Chunrong Hua

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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!

PublicationDate of PublicationType
Optimal investment based on relative performance and time-varying reference point under VaR and position constraints
Journal of Industrial and Management Optimization
2026-02-18Paper
Optimal asset allocation for DC pension subject to allocation and terminal wealth constraints under a remuneration scheme
Communications in Statistics. Theory and Methods
2025-02-06Paper
Optimal investment based on relative performance and weighted utility
Applied Mathematics. Series B (English Edition)
2024-07-22Paper
Comparison of ruin probabilities for two different risk processes2009-04-28Paper


Research outcomes over time


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