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Publications by Sanyun Zeng

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

Mathematical Problems in Engineering

English

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

Accounting and Finance Research

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

Hacettepe Journal of Mathematics and Statistics

English

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

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

Mathematical Problems in Engineering

English

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

Insurance: Mathematics and Economics

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The Research of Discrete Mean - Variance Portfolio Problem With Time-Delay

Mathematics and Computer Science

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Nash Equilibrium Strategy for a DC Pension Plan With State-Dependent Risk Aversion: A Multiperiod Mean-Variance Framework

Discrete Dynamics in Nature and Society

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Continuous-Time Mean-Variance Portfolio Selection Problem With Ho-Lee Stochastic Interest Rates

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Equilibrium and Optimality in a Mean-Variance Model

RAND Journal of Economics

English