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Asset allocation for a DC pension fund with stochastic income and mortality risk : a multi-period mean–variance framework
Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Jian, Minjie - In: Insurance / Mathematics & economics 54 (2014), pp. 84-92
Persistent link: https://www.econbiz.de/10010259667
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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
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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
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Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks
Sun, Jingyun; Yao, Haixiang; Kang, Zhilin - In: Insurance / Mathematics & economics 89 (2019), pp. 157-170
Persistent link: https://www.econbiz.de/10012133523
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Dynamic trading with uncertain exit time and transaction costs in a general Markov market
Yao, Haixiang; Li, Danping; Wu, Huiling - In: International review of financial analysis 84 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013472813
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The performance of industry risk spillover under extreme events : evidence from the Chinese stock market
Yao, Haixiang; Jiang, Xiaoqing - In: Pacific-Basin finance journal 91 (2025), pp. 1-25
Persistent link: https://www.econbiz.de/10015404985