Lanzhi Yang

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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!

PublicationDate of PublicationType
Dynamic mean-variance portfolio selection under factor models
Journal of Economic Dynamics & Control
2025-06-10Paper
Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem
Operations Research Letters
2021-04-07Paper


Research outcomes over time


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