Yang Shen

Finance · with Zeng · 2013–2019

A researcher in the Science corpus: 8 papers; trusts 23 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 78 citations into it; #8,078 of 10,518 by trust here, #6,960 by citations
• Economics and Econometrics — 65 citations into it; #21,421 of 23,481 by trust here, #19,308 by citations
• Demography — 62 citations into it; #2,777 of 4,236 by trust here, #2,175 by citations
• Management Science and Operations Research — 48 citations into it; #11,016 of 11,946 by trust here, #8,469 by citations

Whom Yang Shen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Yan Zeng
2. Zhongfei Li
3. Mei Choi Chiu
4. Ying Hu
5. Hailiang Yang
6. Xudong Zeng
7. Bernt Øksendal
8. Duan Li
9. Hui Meng
10. David Promislow

Who trusts Yang Shen overall

1. Lv Chen

Papers from Yang Shen's perspective

Ordered by how strongly the researchers Yang Shen trusts endorse each paper. Same corpus, a different order for every researcher.

1. Optimal investment and reinsurance of an insurer with model uncertainty
2. A stochastic differential reinsurance game (Journal of Applied Probability)
3. Markowitz’s mean-variance asset-liability management with regime switching: A continuous-time model
4. A Geometric Approach To Multiperiod Mean Variance Optimization of Assets and Liabilities
5. Asset and liability management under a continuous-time mean–variance optimization framework
6. Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach
7. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
8. Utility maximization in incomplete markets
9. Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
10. Asset Pricing: Revised Edition

Their papers

• Time-Consistent Investment-Reinsurance Strategy for Mean-Variance Insurers With a Defaultable Security (2016) — 78 citations
• Optimal investment–reinsurance with delay for mean–variance insurers: A maximum principle approach☆ (2014) — 88 citations
• Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance framework (2019) — 106 citations
• ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (2018) — 125 citations
• Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility (2018) — 63 citations
• Optimal investment-consumption-insurance with random parameters (2016) — 55 citations
• Optimal investment–reinsurance strategy for mean–variance insurers with square-root factor process☆ (2015) — 120 citations
• The maximum principle for a jump-diffusion mean-field model and its application to the mean–variance problem (2013) — 96 citations