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Optimal asset allocation with heterogeneous discounting and stochastic income under CEV model
Li, Danping; Lai, Yongzeng; Li, Lin - In: Journal of the Operational Research Society 71 (2020) 12, pp. 2013-2026
Persistent link: https://www.econbiz.de/10012314419
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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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Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
Zeng, Yan; Li, Zhongfei; Lai, Yongzeng - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 498-507
Persistent link: https://www.econbiz.de/10009763600
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Continuous-time mean-variance asset-liability management with endogenous liabilities
Yao, Haixiang; Lai, Yongzeng; Li, Yong - In: Insurance / Mathematics & economics 52 (2013) 1, pp. 6-17
Persistent link: https://www.econbiz.de/10009719072
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Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model
Li, Zhongfei; Zeng, Yan; Lai, Yongzeng - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 191-203
Persistent link: https://www.econbiz.de/10009558139
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Forecasting stock index return and volatility based on GAVMD- Carbon-BiLSTM : how important is carbon emission trading?
Ouyang, Zisheng; Lu, Min; Lai, Yongzeng - In: Energy economics 128 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10015072635
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Environmental policy uncertainty and green innovation : a TVP-VAR-SV model approach
Yang, Xite; Cao, Jidi; Liu, Zihan; Lai, Yongzeng - In: Quantitative finance and economics 6 (2022) 4, pp. 604-621
Persistent link: https://www.econbiz.de/10013499564
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Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Teräsvirta, Timo; Zhang, Shuhua - In: Energy economics 97 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
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Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Teräsvirta, Timo; Zhang, Shuhua - 2019
Persistent link: https://www.econbiz.de/10012316892
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The value of backup supply for mitigating disruption risk with equity finance
Li, Jiajing; Zhang, Shuhua; Hou, Pengwen - In: International journal of production research 62 (2024) 23, pp. 8415-8442
Persistent link: https://www.econbiz.de/10015097267