Haixiang Yao

13 papers Journal 13
YearRankTypeTitle / Venue / Authors
2025 J jnl
Equilibrium Investment Strategy with Learning About Equity Return.
J. Syst. Sci. Complex.
Yongwu Li, Wenchang Huang, Jian Li, Haixiang Yao
2024 J jnl
Optimal reinsurance strategy with mean-variance premium principle and relative performance concern.
RAIRO Oper. Res.
Shumin Chen, Haixiang Yao
2023 J jnl
An option pricing model with adaptive interval-valued fuzzy numbers.
Int. J. Comput. Sci. Math.
Qiansheng Zhang, Jingfa Liu, Haixiang Yao
2023 J jnl
Multi-Period Telser's Safety-First Portfolio Selection Problem in a Defined Contribution Pension Plan.
J. Syst. Sci. Complex.
Fangbo Li, Huiling Wu, Haixiang Yao
2022 J jnl
Nonparametric mean-lower partial moment model and enhanced index investment.
Comput. Oper. Res.
Jinbo Huang, Yong Li, Haixiang Yao
2022 J jnl
Robust enhanced index tracking problem with mixture of distributions.
Expert Syst. Appl.
Zhilin Kang, Haixiang Yao, Xingyi Li, Zhongfei Li
2020 J jnl
Multi-period asset-liability management with cash flows and probability constraints: A mean-field formulation approach.
J. Oper. Res. Soc.
Xun Li, Xianping Wu, Haixiang Yao
2016 J jnl
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability.
Eur. J. Oper. Res.
Haixiang Yao, Zhongfei Li, Duan Li
2014 J jnl
Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods.
Appl. Math. Comput.
Yongjia Xu, Yongzeng Lai, Haixiang Yao
2013 J jnl
Characterization of efficient frontier for mean-variance model with a drawdown constraint.
Appl. Math. Comput.
Haixiang Yao, Yongzeng Lai, Qinghua Ma, Huabao Zheng
2013 J jnl
Mean-CVaR portfolio selection: A nonparametric estimation framework.
Comput. Oper. Res.
Haixiang Yao, Zhongfei Li, Yongzeng Lai
2013 J jnl
Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps.
Autom.
Haixiang Yao, Yongzeng Lai, Zhifeng Hao
2008 J jnl
A characterization of dictatorial social choice correspondences with continuous preferences.
Math. Soc. Sci.
Haixiang Yao, Jianxin Yi