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Author ID: chang.hao.1 Recent zbMATH articles by "Chang, Hao"
Published as: Chang, Hao

Publications by Year

Citations contained in zbMATH Open

15 Publications have been cited 72 times in 50 Documents Cited by Year
Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform. Zbl 1394.91329
Chang, Hao; Chang, Kai
21
2017
An investment and consumption problem with CIR interest rate and stochastic volatility. Zbl 1291.91189
Chang, Hao; Rong, Xi-Min
12
2013
Optimal investment and consumption decisions under the constant elasticity of variance model. Zbl 1299.91115
Chang, Hao; Rong, Xi-min; Zhao, Hui; Zhang, Chu-bing
8
2013
Defined contribution pension planning with a stochastic interest rate and mean-reverting returns under the hyperbolic absolute risk aversion preference. Zbl 07371179
Chang, Hao; Wang, Chunfeng; Fang, Zhenming; Ma, Dan
8
2020
Legendre transform-dual solution for a class of investment and consumption problems with HARA utility. Zbl 1407.91216
Chang, Hao; Rong, Xi-min
5
2014
Portfolio selection with liability and affine interest rate in the HARA utility framework. Zbl 1406.91404
Chang, Hao; Chang, Kai; Lu, Ji-mei
5
2014
The many facets of internet topology and traffic. Zbl 1131.90011
Alderson, D.; Chang, H.; Roughan, M.; Uhlig, S.; Willinger, W.
5
2006
Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria. Zbl 1499.91090
Chang, Hao; Li, Jiaao; Zhao, Hui
5
2022
A system theoretic study on a treatment of AIDS patient by achieving long-term non-progressor. Zbl 1172.92022
Shim, H.; Jo, N. H.; Chang, H.; Seo, J. H.
3
2009
Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston’s SV framework. Zbl 1400.91533
Chang, Hao; Li, Xue-Yan
2
2016
Optimal portfolio and consumption rule with a CIR model under HARA utility. Zbl 1413.91090
Wang, Chun-Feng; Chang, Hao; Fang, Zhen-Ming
2
2018
Defined-contribution pension plan with stochastic interest rate and stochastic volatility. Zbl 1438.91104
Chang, Hao; Wang, Chunfeng; Fang, Zhenming
1
2019
Legendre transform-dual solution for investment and consumption problem under the Vasicek model. Zbl 1327.93409
Chang, Hao; Chang, Kai
1
2014
Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model. Zbl 07633434
Chang, Hao; Li, Xueyan; Chen, Xingjiang
1
2022
Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model. Zbl 1515.91135
Chang, Hao; Li, Jiaao
1
2023
Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model. Zbl 1515.91135
Chang, Hao; Li, Jiaao
1
2023
Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria. Zbl 1499.91090
Chang, Hao; Li, Jiaao; Zhao, Hui
5
2022
Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model. Zbl 07633434
Chang, Hao; Li, Xueyan; Chen, Xingjiang
1
2022
Defined contribution pension planning with a stochastic interest rate and mean-reverting returns under the hyperbolic absolute risk aversion preference. Zbl 07371179
Chang, Hao; Wang, Chunfeng; Fang, Zhenming; Ma, Dan
8
2020
Defined-contribution pension plan with stochastic interest rate and stochastic volatility. Zbl 1438.91104
Chang, Hao; Wang, Chunfeng; Fang, Zhenming
1
2019
Optimal portfolio and consumption rule with a CIR model under HARA utility. Zbl 1413.91090
Wang, Chun-Feng; Chang, Hao; Fang, Zhen-Ming
2
2018
Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform. Zbl 1394.91329
Chang, Hao; Chang, Kai
21
2017
Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston’s SV framework. Zbl 1400.91533
Chang, Hao; Li, Xue-Yan
2
2016
Legendre transform-dual solution for a class of investment and consumption problems with HARA utility. Zbl 1407.91216
Chang, Hao; Rong, Xi-min
5
2014
Portfolio selection with liability and affine interest rate in the HARA utility framework. Zbl 1406.91404
Chang, Hao; Chang, Kai; Lu, Ji-mei
5
2014
Legendre transform-dual solution for investment and consumption problem under the Vasicek model. Zbl 1327.93409
Chang, Hao; Chang, Kai
1
2014
An investment and consumption problem with CIR interest rate and stochastic volatility. Zbl 1291.91189
Chang, Hao; Rong, Xi-Min
12
2013
Optimal investment and consumption decisions under the constant elasticity of variance model. Zbl 1299.91115
Chang, Hao; Rong, Xi-min; Zhao, Hui; Zhang, Chu-bing
8
2013
A system theoretic study on a treatment of AIDS patient by achieving long-term non-progressor. Zbl 1172.92022
Shim, H.; Jo, N. H.; Chang, H.; Seo, J. H.
3
2009
The many facets of internet topology and traffic. Zbl 1131.90011
Alderson, D.; Chang, H.; Roughan, M.; Uhlig, S.; Willinger, W.
5
2006
all top 5

Cited by 93 Authors

8 Chang, Hao
6 Zhang, Yumo
4 Zhang, Yan
4 Zhao, Peibiao
2 Chang, Kai
2 Chen, Hongjing
2 Chen, Shou
2 Chen, Xingjiang
2 He, Hongbo
2 Li, Xueyan
2 Liu, Zilan
2 Wu, Yonghong
2 Xiang, Shengpeng
1 Angkola, Francisca
1 Aziz, Taha
1 Bakkaloglu, Ahmet
1 Barbu, Viorel
1 Benazzoli, Chiara
1 Bensoussan, Alain
1 Chen, Peimin
1 Cheung, Ka Chun
1 Chiu, Mei Choi
1 Covei, Dragoş-Pătru
1 Di Persio, Luca
1 Elliott, Robert James
1 Fang, Zhenming
1 Fatima, Aeeman
1 Gao, Jinggui
1 Guan, Guohui
1 Guo, Yunrui
1 Hagenimana, Emmanuel
1 Hao, Zhehong
1 He, Jingmin
1 He, Yong
1 Hu, Hanlei
1 Huang, Menglei
1 Huang, Ya
1 Huang, Zhehao
1 Jiang, Tianpei
1 Khalique, Chaudry Masood
1 Kou, Bingyu
1 Lai, Chong
1 Lai, Shaoyong
1 Li, Chao
1 Li, Jiaao
1 Li, Wenyuan
1 Li, Yiqun
1 Liang, Xiaoqing
1 Liang, Xue
1 Liang, Zongxia
1 Lichtenstern, Andreas
1 Liu, Shican
1 Lu, Ji-mei
1 Ma, Jingtang
1 Mao, Lei
1 Mi, Hui
1 Mwanakatwe, Patrick Kandege
1 Pan, Jian
1 Peszat, Szymon
1 Qiu, Zhijian
1 Rong, Ximin
1 Shevchenko, Pavel V.
1 Song, Lixin
1 Teng, Xinghu
1 Vörös, Jozsef
1 Wang, Chunfeng
1 Wang, Ning
1 Wang, Xiaoguang
1 Wang, Yijun
1 Wang, Zhenzhen
1 Wiwatanapataphee, Benchawan
1 Wong, Hoi Ying
1 Wu, Chunchi
1 Wu, Fangling
1 Wu, Yongfeng
1 Xiang, Kaili
1 Xiao, Qingxian
1 Xie, Tianhao
1 Xu, Weixiang
1 Yam, Sheung Chi Phillip
1 Yin, Zheng
1 Yoshioka, Hidekazu
1 Yoshioka, Yumi
1 Yuan, Yu
1 Zagst, Rudi
1 Zawisza, Dariusz
1 Zhang, Huanying
1 Zhang, Yan
1 Zhao, Hui
1 Zhou, Huaren
1 Zhou, Jieming
1 Zhou, Qing
1 Zhu, Songping

Citations by Year