Lan Yi

Available identifiers

zbMath Open yi.lanMaRDI QIDQ624592

List of research outcomes

Publication	Date of Publication	Type
Forecasting market risk using ultra-high-frequency data and scaling laws	2019-02-06	Paper
A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time	2018-09-28	Paper
Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation	2011-02-09	Paper
Pansystems ecology, management and knowledge rediscovery	2010-10-07	Paper
Multi-period portfolio selection for asset-liability management with uncertain investment horizon	2009-05-26	Paper

Research outcomes over time

This page was built for person: Lan Yi