| Publication | Date of Publication | Type |
|---|
Time-consistent strategies between two competitive DC pension plans with the return of premiums clauses and salary risk
Communications in Statistics. Theory and Methods | 2024-11-20 | Paper |
Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments
Acta Mathematicae Applicatae Sinica. English Series | 2023-05-12 | Paper |
Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model
Optimization | 2023-03-09 | Paper |
Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model
Communications in Statistics: Theory and Methods | 2022-12-16 | Paper |
Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria
Journal of Industrial and Management Optimization | 2022-02-16 | Paper |
Application of filtering methods in asset pricing
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Optimal investment and reinsurance under Vasicek interest rate and Heston model | 2020-10-27 | Paper |
| Defined-contribution pension plan with stochastic interest rate and stochastic volatility | 2019-10-02 | Paper |
| Optimal reinsurance-investment strategy in a stochastic financial market | 2019-10-02 | Paper |
| DC pension plan with the return of premium clauses under inflation risk and volatility risk | 2019-02-22 | Paper |
Portfolio selection with liability and affine interest rate in the HARA utility framework
Abstract and Applied Analysis | 2019-02-14 | Paper |
Legendre transform-dual solution for a class of investment and consumption problems with HARA utility
Mathematical Problems in Engineering | 2019-02-08 | Paper |
Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston's SV framework
Mathematical Problems in Engineering | 2018-10-12 | Paper |
Dynamic mean-variance model with borrowing constraint under the constant elasticity of variance process
Journal of Applied Mathematics | 2018-10-10 | Paper |
Optimal portfolio and consumption rule with a CIR model under HARA utility
Journal of the Operations Research Society of China | 2018-08-10 | Paper |
| scientific article; zbMATH DE number 6874859 (Why is no real title available?) | 2018-05-25 | Paper |
| Defined contribution pension fund scheme with HARA preference under inflation risk | 2017-07-14 | Paper |
Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform
Insurance Mathematics & Economics | 2017-01-31 | Paper |
| scientific article; zbMATH DE number 6511196 (Why is no real title available?) | 2015-11-18 | Paper |
Legendre transform-dual solution for investment and consumption problem under the Vasicek model
Journal of Systems Science and Complexity | 2015-11-10 | Paper |
Optimal investment and consumption decisions under the constant elasticity of variance model
Mathematical Problems in Engineering | 2014-11-24 | Paper |
An investment and consumption problem with CIR interest rate and stochastic volatility
Abstract and Applied Analysis | 2014-06-23 | Paper |
| Dynamic portfolio selection with stochastic interest rates for quadratic utility maximizing | 2013-06-20 | Paper |
| Optimal control for utility portfolio selection with liability | 2013-06-20 | Paper |
| scientific article; zbMATH DE number 6129099 (Why is no real title available?) | 2013-01-24 | Paper |
Portfolio optimization with random parameters and stochastic cash flow for quadratic utility maximization
Acta Mathematicae Applicatae Sinica | 2012-06-01 | Paper |
