Yumo Zhang

Available identifiers

zbMath Open zhang.yumoMaRDI QIDQ2103520

List of research outcomes

Publication	Date of Publication	Type
Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach	2024-05-06	Paper
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics	2024-02-13	Paper
Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks	2023-11-23	Paper
Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models	2023-07-04	Paper
Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach	2023-06-12	Paper
Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading	2023-03-29	Paper
Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences	2023-03-29	Paper
Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate	2022-12-14	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Yumo Zhang