Multi-Period Telser’s Safety-First Portfolio Selection Problem in a Defined Contribution Pension Plan von Li, Fangbo, Wu, Huiling, Yao, Haixiang

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Mean–CVaR portfolio selection: A nonparametric estimation framework von Yao, Haixiang, Li, Zhongfei, Lai, Yongzeng

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Uncertain exit time multi-period mean–variance portfolio selection with endogenous liabilities and Markov jumps von Yao, Haixiang, Lai, Yongzeng, Hao, Zhifeng

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Optimal investor life cycle decisions with time-inconsistent preferences von Chen, Shumin, Luo, Dan, Yao, Haixiang

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A fuzzy behavioral portfolio decision model with trapezoidal fuzzy return and aspiration von Zhang, Qiansheng, Yao, Haixiang

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Nonparametric mean-lower partial moment model and enhanced index investment von Huang, Jinbo, Li, Yong, Yao, Haixiang

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Return predictability via an long short‐term memory‐based cross‐section factor model: Evidence from Chinese stock market von Yao, Haixiang, Xia, Shenghao, Liu, Hao

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Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability von Yao, Haixiang, Li, Zhongfei, Li, Duan

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Monetary policy rule under rare events: With implications by digital finance development von Yao, Haixiang, Zhang, Weixuan, Wu, Zhouheng

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Six-factor asset pricing and portfolio investment via deep learning: Evidence from Chinese stock market von Yao, Haixiang, Xia, Shenghao, Liu, Hao

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Partial moments and indexation investment strategies von Huang, Jinbo, Li, Yong, Yao, Haixiang

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Robust enhanced index tracking problem with mixture of distributions von Kang, Zhilin, Yao, Haixiang, Li, Xingyi, Li, Zhongfei

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Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause von Bian, Lihua, Li, Zhongfei, Yao, Haixiang

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Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing von Gu, Ailing, Viens, Frederi G., Yao, Haixiang

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Dynamic trading with uncertain exit time and transaction costs in a general Markov market von Yao, Haixiang, Li, Danping, Wu, Huiling

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Robust optimal investment–reinsurance strategies for an insurer with multiple dependent risks von Sun, Jingyun, Yao, Haixiang, Kang, Zhilin

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Index tracking model, downside risk and non-parametric kernel estimation von Huang, Jinbo, Li, Yong, Yao, Haixiang

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Optimal investment management for a defined contribution pension fund under imperfect information von Zhang, Ling, Zhang, Hao, Yao, Haixiang

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Markowitz’s mean–variance defined contribution pension fund management under inflation: A continuous-time model von Yao, Haixiang, Yang, Zhou, Chen, Ping

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Optimal Insurance Indemnity and Reinsurance Strategy for Health Insurance von Zhang, Yan, Wu, Yonghong, Yao, Haixiang

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