Haixiang Yao

Publication Activity (10 Years)

Years Active: 2008-2023
Publications (10 Years): 6

Top Topics

Facility Location Problem

Portfolio Selection

Nonparametric Estimation

Top Venues

Comput. Oper. Res.

Appl. Math. Comput.

J. Syst. Sci. Complex.

J. Oper. Res. Soc.

Publications

Fangbo Li, Huiling Wu, Haixiang Yao
Multi-Period Telser's Safety-First Portfolio Selection Problem in a Defined Contribution Pension Plan. J. Syst. Sci. Complex. 36 (3) (2023)
Qiansheng Zhang, Jingfa Liu, Haixiang Yao
An option pricing model with adaptive interval-valued fuzzy numbers. Int. J. Comput. Sci. Math. 17 (4) (2023)
Zhilin Kang, Haixiang Yao, Xingyi Li, Zhongfei Li
Robust enhanced index tracking problem with mixture of distributions. Expert Syst. Appl. 201 (2022)
Jinbo Huang, Yong Li, Haixiang Yao
Nonparametric mean-lower partial moment model and enhanced index investment. Comput. Oper. Res. 144 (2022)
Xun Li, Xianping Wu, Haixiang Yao
Multi-period asset-liability management with cash flows and probability constraints: A mean-field formulation approach. J. Oper. Res. Soc. 71 (10) (2020)
Haixiang Yao, Zhongfei Li, Duan Li
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. Eur. J. Oper. Res. 252 (3) (2016)
Yongjia Xu, Yongzeng Lai, Haixiang Yao
Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods. Appl. Math. Comput. 236 (2014)
Haixiang Yao, Yongzeng Lai, Qinghua Ma, Huabao Zheng
Characterization of efficient frontier for mean-variance model with a drawdown constraint. Appl. Math. Comput. 220 (2013)
Haixiang Yao, Yongzeng Lai, Zhifeng Hao
Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps. Autom. 49 (11) (2013)
Haixiang Yao, Zhongfei Li, Yongzeng Lai
Mean-CVaR portfolio selection: A nonparametric estimation framework. Comput. Oper. Res. 40 (4) (2013)
Haixiang Yao, Jianxin Yi
A characterization of dictatorial social choice correspondences with continuous preferences. Math. Soc. Sci. 55 (3) (2008)