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von Wu, Huiling
Veröffentlicht in Insurance / Mathematics & economics (2015)

Nash equilibrium strategy for a multi-period mean-variance portfolio selection problem with regime switching

von Wu, Huiling
Veröffentlicht in Economic modelling (2015)

Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow

von Wu, Huiling
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Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions

von Wu, Huiling
Veröffentlicht in OR spectrum (2018)

Multi-period Markowitz's mean-variance portfolio selection with state-dependent exit probability

von Wu, Huiling
Veröffentlicht in Economic modelling (2014)

Local Reasoning About Probabilistic Behaviour for Classical-Quantum Programs

von Deng, Yuxin
Veröffentlicht in VMCAI (25. : 2024 : London) Verification, model checking, and abstract interpretation ; Part 2 (2024)

Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon

von Zeng, Yan
Veröffentlicht in Economic modelling (2013)

Dynamic trading with uncertain exit time and transaction costs in a general Markov market

von Yao, Haixiang
Veröffentlicht in International review of financial analysis (2022)

Nash equilibrium strategies for a defined contribution pension management

von Wu, Huiling
Veröffentlicht in Insurance / Mathematics & economics (2015)

Ji kang yu wei jin zhuang xue feng chao de xing qi

von Wu, Huiling
Veröffentlicht 202003