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Publications by Hui-qiang Ma

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

Mathematical Problems in Engineering

English

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Time-Consistent Optimal Portfolio Strategy for Asset-Liability Management Under Mean-Variance Criterion

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Optimal Dynamic Mean-Variance Asset-Liability Management Under the Heston Model

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Mean-Variance Portfolio Optimization Under Asset-Liability Based on Time Series Approaches

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Time-Consistent Mean–variance Portfolio Optimization: A Numerical Impulse Control Approach

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Equilibrium Time-Consistent Strategy for Corporate International Investment Problem With Mean-Variance Criterion

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Time-Consistent Reinsurance-Investment Strategy for Mean-Variance Insurers With Defaultable Security and Jumps

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High-Performance Computing for Asset-Liability Management

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Optimal Time-Consistent Portfolio and Contribution Selection for Defined Benefit Pension Schemes Under Mean–variance Criterion

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