Lan Yi
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 |
|---|---|---|
| Forecasting market risk using ultra-high-frequency data and scaling laws Quantitative Finance | 2019-02-06 | Paper |
| A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time Operations Research Letters | 2018-09-28 | Paper |
| Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation Journal of Mathematical Analysis and Applications | 2011-02-09 | Paper |
| Pansystems ecology, management and knowledge rediscovery Kybernetes | 2010-10-07 | Paper |
| Multi-period portfolio selection for asset-liability management with uncertain investment horizon Journal of Industrial and Management Optimization | 2009-05-26 | Paper |
Research outcomes over time
This page was built for person: Lan Yi
