Danping Li

Finance · 2016–2018

A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 37 citations into it
• Economics and Econometrics — 32 citations into it
• Management Science and Operations Research — 32 citations into it
• Demography — 25 citations into it
• General Decision Sciences — 7 citations into it

Whom Danping Li trusts overall

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

1. Mei Choi Chiu
2. Duan Li
3. Zhongfei Li
4. Yan Zeng
5. Tomas Björk
6. Andreas E. Kyprianou

Papers from Danping Li's perspective

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

1. Robust Portfolio Rules and Asset Pricing
2. Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
3. Markowitz’s mean-variance asset-liability management with regime switching: A continuous-time model
4. A Geometric Approach To Multiperiod Mean Variance Optimization of Assets and Liabilities
5. Asset and liability management under a continuous-time mean–variance optimization framework
6. Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach
7. A General Theory of Markovian Time Inconsistent Stochastic Control Problems
8. Robust investment–reinsurance optimization with multiscale stochastic volatility
9. Robust Portfolio Choice with Uncertainty About Jump and Diffusion Risk
10. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework

Their papers

• Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumps (2016) — 154 citations
• Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility (2018) — 63 citations
• Alpha-robust mean-variance reinsurance-investment strategy (2016) — 53 citations