Continuous-Time Mean-Variance Portfolio Selection under the CEV Process

Por Hui-qiang Ma
Publicado em 2014-01-01

Time Consistent Strategies for Mean-Variance Asset-Liability Management Problems

Por Hui-qiang Ma, Meng Wu, Nan-jing Huang
Publicado em 2013-01-01

A New Gap Function for Vector Variational Inequalities with an Application

Por Hui-qiang Ma, Nan-jing Huang, Meng Wu, Donal O'Regan
Publicado em 2013-01-01