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Junhe Chen

Junhe Chen

Western University

H-index: 2

North America-Canada

Contact Junhe Chen

About Junhe Chen

Junhe Chen, With an exceptional h-index of 2 and a recent h-index of 2 (since 2020), a distinguished researcher at Western University, specializes in the field of Financial Mathematics, Game Theory, Stochastic Optimal Control, Quantitative Finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

Deterministic Asymmetric-cost Differential Games for Energy Production with Production Bounds

Model uncertainty on commodity portfolios, the role of convenience yield

Robust portfolios with commodities and stochastic interest rates

Application of Stochastic Control to Portfolio Optimization and Energy Finance

Junhe Chen Information

University

Position

Ph.D.

Citations(all)

20

Citations(since 2020)

13

Cited By

13

hIndex(all)

2

hIndex(since 2020)

2

i10Index(all)

1

i10Index(since 2020)

1

Email

University Profile Page

Google Scholar

Junhe Chen Skills & Research Interests

Financial Mathematics

Game Theory

Stochastic Optimal Control

Quantitative Finance

Top articles of Junhe Chen

Deterministic Asymmetric-cost Differential Games for Energy Production with Production Bounds

Operations Research Forum

2021/12

Junhe Chen
Junhe Chen

H-Index: 1

Matt Davison
Matt Davison

H-Index: 14

Model uncertainty on commodity portfolios, the role of convenience yield

Annals of Finance

2021/12

Junhe Chen
Junhe Chen

H-Index: 1

Robust portfolios with commodities and stochastic interest rates

Quantitative Finance

2021/6/3

Junhe Chen
Junhe Chen

H-Index: 1

Matt Davison
Matt Davison

H-Index: 14

Application of Stochastic Control to Portfolio Optimization and Energy Finance

2021

Junhe Chen
Junhe Chen

H-Index: 1

See List of Professors in Junhe Chen University(Western University)