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Publications by Ke Fu

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

Accounting and Finance Research

English

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

Mathematical Problems in Engineering

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

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

International Journal of Mathematics Trends and Technology

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

Advances in Difference Equations

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

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

Insurance: Mathematics and Economics

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

Hacettepe Journal of Mathematics and Statistics

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Comparison of Mean Variance Like Strategies for Optimal Asset Allocation Problems

International Journal of Theoretical and Applied Finance

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Implicit Mean-Variance Approach for Optimal Management of a Water Supply System Under Uncertainty

Journal of Water Resources Planning and Management - ASCE

Structural Engineering

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