×

zbMATH — the first resource for mathematics

Yao, Haixiang

Compute Distance To:
Author ID: yao.haixiang Recent zbMATH articles by "Yao, Haixiang"
Published as: Yao, Haixiang; Yao, H.; Yao, H. X.
Documents Indexed: 37 Publications since 2001

Publications by Year

Citations contained in zbMATH Open

19 Publications have been cited 136 times in 98 Documents Cited by Year
Markowitz’s mean-variance defined contribution pension fund management under inflation: a continuous-time model. Zbl 1290.91153
Yao, Haixiang; Yang, Zhou; Chen, Ping
22
2013
Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework. Zbl 1291.91200
Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Jian, Minjie
17
2014
Continuous-time mean-variance asset-liability management with endogenous liabilities. Zbl 1291.91199
Yao, Haixiang; Lai, Yongzeng; Li, Yong
17
2013
Mean-CVaR portfolio selection: a nonparametric estimation framework. Zbl 1349.91323
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng
13
2013
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing. Zbl 1402.91196
Gu, Ailing; Viens, Frederi G.; Yao, Haixiang
13
2018
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. Zbl 1346.91224
Yao, Haixiang; Li, Zhongfei; Li, Duan
12
2016
Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps. Zbl 1358.93166
Yao, Haixiang; Lai, Yongzeng; Hao, Zhifeng
9
2013
Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate. Zbl 1317.90248
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng
7
2016
Chaos control in an investment model with straight-line stabilization method. Zbl 1139.93345
Yao, H. X.; Wu, C. Y.; Jiang, D. P.; Ding, J.
6
2008
Optimal investment management for a defined contribution pension fund under imperfect information. Zbl 1401.91214
Zhang, Ling; Zhang, Hao; Yao, Haixiang
4
2018
Multi-period defined contribution pension funds investment management with regime-switching and mortality risk. Zbl 1371.91171
Yao, Haixiang; Chen, Ping; Li, Xun
3
2016
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause. Zbl 1416.91159
Bian, Lihua; Li, Zhongfei; Yao, Haixiang
3
2018
Characterization of efficient frontier for mean-variance model with a drawdown constraint. Zbl 1329.91127
Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Zheng, Huabao
2
2013
Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods. Zbl 1335.91091
Xu, Yongjia; Lai, Yongzeng; Yao, Haixiang
2
2014
Dynamic asset-liability management in a Markov market with stochastic cash flows. Zbl 1400.91570
Yao, Haixiang; Li, Xun; Hao, Zhifeng; Li, Yong
2
2016
The premium of dynamic trading in a discrete-time setting. Zbl 1400.91571
Yao, Haixiang; Li, Zhongfei; Li, Xingyi
1
2016
Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks. Zbl 1427.91242
Sun, Jingyun; Yao, Haixiang; Kang, Zhilin
1
2019
An alternative way to achieve Kepler’s laws of equal areas and ellipses for the Earth. Zbl 1315.70006
Hsiang, W. Y.; Chang, H. C.; Yao, H.; Chen, P. J.
1
2011
Portfolio model and its explicit expressions of portfolio efficient frontier with minimum investment proportion constraint. Zbl 1212.91102
Yao, Haixiang; Li, Zhongfei
1
2009
Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks. Zbl 1427.91242
Sun, Jingyun; Yao, Haixiang; Kang, Zhilin
1
2019
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing. Zbl 1402.91196
Gu, Ailing; Viens, Frederi G.; Yao, Haixiang
13
2018
Optimal investment management for a defined contribution pension fund under imperfect information. Zbl 1401.91214
Zhang, Ling; Zhang, Hao; Yao, Haixiang
4
2018
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause. Zbl 1416.91159
Bian, Lihua; Li, Zhongfei; Yao, Haixiang
3
2018
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. Zbl 1346.91224
Yao, Haixiang; Li, Zhongfei; Li, Duan
12
2016
Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate. Zbl 1317.90248
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng
7
2016
Multi-period defined contribution pension funds investment management with regime-switching and mortality risk. Zbl 1371.91171
Yao, Haixiang; Chen, Ping; Li, Xun
3
2016
Dynamic asset-liability management in a Markov market with stochastic cash flows. Zbl 1400.91570
Yao, Haixiang; Li, Xun; Hao, Zhifeng; Li, Yong
2
2016
The premium of dynamic trading in a discrete-time setting. Zbl 1400.91571
Yao, Haixiang; Li, Zhongfei; Li, Xingyi
1
2016
Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework. Zbl 1291.91200
Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Jian, Minjie
17
2014
Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods. Zbl 1335.91091
Xu, Yongjia; Lai, Yongzeng; Yao, Haixiang
2
2014
Markowitz’s mean-variance defined contribution pension fund management under inflation: a continuous-time model. Zbl 1290.91153
Yao, Haixiang; Yang, Zhou; Chen, Ping
22
2013
Continuous-time mean-variance asset-liability management with endogenous liabilities. Zbl 1291.91199
Yao, Haixiang; Lai, Yongzeng; Li, Yong
17
2013
Mean-CVaR portfolio selection: a nonparametric estimation framework. Zbl 1349.91323
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng
13
2013
Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps. Zbl 1358.93166
Yao, Haixiang; Lai, Yongzeng; Hao, Zhifeng
9
2013
Characterization of efficient frontier for mean-variance model with a drawdown constraint. Zbl 1329.91127
Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Zheng, Huabao
2
2013
An alternative way to achieve Kepler’s laws of equal areas and ellipses for the Earth. Zbl 1315.70006
Hsiang, W. Y.; Chang, H. C.; Yao, H.; Chen, P. J.
1
2011
Portfolio model and its explicit expressions of portfolio efficient frontier with minimum investment proportion constraint. Zbl 1212.91102
Yao, Haixiang; Li, Zhongfei
1
2009
Chaos control in an investment model with straight-line stabilization method. Zbl 1139.93345
Yao, H. X.; Wu, C. Y.; Jiang, D. P.; Ding, J.
6
2008
all top 5

Cited by 159 Authors

15 Yao, Haixiang
9 Li, Zhongfei
8 Guan, Guohui
6 Liang, Zongxia
5 Zeng, Yan
4 Chen, Ping
4 Lai, Yongzeng
4 Li, Xun
4 Pan, Jian
4 Sun, Jingyun
4 Zhang, Ling
3 Chen, Zhiping
3 Forsyth, Peter A.
3 Huang, Nan-Jing
3 Shen, Yang
3 Wang, Liyuan
3 Wu, Yonghong
3 Xiao, Helu
3 Zhou, Zhongbao
2 Bian, Lihua
2 Chang, Hao
2 Dong, Yinghui
2 Gao, Yan
2 Gu, Ailing
2 Guo, Sini
2 Jin, Zhuo
2 Kang, Zhilin
2 Li, Danping
2 Li, Duan
2 Li, Shuang
2 Li, Xiang
2 Li, Yuying
2 Lioui, Abraham
2 Liu, Shican
2 Liu, Steve Wenbin
2 Meng, Qingbin
2 Menoncin, Francesco
2 Poncet, Patrice
2 Vigna, Elena
2 Wang, Ning
2 Wong, Hoi Ying
2 Wu, Huiling
2 Xiao, Qingxian
2 Zhang, Qingye
2 Zhang, Yi
2 Zhao, Hui
2 Zheng, Harry H.
2 Zhou, Xiangying
2 Zhu, Shushang
1 Auer, Benjamin R.
1 Aw, Grace
1 Bäuerle, Nicole
1 Beetsma, Roel M. W. J.
1 Benson, Karen
1 Bi, Junna
1 Butt, Adam
1 Chang, Kai
1 Chen, Damiaan H. J.
1 Chen, Hua
1 Chiu, Mei Choi
1 Cui, Xueting
1 Dang, Duy Minh
1 Duarte, Thiago B.
1 Fang, Zhenming
1 Feng, Jian
1 Ge, Xiangyu
1 Hao, Zhifeng
1 Hu, Shengzhou
1 Huang, Jinbo
1 Jian, Minjie
1 Jiang, Chunfu
1 Jiang, Rujun
1 Jin, Hanqing
1 Jin, Jianhua
1 Jin, Qianying
1 Kang, Jian-hao
1 Kar, Samarjit
1 Keykhaei, Reza
1 Khemka, Gaurav
1 Koch Medina, Pablo
1 Lai, Chong
1 Leimcke, Gregor
1 Li, Chunquan
1 Li, Dandan
1 Li, Yanan
1 Li, Yongwu
1 Li, You
1 Lin, Ling
1 Liu, Weiyi
1 Liu, Xianghui
1 Liu, Yongjun
1 Lu, Ji-mei
1 Lu, Shan
1 Ma, Huiqiang
1 Ma, Qinghua
1 Moreno-Bromberg, Santiago
1 Peng, Hongyi
1 Pun, Chi Seng
1 Qian, Linyi
1 Ravanelli, Claudia
...and 59 more Authors

Citations by Year