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Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
Zhang, Yumo - In: Annals of finance 18 (2022) 4, pp. 511-544
Persistent link: https://www.econbiz.de/10013489465
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Utility maximization in a stochastic affine interest rate and CIR risk premium framework : a BSDE approach
Zhang, Yumo - In: Decisions in economics and finance : a journal of … 46 (2023) 1, pp. 97-128
Persistent link: https://www.econbiz.de/10014321379
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Robust asset-liability management games for "n" players under multivariate stochastic covariance models
Wang, Ning; Zhang, Yumo - In: Insurance : mathematics and economics 117 (2024), pp. 67-98
Persistent link: https://www.econbiz.de/10015066941
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Robust optimal asset-liability management with mispricing and stochastic factor market dynamics
Wang, Ning; Zhang, Yumo - In: Insurance / Mathematics & economics 113 (2023), pp. 251-273
Persistent link: https://www.econbiz.de/10014466215
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Robust non-zero-sum investment-consumption games under multivariate stochastic covariance models
Zhang, Yumo; Zhu, Huainian - In: The quarterly review of economics and finance 100 (2025), pp. 1-28
Persistent link: https://www.econbiz.de/10015405512