Liyuan Lin

From MaRDI portal
Person:828995

Available identifiers

zbMath Open lin.liyuanMaRDI QIDQ828995

List of research outcomes





PublicationDate of PublicationType
Invariant correlation under marginal transforms2024-10-08Paper
Calibrating Distribution Models from PELVE2024-08-05Paper
Diversification quotients based on VaR and ES2024-02-13Paper
Pairwise counter-monotonicity2023-07-18Paper
Time-consistent lifetime portfolio selection under smooth ambiguity2023-06-19Paper
Risk aggregation under dependence uncertainty and an order constraint2022-03-10Paper
Non-exponential discounting portfolio management with habit formation2021-05-05Paper
https://portal.mardi4nfdi.de/entity/Q49838772021-04-26Paper
https://portal.mardi4nfdi.de/entity/Q46430782018-05-25Paper
Invariant correlation under marginal transformsN/APaper

Research outcomes over time

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