The following pages link to Jingyun Sun (Q282290):
Displaying 14 items.
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
- Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model (Q1792827) (← links)
- Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks (Q2010903) (← links)
- The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (Q2160045) (← links)
- Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
- (Q3644702) (← links)
- (Q3650833) (← links)
- (Q3656451) (← links)
- (Q4986046) (← links)
- Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← links)
- Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate (Q5154061) (← links)
- (Q5210353) (← links)
- (Q5319435) (← links)
- Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)
