Hao Chang

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Time-consistent strategies between two competitive DC pension plans with the return of premiums clauses and salary risk	2024-11-20	Paper
Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments	2023-05-12	Paper
Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model	2023-03-09	Paper
Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model	2022-12-16	Paper
Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria	2022-02-16	Paper
Application of filtering methods in asset pricing	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	2019-02-14	Paper
Legendre transform-dual solution for a class of investment and consumption problems with HARA utility	2019-02-08	Paper
Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston's SV framework	2018-10-12	Paper
Dynamic mean-variance model with borrowing constraint under the constant elasticity of variance process	2018-10-10	Paper
Optimal portfolio and consumption rule with a CIR model under HARA utility	2018-08-10	Paper
https://portal.mardi4nfdi.de/entity/Q4641032	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	2017-01-31	Paper
https://portal.mardi4nfdi.de/entity/Q3451924	2015-11-18	Paper
Legendre transform-dual solution for investment and consumption problem under the Vasicek model	2015-11-10	Paper
Optimal investment and consumption decisions under the constant elasticity of variance model	2014-11-24	Paper
An investment and consumption problem with CIR interest rate and stochastic volatility	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
https://portal.mardi4nfdi.de/entity/Q4900594	2013-01-24	Paper
Portfolio optimization with random parameters and stochastic cash flow for quadratic utility maximization	2012-06-01	Paper

Research outcomes over time

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