Peng Yang

Finance · with Chen · 2020

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Peng Yang trusts

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

  1. Zhongfei Li (in Finance)

Papers from Peng Yang's perspective

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

  1. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
  2. Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
  3. Robust Portfolio Rules and Asset Pricing
  4. Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
  5. Optimal proportional reinsurance and investment based on Hamilton–Jacobi–Bellman equation
  6. Optimal investment-reinsurance policy for an insurance company with VaR constraint
  7. Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
  8. Being serious about non-commitment: subgame perfect equilibrium in continuous time
  9. Brownian Motion and Stochastic Calculus
  10. Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps

Their papers