Haixiang Yao

Finance · 2013–2018

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Haixiang Yao trusts overall

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

  1. Jian-wei Gao
  2. Griselda Deelstra
  3. Martino Grasselli
  4. Duan Li
  5. Elena Vigna
  6. Zhongfei Li
  7. David E. Rapach
  8. Yan Zeng
  9. Xun Yu Zhou
  10. Mei Choi Chiu

Who trusts Haixiang Yao overall

  1. Guohui Guan

Papers from Haixiang Yao's perspective

Ordered by how strongly the researchers Haixiang Yao 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. Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
  4. Optimal design of the guarantee for defined contribution funds
  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. Robust Portfolio Rules and Asset Pricing

Their papers