Tingjin Yan

MaRDI QIDQ2024118zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal attention allocation: picking alpha or betting on beta? Quantitative Finance	2025-02-10	Paper
Dynamic asset-liability management with frictions Insurance Mathematics & Economics	2023-07-18	Paper
Robust retirement and life insurance with inflation risk and model ambiguity Insurance Mathematics & Economics	2023-04-20	Paper
Irreversible reinsurance: a singular control approach Insurance Mathematics & Economics	2023-02-01	Paper
Pairs trading under delayed cointegration Quantitative Finance	2022-09-30	Paper
Equilibrium pairs trading under delayed cointegration Automatica	2022-08-23	Paper
Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility Mathematics and Financial Economics	2021-05-03	Paper
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility Insurance Mathematics & Economics	2020-02-03	Paper
Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility Automatica	2019-12-19	Paper

Research outcomes over time

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