Felix Zhiyu Feng

Member

Details

NAME
Felix Zhiyu Feng

INSTITUTION
University of Notre Dame

OFFICE PHONE NUMBER
(574)631-0428

EMAIL
ffeng@nd.edu

Featured Work

2018

Dynamic Asset Allocation with Hidden Volatility

   Mar 11,2018

We study a dynamic continuous-time principal-agent model with endogenous cash-flow volatility. The principal supplies the agent with capital for investment,...