Haixiang Yao

Available identifiers

zbMath Open yao.haixiangMaRDI QIDQ273345

List of research outcomes

Publication	Date of Publication	Type
Stochastic differential reinsurance and investment games with delay under VaR constraints⋆	2024-02-23	Paper
Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity	2023-08-16	Paper
Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance	2023-07-21	Paper
Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching	2023-03-29	Paper
An accurate European option pricing model under fractional stable process based on Feynman path integral	2022-06-27	Paper
Nonparametric mean-lower partial moment model and enhanced index investment	2022-06-22	Paper
Optimal health insurance with constraints under utility of health, wealth and income	2022-06-09	Paper
Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk	2022-02-16	Paper
Optimal investment and risk control problems with delay for an insurer in defaultable market	2021-11-12	Paper
Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate	2021-09-10	Paper
Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching	2020-07-16	Paper
Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks	2019-11-28	Paper
CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING	2019-11-08	Paper
A smooth non-parametric estimation framework for safety-first portfolio optimization	2019-02-06	Paper
The premium of dynamic trading in a discrete-time setting	2018-11-13	Paper
Dynamic asset–liability management in a Markov market with stochastic cash flows	2018-11-13	Paper
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause	2018-08-28	Paper
Index tracking model, downside risk and non-parametric kernel estimation	2018-08-13	Paper
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing	2018-06-15	Paper
Optimal investment management for a defined contribution pension fund under imperfect information	2018-04-12	Paper
SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS	2017-10-17	Paper
Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset	2017-05-22	Paper
Multi-period defined contribution pension funds investment management with regime-switching and mortality risk	2016-12-14	Paper
Mean-CVaR portfolio selection: a nonparametric estimation framework	2016-11-14	Paper
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability	2016-10-07	Paper
Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods	2016-04-21	Paper
Characterization of efficient frontier for mean-variance model with a drawdown constraint	2016-01-18	Paper
Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate	2015-07-31	Paper
Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps	2015-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q5498047	2015-02-11	Paper
Continuous-time mean-variance asset-liability management with endogenous liabilities	2014-07-16	Paper
Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework	2014-06-23	Paper
Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model	2014-06-23	Paper
Social choice rules implemented in dominant strategies	2013-01-28	Paper
https://portal.mardi4nfdi.de/entity/Q3169629	2011-09-29	Paper
https://portal.mardi4nfdi.de/entity/Q3572615	2010-07-08	Paper
A characterization of dictatorial social choice correspondences with continuous preferences	2008-06-19	Paper
https://portal.mardi4nfdi.de/entity/Q5456219	2008-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q3445388	2007-06-11	Paper
https://portal.mardi4nfdi.de/entity/Q3431134	2007-04-05	Paper
https://portal.mardi4nfdi.de/entity/Q5314288	2005-09-05	Paper

Research outcomes over time

Doctoral students

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