Yumo Zhang

Available identifiers

Publication	Date of Publication	Type
Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models	2024-07-17	Paper
Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility	2024-05-17	Paper
Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach	2024-05-06	Paper
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics	2024-02-13	Paper
Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks	2023-11-23	Paper
Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models	2023-07-04	Paper
Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach	2023-06-12	Paper
Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences	2023-03-29	Paper
Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading	2023-03-29	Paper
Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate	2022-12-14	Paper

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