Hongcan Lin
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Mean-expectile portfolio selection Applied Mathematics and Optimization | 2021-07-15 | Paper |
| BSDE approach to utility maximization with square-root factor processes Operations Research Letters | 2020-04-07 | Paper |
| Portfolio optimization with performance ratios International Journal of Theoretical and Applied Finance | 2019-09-09 | Paper |
| Optimal investment strategies for participating contracts Insurance Mathematics & Economics | 2017-11-23 | Paper |
Research outcomes over time
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