050009, 2021
12021
The role of index bonds in optimal asset allocation and currency hedging.
RS Perera
12004
The role of index bonds in universal currency hedging
RS Perera
Applied Mathematical Finance 7 (4), 271-284, 2000
12000
A Stackelberg-Nash-Cournot Equilibrium in a Pollution Reduction Scheme
RS Perera
International Game Theory Review, 2021
2021
Impact of Hybrid-Enabling Technology on Bertrand-Nash Equilibrium Subject to Energy Sources
RS Perera
Carbon Capture, 2020
2020
The impact of savings withdrawals on a banker’s capital holdings subject to Basel III Accord
RS Perera, K Sato
Annals of Financial Economics 15 (02), 2050006, 2020
2020
Provisions for bank deposit withdrawals and portfolio selection
RS Perera
International Journal of Financial Engineering 7 (01), 1950037, 2020
2020
Role of Hybrid-Enabling Technology when Selecting Energy Sources via a Stochastic Differential Game
RS Perera
Carbon Capture, 2020
2020
Stochastic volatility asymptotics for optimal subsistence consumption and investment with bankruptcy
RS Perera
Mathematical Reviews, MR4043095, 2020
2020
Mixed-asset portfolio allocation under mean-reverting asset returns
RS Perera
Mathematical Reviews, MR4013942, 2020
2020
The maximum surplus before ruin in a jump-diffusion insurance risk process with dependence
RS Perera
Mathematical Reviews, MR3986191, 2019
2019
Portfolio optimization for a large investor controlling market sentiment under partial Information
RS Perera
Mathematical Reviews, MR3945238, 2019
2019
Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization
RS Perera
Mathematical Reviews, MR3902627, 2019
2019
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