Jingzhen Liu

Available identifiers

zbMath Open liu.jingzhenMaRDI QIDQ379026

List of research outcomes

Publication	Date of Publication	Type
Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting	2024-01-02	Paper
Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach	2023-07-03	Paper
Time-consistent lifetime portfolio selection under smooth ambiguity	2023-06-19	Paper
Mean-variance portfolio selection with random investment horizon	2023-03-29	Paper
Optimal investment, consumption and life insurance strategies under stochastic differential utility with habit formation	2022-11-14	Paper
Utility maximization with habit formation of interaction	2021-09-10	Paper
Non-exponential discounting portfolio management with habit formation	2021-05-05	Paper
https://portal.mardi4nfdi.de/entity/Q4983877	2021-04-26	Paper
Ergodic control for a mean reverting inventory model	2019-02-05	Paper
Optimal investment of an insurer with regime-switching and risk constraint	2018-07-11	Paper
Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand	2018-01-12	Paper
Optimality of \((s,S)\) policies with nonlinear processes	2017-04-25	Paper
The optimal mean variance problem with inflation	2015-11-25	Paper
Optimal investment with a value-at-risk constraint	2014-05-16	Paper
Optimal insurance in a changing economy	2014-03-11	Paper
Optimal investment-reinsurance with dynamic risk constraint and regime switching	2013-12-17	Paper
Optimal investment-consumption problem with constraint	2013-11-14	Paper
Optimal stochastic differential games with VaR constraints	2013-11-12	Paper
A decomposition method for optimal portfolios with regime-switching and risk constraint	2013-05-23	Paper
https://portal.mardi4nfdi.de/entity/Q3076650	2011-02-23	Paper
Optimal portfolios with regime switching and value-at-risk constraint	2010-06-17	Paper
https://portal.mardi4nfdi.de/entity/Q3599299	2009-02-03	Paper

Research outcomes over time

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