Tingjin Yan

Tingjin Yan

East China Normal University - Shanghai / China
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 4883799
华东师范大学
person_outline Tingjin Yan's MOST POPULAR ARTICLES
1-) Open-loop equilibrium strategy for mean–variance portfolio problem under stochastic volatilityT Yan, HY WongAutomatica 107, 211-223, 2019312019
2-) Open-loop equilibrium reinsurance-investment strategy under mean–variance criterion with stochastic volatilityT Yan, HY WongInsurance: Mathematics and Economics 90, 105-119, 2020212020
3-) Robust time-consistent mean–variance portfolio selection problem with multivariate stochastic volatilityT Yan, B Han, CS Pun, HY WongMathematics and Financial Economics 14 (4), 699-724, 2020112020
4-) Robust retirement and life insurance with inflation risk and model ambiguityK Park, HY Wong, T YanInsurance: Mathematics and Economics 110, 1-30, 2023142023
5-) Pairs trading under delayed cointegrationT Yan, MC Chiu, HY WongQuantitative Finance, 1-22, 2022102022