Zhongfeng Yan

Publication Activity (10 Years)

Years Active: 2012-2022
Publications (10 Years): 3

Top Topics

Portfolio Optimization

Utility Function

Fingerprint Verification

Top Venues

SIAM J. Financial Math.

Commun. Inf. Syst.

Publications

Alain Bensoussan, SingRu (Celine) Hoe, Joohyun Kim, Zhongfeng Yan
A Risk Extended Version of Merton's Optimal Consumption and Portfolio Selection. Oper. Res. 70 (2) (2022)
Alain Bensoussan, SingRu Celine Hoe, Joohyun Kim, Zhongfeng Yan
Mean field verification theorem. Commun. Inf. Syst. 21 (2) (2021)
Alain Bensoussan, SingRu Celine Hoe, Zhongfeng Yan
A Mean-Variance Approach to Capital Investment Optimization. SIAM J. Financial Math. 10 (1) (2019)
Alain Bensoussan, Zhongfeng Yan, G. Yin
Threshold-Type Policies for Real Options Using Regime-Switching Models. SIAM J. Financial Math. 3 (1) (2012)