| Publication | Date of Publication | Type |
|---|
| Optimal reinsurance strategy with mean-variance premium principle and relative performance concern | 2025-01-20 | Paper |
| Target benefit versus defined contribution scheme: a multi-period framework | 2024-07-09 | Paper |
| 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 |
| Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model | 2014-06-23 | Paper |
| Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework | 2014-06-23 | Paper |
| Social choice rules implemented in dominant strategies | 2013-01-28 | Paper |
| The maximal linearly independent group of assets and the two-fund separation theorem | 2011-09-29 | Paper |
| Portfolio model and its explicit expressions of portfolio efficient frontier with minimum investment proportion constraint | 2010-07-08 | Paper |
| A characterization of dictatorial social choice correspondences with continuous preferences | 2008-06-19 | Paper |
| The equivalent conditions of dictatorship for social welfare functions | 2008-04-04 | Paper |
| The efficient frontier and optimal strategies of mutual funds | 2007-06-11 | Paper |
| Efficient frontier and optimal strategies of mutual funds | 2007-04-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5314288 | 2005-09-05 | Paper |
