Zhongfeng Yan
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Person:2048473
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 |
|---|---|---|
| A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection Operations Research | 2022-05-31 | Paper |
| Mean field verification theorem Communications in Information and Systems | 2021-08-06 | Paper |
| Capital accumulation with constraint: a mean field type control framework | 2020-11-12 | Paper |
| A mean-variance approach to capital investment optimization SIAM Journal on Financial Mathematics | 2019-05-14 | Paper |
| REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING Mathematical Finance | 2017-03-13 | Paper |
| Threshold-type policies for real options using regime-switching models SIAM Journal on Financial Mathematics | 2013-01-25 | Paper |
Research outcomes over time
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