Jingyun Sun

Available identifiers

Publication	Date of Publication	Type
Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance	2023-07-21	Paper
The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors	2022-08-02	Paper
Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate	2021-10-01	Paper
https://portal.mardi4nfdi.de/entity/Q4986046	2021-04-26	Paper
Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity	2021-02-19	Paper
https://portal.mardi4nfdi.de/entity/Q5210353	2020-01-22	Paper
Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks	2019-11-28	Paper
Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model	2018-10-12	Paper
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk	2017-07-17	Paper
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model	2016-05-12	Paper
https://portal.mardi4nfdi.de/entity/Q3656451	2010-01-13	Paper
https://portal.mardi4nfdi.de/entity/Q3650833	2009-12-15	Paper
https://portal.mardi4nfdi.de/entity/Q3644702	2009-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q5319435	2009-07-22	Paper

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