haixiang yao
Guangdong University of Foreign Studies
H-index: 16
Asia-China
Top articles of haixiang yao
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Monetary policy rule under rare events: With implications by digital finance development | Pacific-Basin Finance Journal | Haixiang Yao Weixuan Zhang Zhouheng Wu | 2024/4/27 |
Optimal investor life cycle decisions with time-inconsistent preferences | Journal of Banking & Finance | Shumin Chen Dan Luo Haixiang Yao | 2024/2/19 |
Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ | Communications in Statistics-Theory and Methods | Xinya He Ailing Gu Haixiang Yao | 2024/2/16 |
Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity | Insurance: Mathematics and Economics | Traian A Pirvu Huayue Zhang | 2012/9/1 |
Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching. | Journal of Industrial & Management Optimization | Lihua Bian Haixiang Yao | 2023/8/1 |
Multi-Period Telser’s Safety-First Portfolio Selection Problem in a Defined Contribution Pension Plan | Journal of Systems Science and Complexity | Fangbo Li Huiling Wu Haixiang Yao | 2023/6 |
Research on the Prediction of Reversal Trend Behavior and Quantitative Trading Based on Machine Learning | Available at SSRN 4382835 | Qinghua Ma Kenglin Zhang Chao Ma Haixiang Yao | 2023/3/17 |
Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance. | Journal of Industrial & Management Optimization | Jingyun Sun Haixiang Yao Zhongfei Li | 2023/10/1 |
Rare Risk Event, Macroprudential and" Helicopter Drops" | Haixiang Yao Weixuan Zhang Hanwen Zhang | 2023 | |
Target benefit versus defined contribution scheme: a multi-period framework | ASTIN Bulletin: The Journal of the IAA | Ping Chen Haixiang Yao Hailiang Yang Dan Zhu | 2023/9 |
Inequality, Rare Events Shock, and Macroprudential Policy | Rare Events Shock, and Macroprudential Policy | Haixiang Yao Weixuan Zhang Hanwen Zhang | 2023 |
Optimal health insurance with constraints under utility of health, wealth and income. | Journal of Industrial & Management Optimization | Yan Zhang Yonghong Wu Haixiang Yao | 2022/5/1 |
Six-factor asset pricing and portfolio investment via deep learning: Evidence from Chinese stock market | Pacific-Basin Finance Journal | Haixiang Yao Shenghao Xia Hao Liu | 2022/12/1 |
Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk. | Journal of Industrial & Management Optimization | Haixiang Yao Ping Chen Miao Zhang Xun Li | 2022/1/1 |
Dynamic trading with uncertain exit time and transaction costs in a general Markov market | International Review of Financial Analysis | Haixiang Yao Danping Li Huiling Wu | 2022/11/1 |
Robust enhanced index tracking problem with mixture of distributions | Expert Systems with Applications | Zhilin Kang Haixiang Yao Xingyi Li Zhongfei Li | 2022/9/1 |
Nonparametric mean-lower partial moment model and enhanced index investment | Computers & Operations Research | Jinbo Huang Yong Li Haixiang Yao | 2022/8/1 |
Partial moments and indexation investment strategies | Journal of Empirical Finance | Jinbo Huang Yong Li Haixiang Yao | 2022/6/1 |
Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate. | Journal of Industrial & Management Optimization | Lihua Bian Zhongfei Li Haixiang Yao | 2021/5/1 |
An Empirical Study on the Influence of Night Trading on the China's Agricultural Products Futures Market | Operations Research and Management Science | YAO Hai-xiang HONG Ya-fang MA Qing-hua HUANG Yu-xin | 2021/2/25 |
