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Publications by Yuquan Cui

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

Mathematics and Computer Science

English

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

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Discrete Time and Continuous Time Dynamic Mean-Variance Analysis

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

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

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The Optimization of the Mean-Variance Portfolio Selection With Nonsmooth Concave Transaction Costs

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Multi-Period Mean-Variance Portfolio Optimization With Markov Switching Parameters

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

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

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