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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
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Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection
Li, Zhongfei; Ng, Kai-Wang; Ken Seng Tan; Yang, Hailiang - In: International journal of theoretical and applied finance 9 (2006) 6, pp. 951-966
Persistent link: https://www.econbiz.de/10003380306
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Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan; Wei, Boyu; Yang, Hailiang - In: International journal of theoretical and applied finance 21 (2018) 4, pp. 1-41
Persistent link: https://www.econbiz.de/10011891885