Hui Mi

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
Robust optimal asset–liability management with delay and ambiguity aversion in a jump-diffusion market International Journal of Control	2023-12-15	Paper
scientific article; zbMATH DE number 7745106 (Why is no real title available?)	2023-10-02	Paper
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory Insurance Mathematics & Economics	2023-04-20	Paper
Mean-variance problem for an insurer with dependent risks and stochastic interest rate in a jump-diffusion market Optimization	2022-10-12	Paper
Robust optimal asset-liability management with penalization on ambiguity Journal of Industrial and Management Optimization	2022-08-23	Paper
Robust optimal investment problem with delay under Heston's model Methodology and Computing in Applied Probability	2022-07-07	Paper
Portfolio optimization under safety first expected utility with nonlinear probability distortion Chaos, Solitons and Fractals	2022-05-31	Paper
Optimal investment problem with complete memory on an infinite time horizon Communications in Statistics: Theory and Methods	2022-05-25	Paper
Optimal investment with derivatives and pricing in an incomplete market Journal of Computational and Applied Mathematics	2020-01-31	Paper
Dynamic asset allocation with loss aversion in a jump-diffusion model Acta Mathematicae Applicatae Sinica. English Series	2015-07-22	Paper
Dynamic valuation of options on non-traded assets and trading strategies Journal of Systems Science and Complexity	2014-09-15	Paper
Optimal investment strategies with VaR constraint under the rank dependent utility maximization	2014-06-30	Paper
Continuous-time portfolio selection with loss aversion in an incomplete market	2013-01-24	Paper
Notes on limit distributions of urn models	2009-03-06	Paper

Research outcomes over time

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