| Mean–CVaR portfolio selection: A nonparametric estimation framework H Yao, Z Li, Y Lai Computers & Operations Research 40 (4), 1014-1022, 2013 | 91 | 2013 |
| Markowitz’s mean–variance defined contribution pension fund management under inflation: A continuous-time model H Yao, Z Yang, P Chen Insurance: Mathematics and Economics 53 (3), 851-863, 2013 | 81 | 2013 |
| Asset allocation for a DC pension fund with stochastic income and mortality risk: A multi-period mean–variance framework H Yao, Y Lai, Q Ma, M Jian Insurance: Mathematics and Economics 54, 84-92, 2014 | 64 | 2014 |
| Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability H Yao, Z Li, D Li European Journal of Operational Research 252 (3), 837-851, 2016 | 53 | 2016 |
| Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing A Gu, FG Viens, H Yao Insurance: Mathematics and Economics 80, 93-109, 2018 | 50 | 2018 |
| Multi-period mean–variance asset–liability management with uncontrolled cash flow and uncertain time-horizon H Yao, Y Zeng, S Chen Economic Modelling 30, 492-500, 2013 | 47 | 2013 |
| Continuous-time mean–variance portfolio selection with only risky assets H Yao, Z Li, S Chen Economic Modelling 36, 244-251, 2014 | 41 | 2014 |
| Continuous-time mean–variance asset–liability management with endogenous liabilities H Yao, Y Lai, Y Li Insurance: Mathematics and Economics 52 (1), 6-17, 2013 | 40 | 2013 |
| Multi-period Markowitz's mean–variance portfolio selection with state-dependent exit probability H Wu, Y Zeng, H Yao Economic modelling 36, 69-78, 2014 | 31 | 2014 |
| Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause L Bian, Z Li, H Yao Insurance: Mathematics and Economics 81, 78-94, 2018 | 25 | 2018 |
| Uncertain exit time multi-period mean–variance portfolio selection with endogenous liabilities and Markov jumps H Yao, Y Lai, Z Hao Automatica 49 (11), 3258-3269, 2013 | 25 | 2013 |
| Optimal investment management for a defined contribution pension fund under imperfect information L Zhang, H Zhang, H Yao Insurance: Mathematics and Economics 79, 210-224, 2018 | 24 | 2018 |
| Multi-period defined contribution pension funds investment management with regime-switching and mortality risk H Yao, P Chen, X Li Insurance: Mathematics and Economics 71, 103-113, 2016 | 20 | 2016 |
| Index tracking model, downside risk and non-parametric kernel estimation J Huang, Y Li, H Yao Journal of Economic Dynamics and Control 92, 103-128, 2018 | 18 | 2018 |
| Heterogeneous expectation, beliefs evolution and house price volatility H Zhang, Y Huang, H Yao Economic Modelling 53, 409-418, 2016 | 18 | 2016 |
| Multi-period asset-liability management with cash flows and probability constraints: A mean-field formulation approach X Li, X Wu, H Yao Journal of the Operational Research Society 71 (10), 1563-1580, 2020 | 15 | 2020 |
| Dynamic asset–liability management in a Markov market with stochastic cash flows H Yao, X Li, Z Hao, Y Li Quantitative Finance 16 (10), 1575-1597, 2016 | 15 | 2016 |
| DYNAMIC MEAN-VARIANCE ASSET ALLOCATION WITH STOCHASTIC INTEREST RATE AND INFLATION RATE. H Yao, Z Li, Y Lai Journal of Industrial & Management Optimization 12 (1), 2016 | 15 | 2016 |
| Mean-variance portfolio selection with only risky assets under regime switching M Zhang, P Chen, H Yao Economic Modelling 62, 35-42, 2017 | 14 | 2017 |
| Robust optimal investment–reinsurance strategies for an insurer with multiple dependent risks J Sun, H Yao, Z Kang Insurance: Mathematics and Economics 89, 157-170, 2019 | 13 | 2019 |
