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 |
|---|---|---|
| Nonparametric mean-lower partial moment model and enhanced index investment Computers & Operations Research | 2022-06-22 | Paper |
| A smooth non-parametric estimation framework for safety-first portfolio optimization Quantitative Finance | 2019-02-06 | Paper |
| Designing efficient and incentive compatible mechanisms is almost impossible in quasi-linear environments Economics Letters | 2018-11-22 | Paper |
| Dynamic asset-liability management in a Markov market with stochastic cash flows Quantitative Finance | 2018-11-13 | Paper |
| Index tracking model, downside risk and non-parametric kernel estimation Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
| A general impossibility theorem and its application to individual rights Mathematical Social Sciences | 2016-05-04 | Paper |
| Continuous-time mean-variance asset-liability management with endogenous liabilities Insurance Mathematics & Economics | 2014-07-16 | Paper |
Research outcomes over time
This page was built for person: Yong Li
