The following pages link to Jingzhen Liu (Q379026):
Displayed 22 items.
- Optimal stochastic differential games with VaR constraints (Q379028) (← links)
- Optimal investment-consumption problem with constraint (Q380510) (← links)
- Optimality of \((s,S)\) policies with nonlinear processes (Q523979) (← links)
- Non-exponential discounting portfolio management with habit formation (Q828997) (← links)
- The optimal mean variance problem with inflation (Q894986) (← links)
- Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
- Ergodic control for a mean reverting inventory model (Q1716996) (← links)
- Utility maximization with habit formation of interaction (Q1983703) (← links)
- Optimal investment, consumption and life insurance strategies under stochastic differential utility with habit formation (Q2097503) (← links)
- Optimal insurance in a changing economy (Q2438339) (← links)
- Optimal investment with a value-at-risk constraint (Q2450805) (← links)
- Mean-variance portfolio selection with random investment horizon (Q2691411) (← links)
- Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609) (← links)
- (Q3076650) (← links)
- (Q3599299) (← links)
- Optimal investment of an insurer with regime-switching and risk constraint (Q4576870) (← links)
- Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand (Q4601236) (← links)
- A decomposition method for optimal portfolios with regime-switching and risk constraint (Q4921211) (← links)
- (Q4983877) (← links)
- Time-consistent lifetime portfolio selection under smooth ambiguity (Q6099182) (← links)
- Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)
- Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting (Q6181519) (← links)