| Publication | Date of Publication | Type |
|---|
| Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching | 2025-01-08 | Paper |
| Optimal consumption-investment with constraints in a regime switching market with random coefficients | 2025-01-06 | Paper |
| Constrained mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients | 2024-10-18 | Paper |
| Optimal ratcheting of dividend payout under Brownian motion surplus | 2024-09-20 | Paper |
| Optimal investment, heterogeneous consumption, and best time for retirement | 2024-07-25 | Paper |
| Constrained monotone mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients | 2024-07-24 | Paper |
| Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon | 2024-02-23 | Paper |
| Relative Growth Rate Optimization Under Behavioral Criterion | 2023-11-23 | Paper |
| Comparison theorems for multi-dimensional BSDEs with jumps and applications to constrained stochastic linear-quadratic control | 2023-11-11 | Paper |
| Robust utility maximisation with intractable claims | 2023-10-12 | Paper |
| Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method | 2023-09-21 | Paper |
| Stochastic linear-quadratic control with a jump and regime switching on a random horizon | 2023-09-19 | Paper |
| Constrained Monotone Mean-Variance Problem with Random Coefficients | 2023-08-15 | Paper |
| Policy Iteration Reinforcement Learning Method for Continuous-time Mean-Field Linear-Quadratic Optimal Problem | 2023-04-30 | Paper |
| Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory | 2023-04-20 | Paper |
| Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory | 2023-04-18 | Paper |
| Optimal moral-hazard-free reinsurance under extended distortion premium principles | 2023-04-18 | Paper |
| \(g\)-expectation of distributions | 2022-11-16 | Paper |
| Optimal control of SDEs with expected path constraints and related constrained FBSDEs | 2022-11-16 | Paper |
| Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk | 2022-10-06 | Paper |
| Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints | 2022-09-23 | Paper |
| A free boundary problem arising from a multi-state regime-switching stock trading model | 2022-09-15 | Paper |
| A consumption-investment model with state-dependent lower bound constraint on consumption | 2022-08-24 | Paper |
| State-Dependent Temperature Control for Langevin Diffusions | 2022-05-31 | Paper |
| Constrained stochastic LQ control with regime switching and application to portfolio selection | 2022-03-21 | Paper |
| Constrained stochastic LQ control on infinite time horizon with regime switching | 2022-01-31 | Paper |
| Non-homogeneous stochastic LQ control with regime switching and random coefficients | 2022-01-04 | Paper |
| Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty | 2020-04-30 | Paper |
| Dividend optimization for jump-diffusion model with solvency constraints | 2020-04-07 | Paper |
| Dual utilities on risk aggregation under dependence uncertainty | 2019-09-19 | Paper |
| Optimal insurance under rank‐dependent utility and incentive compatibility | 2019-05-23 | Paper |
| Utility Maximization Under Trading Constraints with Discontinuous Utility | 2019-05-14 | Paper |
| Continuous-time Markowitz's model with constraints on wealth and portfolio | 2019-01-15 | Paper |
| Optimal insurance in the presence of reinsurance | 2018-07-17 | Paper |
| Optimal insurance design with a bonus | 2017-11-23 | Paper |
| A stochastic control problem and related free boundaries in finance | 2017-10-20 | Paper |
| An optimal consumption-investment model with constraint on consumption | 2016-10-12 | Paper |
| A NOTE ON THE QUANTILE FORMULATION | 2016-07-15 | Paper |
| Investment under duality risk measure | 2016-06-27 | Paper |
| A robust Markowitz mean-variance portfolio selection model with an intractable claim | 2016-03-31 | Paper |
| Optimal Investment Stopping Problem with Nonsmooth Utility in Finite Horizon | 2015-07-03 | Paper |
| A note on the Monge-Kantorovich problem in the plane | 2015-04-14 | Paper |
| Corrigendum to ``A new characterization of comonotonicity and its application in behavioral finance. | 2015-01-28 | Paper |
| A new characterization of comonotonicity and its application in behavioral finance | 2015-01-26 | Paper |
| Optimal stopping under probability distortion | 2013-04-24 | Paper |
| OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY | 2011-11-21 | Paper |
| Continuous-Time Markowitz's Model with Transaction Costs | 2010-02-03 | Paper |
| Thou shalt buy and hold | 2009-02-23 | Paper |
| Response to comment on ‘Thou shalt buy and hold’ | 2009-02-23 | Paper |
| BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME | 2008-05-22 | Paper |
