Huiling Wu

Finance · 2012–2015

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Huiling Wu trusts overall

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

  1. Tomas Björk
  2. Elena Vigna
  3. Agatha Murgoci
  4. Jian-wei Gao
  5. Andrew J. G. Cairns
  6. Yan Zeng
  7. Ralf Korn
  8. Zhongfei Li
  9. Guohui Guan
  10. Oswaldo Luiz do Valle Costa

Papers from Huiling Wu's perspective

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

  1. On efficiency of mean–variance based portfolio selection in defined contribution pension schemes
  2. A General Theory of Markovian Time Inconsistent Stochastic Control Problems
  3. Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
  4. Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
  5. Optimal time-consistent investment and reinsurance policies for mean-variance insurers
  6. Markowitz’s mean–variance defined contribution pension fund management under inflation: A continuous-time model
  7. MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
  8. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
  9. Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
  10. CONTINUOUS‐TIME MEAN‐VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION

Their papers