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

door Hui-qiang Ma
Gepubliceerd in 2014-01-01

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

door Hui-qiang Ma, Meng Wu, Nan-jing Huang
Gepubliceerd in 2013-01-01

A New Gap Function for Vector Variational Inequalities with an Application

door Hui-qiang Ma, Nan-jing Huang, Meng Wu, Donal O'Regan
Gepubliceerd in 2013-01-01