Haixiang Yao

According to our database, Haixiang Yao authored at least 11 papers between 2008 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

Multi-Period Telser's Safety-First Portfolio Selection Problem in a Defined Contribution Pension Plan.

Fangbo Li, Huiling Wu, Haixiang Yao

J. Syst. Sci. Complex., June, 2023

An option pricing model with adaptive interval-valued fuzzy numbers.

Qiansheng Zhang, Jingfa Liu, Haixiang Yao

Int. J. Comput. Sci. Math., 2023

2022

Robust enhanced index tracking problem with mixture of distributions.

Zhilin Kang, Haixiang Yao, Xingyi Li, Zhongfei Li

Expert Syst. Appl., 2022

Nonparametric mean-lower partial moment model and enhanced index investment.

Jinbo Huang, Yong Li, Haixiang Yao

Comput. Oper. Res., 2022

2020

Multi-period asset-liability management with cash flows and probability constraints: A mean-field formulation approach.

Xun Li, Xianping Wu, Haixiang Yao

J. Oper. Res. Soc., 2020

2016

Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability.

Haixiang Yao, Zhongfei Li, Duan Li

Eur. J. Oper. Res., 2016

2014

Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods.

Yongjia Xu, Yongzeng Lai, Haixiang Yao

Appl. Math. Comput., 2014

2013

Mean-CVaR portfolio selection: A nonparametric estimation framework.

Haixiang Yao, Zhongfei Li, Yongzeng Lai

Comput. Oper. Res., 2013

Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps.

Haixiang Yao, Yongzeng Lai, Zhifeng Hao

Autom., 2013

Characterization of efficient frontier for mean-variance model with a drawdown constraint.

Haixiang Yao, Yongzeng Lai, Qinghua Ma, Huabao Zheng

Appl. Math. Comput., 2013

2008

A characterization of dictatorial social choice correspondences with continuous preferences.

Haixiang Yao, Jianxin Yi

Math. Soc. Sci., 2008