Yiping Qian

Finance · 2016

A researcher in the Science corpus: 1 paper; trusts 15 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yiping Qian trusts overall

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

  1. Xun Yu Zhou
  2. Hailiang Yang
  3. C. Irgens
  4. Duan Li
  5. Xun Li
  6. Tomasz R. Bielecki
  7. Jian-wei Gao
  8. Yan Zeng
  9. Ivar Ekeland
  10. Zhongfei Li

Papers from Yiping Qian's perspective

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

  1. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
  2. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
  3. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
  4. CONTINUOUS‐TIME MEAN‐VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
  5. Investment and consumption without commitment
  6. Optimal proportional reinsurance and investment based on Hamilton–Jacobi–Bellman equation
  7. Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
  8. Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
  9. The constant elasticity of variance (CEV) model and the Legendre transform–dual solution for annuity contracts
  10. A General Theory of Markovian Time Inconsistent Stochastic Control Problems

Their papers