The following pages link to Tingjin Yan (Q2024118):
Displaying 8 items.
- Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility (Q2024120) (← links)
- Equilibrium pairs trading under delayed cointegration (Q2166010) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility (Q2280828) (← links)
- Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
- Irreversible reinsurance: a singular control approach (Q2682993) (← links)
- Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
- Pairs trading under delayed cointegration (Q5039626) (← links)
- Dynamic asset-liability management with frictions (Q6171945) (← links)
