Zhou Yang

Finance · with Chen · 2013

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Zhou Yang trusts overall

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

  1. Jian-wei Gao
  2. Griselda Deelstra

Papers from Zhou Yang's perspective

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

  1. The constant elasticity of variance (CEV) model and the Legendre transform–dual solution for annuity contracts
  2. Optimal investment choices post-retirement in a defined contribution pension scheme
  3. Optimal design of the guarantee for defined contribution funds
  4. Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
  5. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
  6. Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
  7. Optimal investment strategies in the presence of a minimum guarantee
  8. Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
  9. Asset allocation for a DC pension fund under regime switching environment
  10. Asset and liability management under a continuous-time mean–variance optimization framework

Their papers