×
Compute Distance To:
Author ID: yao.haixiang Recent zbMATH articles by "Yao, Haixiang"
Published as: Yao, Haixiang
Documents Indexed: 43 Publications since 2001
Co-Authors: 31 Co-Authors with 36 Joint Publications
1,556 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

25 Publications have been cited 191 times in 130 Documents Cited by Year
Markowitz’s mean-variance defined contribution pension fund management under inflation: a continuous-time model. Zbl 1290.91153
Yao, Haixiang; Yang, Zhou; Chen, Ping
26
2013
Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework. Zbl 1291.91200
Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Jian, Minjie
23
2014
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing. Zbl 1402.91196
Gu, Ailing; Viens, Frederi G.; Yao, Haixiang
21
2018
Mean-CVaR portfolio selection: a nonparametric estimation framework. Zbl 1349.91323
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng
21
2013
Continuous-time mean-variance asset-liability management with endogenous liabilities. Zbl 1291.91199
Yao, Haixiang; Lai, Yongzeng; Li, Yong
17
2013
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. Zbl 1346.91224
Yao, Haixiang; Li, Zhongfei; Li, Duan
15
2016
Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps. Zbl 1358.93166
Yao, Haixiang; Lai, Yongzeng; Hao, Zhifeng
10
2013
Optimal investment management for a defined contribution pension fund under imperfect information. Zbl 1401.91214
Zhang, Ling; Zhang, Hao; Yao, Haixiang
8
2018
Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate. Zbl 1317.90248
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng
7
2016
Chaos control in an investment model with straight-line stabilization method. Zbl 1139.93345
Yao, H. X.; Wu, C. Y.; Jiang, D. P.; Ding, J.
7
2008
Multi-period defined contribution pension funds investment management with regime-switching and mortality risk. Zbl 1371.91171
Yao, Haixiang; Chen, Ping; Li, Xun
6
2016
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause. Zbl 1416.91159
Bian, Lihua; Li, Zhongfei; Yao, Haixiang
5
2018
Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods. Zbl 1335.91091
Xu, Yongjia; Lai, Yongzeng; Yao, Haixiang
3
2014
Characterization of efficient frontier for mean-variance model with a drawdown constraint. Zbl 1329.91127
Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Zheng, Huabao
3
2013
Characterizations of normal elements in rings with involution. Zbl 1424.16080
Qu, Y.; Wei, J.; Yao, H.
3
2018
A smooth non-parametric estimation framework for safety-first portfolio optimization. Zbl 1406.91428
Yao, Haixiang; Li, Yong; Benson, Karen
3
2015
The premium of dynamic trading in a discrete-time setting. Zbl 1400.91571
Yao, Haixiang; Li, Zhongfei; Li, Xingyi
2
2016
Dynamic asset-liability management in a Markov market with stochastic cash flows. Zbl 1400.91570
Yao, Haixiang; Li, Xun; Hao, Zhifeng; Li, Yong
2
2016
Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate. Zbl 1476.91141
Bian, Lihua; Li, Zhongfei; Yao, Haixiang
2
2021
Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks. Zbl 1427.91242
Sun, Jingyun; Yao, Haixiang; Kang, Zhilin
2
2019
Index tracking model, downside risk and non-parametric kernel estimation. Zbl 1401.91582
Huang, Jinbo; Li, Yong; Yao, Haixiang
1
2018
An alternative way to achieve Kepler’s laws of equal areas and ellipses for the Earth. Zbl 1315.70006
Hsiang, W. Y.; Chang, H. C.; Yao, H.; Chen, P. J.
1
2011
Portfolio model and its explicit expressions of portfolio efficient frontier with minimum investment proportion constraint. Zbl 1212.91102
Yao, Haixiang; Li, Zhongfei
1
2009
Simulation of multi-asset option Greeks under a special Lévy model by Malliavin calculus. Zbl 1373.60096
Lai, Yongzeng; Yao, Haixiang
1
2016
Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset. Zbl 1361.90047
Yao, Haixiang; Li, Zhongfei; Li, Xun; Zeng, Yan
1
2017
Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate. Zbl 1476.91141
Bian, Lihua; Li, Zhongfei; Yao, Haixiang
2
2021
Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks. Zbl 1427.91242
Sun, Jingyun; Yao, Haixiang; Kang, Zhilin
2
2019
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing. Zbl 1402.91196
Gu, Ailing; Viens, Frederi G.; Yao, Haixiang
21
2018
Optimal investment management for a defined contribution pension fund under imperfect information. Zbl 1401.91214
Zhang, Ling; Zhang, Hao; Yao, Haixiang
8
2018
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause. Zbl 1416.91159
Bian, Lihua; Li, Zhongfei; Yao, Haixiang
5
2018
Characterizations of normal elements in rings with involution. Zbl 1424.16080
Qu, Y.; Wei, J.; Yao, H.
3
2018
Index tracking model, downside risk and non-parametric kernel estimation. Zbl 1401.91582
Huang, Jinbo; Li, Yong; Yao, Haixiang
1
2018
Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset. Zbl 1361.90047
Yao, Haixiang; Li, Zhongfei; Li, Xun; Zeng, Yan
1
2017
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. Zbl 1346.91224
Yao, Haixiang; Li, Zhongfei; Li, Duan
15
2016
Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate. Zbl 1317.90248
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng
7
2016
Multi-period defined contribution pension funds investment management with regime-switching and mortality risk. Zbl 1371.91171
Yao, Haixiang; Chen, Ping; Li, Xun
6
2016
The premium of dynamic trading in a discrete-time setting. Zbl 1400.91571
Yao, Haixiang; Li, Zhongfei; Li, Xingyi
2
2016
Dynamic asset-liability management in a Markov market with stochastic cash flows. Zbl 1400.91570
Yao, Haixiang; Li, Xun; Hao, Zhifeng; Li, Yong
2
2016
Simulation of multi-asset option Greeks under a special Lévy model by Malliavin calculus. Zbl 1373.60096
Lai, Yongzeng; Yao, Haixiang
1
2016
A smooth non-parametric estimation framework for safety-first portfolio optimization. Zbl 1406.91428
Yao, Haixiang; Li, Yong; Benson, Karen
3
2015
Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework. Zbl 1291.91200
Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Jian, Minjie
23
2014
Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods. Zbl 1335.91091
Xu, Yongjia; Lai, Yongzeng; Yao, Haixiang
3
2014
Markowitz’s mean-variance defined contribution pension fund management under inflation: a continuous-time model. Zbl 1290.91153
Yao, Haixiang; Yang, Zhou; Chen, Ping
26
2013
Mean-CVaR portfolio selection: a nonparametric estimation framework. Zbl 1349.91323
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng
21
2013
Continuous-time mean-variance asset-liability management with endogenous liabilities. Zbl 1291.91199
Yao, Haixiang; Lai, Yongzeng; Li, Yong
17
2013
Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps. Zbl 1358.93166
Yao, Haixiang; Lai, Yongzeng; Hao, Zhifeng
10
2013
Characterization of efficient frontier for mean-variance model with a drawdown constraint. Zbl 1329.91127
Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Zheng, Huabao
3
2013
An alternative way to achieve Kepler’s laws of equal areas and ellipses for the Earth. Zbl 1315.70006
Hsiang, W. Y.; Chang, H. C.; Yao, H.; Chen, P. J.
1
2011
Portfolio model and its explicit expressions of portfolio efficient frontier with minimum investment proportion constraint. Zbl 1212.91102
Yao, Haixiang; Li, Zhongfei
1
2009
Chaos control in an investment model with straight-line stabilization method. Zbl 1139.93345
Yao, H. X.; Wu, C. Y.; Jiang, D. P.; Ding, J.
7
2008
all top 5

Cited by 213 Authors

17 Yao, Haixiang
11 Li, Zhongfei
8 Guan, Guohui
6 Li, Xun
6 Liang, Zongxia
6 Zhang, Ling
6 Zhao, Hui
5 Chen, Ping
5 Zeng, Yan
4 Chen, Zhiping
4 Lai, Yongzeng
4 Pan, Jian
4 Rong, Ximin
4 Shen, Yang
4 Sun, Jingyun
4 Wu, Yonghong
3 Bian, Lihua
3 Chang, Hao
3 Dong, Yinghui
3 Forsyth, Peter A.
3 Huang, Nan-Jing
3 Jin, Zhuo
3 Li, Shuang
3 Wang, Liyuan
3 Wang, Ning
3 Wang, Pei
3 Xiao, Helu
3 Zhou, Zhongbao
2 Deng, Yingchun
2 Gao, Yan
2 Ge, Xiangyu
2 Gu, Ailing
2 Guo, Sini
2 Huang, Jinbo
2 Huang, Ya
2 Kang, Zhilin
2 Li, Danping
2 Li, Duan
2 Li, Xiang
2 Li, Yuying
2 Lioui, Abraham
2 Liu, Shican
2 Liu, Steve Wenbin
2 Meng, Qingbin
2 Menoncin, Francesco
2 Poncet, Patrice
2 Siu, Tak Kuen
2 Vigna, Elena
2 Wang, Peiqi
2 Weng, Chengguo
2 Wong, Hoi Ying
2 Wu, Huiling
2 Xiao, Qingxian
2 Zhang, Chengke
2 Zhang, Miao
2 Zhang, Qingye
2 Zhang, Yan
2 Zheng, Harry H.
2 Zhou, Jieming
2 Zhou, Xiangying
2 Zhou, Yanli
2 Zhu, Huainian
2 Zhu, Shushang
1 Auer, Benjamin R.
1 Aw, Grace
1 Bäuerle, Nicole
1 Beetsma, Roel M. W. J.
1 Benson, Karen
1 Beyers, Conrad F. J.
1 Bi, Junna
1 Bodnar, Taras
1 Butt, Adam
1 Chang, Kai
1 Chen, Damiaan H. J.
1 Chen, Hua
1 Chen, Liqing
1 Chiu, Mei Choi
1 Cui, Xiangyu
1 Cui, Xueting
1 Dai, Zhifeng
1 Dang, Duy Minh
1 de Moura, A. Bugalho
1 Dingeç, Kemal Dinçer
1 Duarte, Thiago B.
1 Fang, Zhenming
1 Feng, Jian
1 Gao, Jianjun
1 Geng, Caixia
1 Guambe, Calisto
1 Gupta, Pankaj
1 Hao, Zhifeng
1 Hu, Shengzhou
1 Huang, Xiaoxia
1 Jian, Minjie
1 Jiang, Chunfu
1 Jiang, Guowei
1 Jiang, Hong
1 Jiang, Rujun
1 Jin, Hanqing
1 Jin, Jianhua
...and 113 more Authors

Citations by Year