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25
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8
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1
Markowitz’s mean-variance defined contribution pension fund management under inflation : a continuous-time model
Yao, Haixiang
;
Yang, Zhou
;
Chen, Ping
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 851-863
Persistent link: https://www.econbiz.de/10010227804
Saved in:
2
Multi-period defined contribution pension funds investment management with regime-switching and mortality risk
Yao, Haixiang
;
Chen, Ping
;
Li, Xun
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 103-113
Persistent link: https://www.econbiz.de/10011630616
Saved in:
3
Mean-variance portfolio selection with only risky assets under regime switching
Zhang, Miao
;
Chen, Ping
;
Yao, Haixiang
- In:
Economic modelling
62
(
2017
),
pp. 35-42
Persistent link: https://www.econbiz.de/10011813158
Saved in:
4
Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping
;
Wang, Liyuan
;
Chen, Ping
;
Yao, Haixiang
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
Saved in:
5
Markowitz's mean-variance asset-liability management with regime switching : a multi-period model
Chen, Ping
;
Yang, Hailiang
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 29-50
Persistent link: https://www.econbiz.de/10009155490
Saved in:
6
Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
Zhao, Yongxia
;
Chen, Ping
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 135-146
Persistent link: https://www.econbiz.de/10011712427
Saved in:
7
Social choice rules implemented in dominant strategies
Yao, Haixiang
;
Yi, Jianxin
- In:
Economics letters
97
(
2007
)
3
,
pp. 197-200
Persistent link: https://www.econbiz.de/10003575466
Saved in:
8
Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang
;
Zeng, Yan
;
Chen, Shumin
- In:
Economic modelling
30
(
2013
),
pp. 492-500
Persistent link: https://www.econbiz.de/10009708888
Saved in:
9
Continuous-time mean-variance asset-liability management with endogenous liabilities
Yao, Haixiang
;
Lai, Yongzeng
;
Li, Yong
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 6-17
Persistent link: https://www.econbiz.de/10009719072
Saved in:
10
Mean-CVaR portfolio selection : a nonparametric estimation framework
Yao, Haixiang
;
Li, Zhongfei
;
Lai, Yongzeng
- In:
Computers & operations research : and their …
40
(
2013
)
4
,
pp. 1014-1022
Persistent link: https://www.econbiz.de/10009719644
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