Jia Zhai

Available identifiers

zbMath Open zhai.jiaMaRDI QIDQ504817

List of research outcomes

Publication	Date of Publication	Type
Uncertain random mean–variance–skewness models for the portfolio optimization problem	2022-11-29	Paper
https://portal.mardi4nfdi.de/entity/Q5098970	2022-08-31	Paper
https://portal.mardi4nfdi.de/entity/Q4996434	2021-07-01	Paper
Option valuation under no-arbitrage constraints with neural networks	2021-06-07	Paper
A neural network enhanced volatility component model	2021-06-02	Paper
Volatility modeling and prediction: the role of price impact	2020-09-16	Paper
An uncertain alternating renewal insurance risk model	2020-07-23	Paper
Robust optimization for the newsvendor problem with discrete demand	2019-02-08	Paper
Uncertain portfolio selection with background risk and liquidity constraint	2018-11-05	Paper
Mean-risk-skewness models for portfolio optimization based on uncertain measure	2018-05-28	Paper
Mean-risk model for uncertain portfolio selection with background risk	2017-11-03	Paper
Robust optimization for the loss-averse newsvendor problem	2017-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q2990788	2016-08-10	Paper

Research outcomes over time

This page was built for person: Jia Zhai