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An integrated risk management method : VaR approach
Yang, Hailiang - In: Multinational finance journal : MF ; quarterly … 4 (2000) 3/4, pp. 201-219
Persistent link: https://www.econbiz.de/10001636382
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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
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Coherent risk measure for derivatives under black-scholes economy with regime switching
Hao, Fangcheng; Yang, Hailiang - In: Managerial finance 37 (2011) 11, pp. 1011-1024
Persistent link: https://www.econbiz.de/10009388902
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Portfolio optimization in a regime-switching market with derivatives
Fu, Jun; Wei, Jiaqin; Yang, Hailiang - In: European journal of operational research : EJOR 233 (2014) 1, pp. 184-192
Persistent link: https://www.econbiz.de/10010225264
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Elasticity approach to asset allocation in discrete time
Fu, Jun; Yang, Hailiang - In: Risk and decision analysis 3 (2012) 1/2, pp. 139-146
Persistent link: https://www.econbiz.de/10009655130
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Equilibruim approach of asset pricing under Lévy process
Fu, Jun; Yang, Hailiang - In: European journal of operational research : EJOR 223 (2012) 3, pp. 701-708
Persistent link: https://www.econbiz.de/10009656149
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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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On valuing perticipating life insurance contracts with conditional heteroscedasticity
Siu, Tak Kuen; Lau, John W.; Yang, Hailiang - In: Asia-Pacific financial markets 14 (2007) 3, pp. 255-275
Persistent link: https://www.econbiz.de/10003705911
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On a multi-dimensional risk model with regime switching
Wang, Guanqing; Wang, Guojing; Yang, Hailiang - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492469
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Optimal asset allocation: Risk and information uncertainty
Yam, Sheung Chi Phillip; Yang, Hailiang; Yuen, Fei Lung - In: European journal of operational research : EJOR 251 (2016) 2, pp. 554-561
Persistent link: https://www.econbiz.de/10011444354