Retirement decision and optimal consumption-investment under addictive habit persistence G Guan, Z Liang, F Yuan arXiv. org Papers, 2020 | 9 | 2020 |
Optimal DB-PAYGO pension management towards a habitual contribution rate L He, Z Liang, F Yuan Insurance: Mathematics and Economics 94, 125-141, 2020 | 8 | 2020 |
Consumption-investment decisions with endogenous reference point and drawdown constraint Z Liang, X Luo, F Yuan Mathematics and Financial Economics 17 (2), 285-334, 2023 | 4 | 2023 |
Weak equilibriums for time-inconsistent stopping control problems Z Liang, F Yuan arXiv preprint arXiv:2105.06607, 2021 | 3 | 2021 |
Time-inconsistent mean-field stopping problems: A regularized equilibrium approach X Yu, F Yuan arXiv preprint arXiv:2311.00381, 2023 | 2 | 2023 |
Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions Z Liang, F Yuan Mathematical Finance 33 (3), 891-945, 2023 | 2 | 2023 |
Dynamic portfolio selection for nonlinear law-dependent preferences Z Liang, J Xia, F Yuan arXiv preprint arXiv:2311.06745, 2023 | 1 | 2023 |
Equilibria for Time-inconsistent Singular Control Problems Z Liang, X Luo, F Yuan arXiv preprint arXiv:2310.09198, 2023 | 1 | 2023 |
Weak equilibriums for time-inconsistent stopping control problems, with applications to investment-withdrawal decision model Z Liang, F Yuan arXiv preprint arXiv:2105.06607, 2021 | 1 | 2021 |
Retirement decision with addictive habit persistence in a jump diffusion market G Guan, Q Huang, Z Liang, F Yuan arXiv preprint arXiv:2011.10166, 2020 | 1 | 2020 |
Unified continuous-time q-learning for mean-field game and mean-field control problems X Wei, X Yu, F Yuan arXiv preprint arXiv:2407.04521, 2024 | | 2024 |
Optimal consumption under loss-averse multiplicative habit-formation preferences B Angoshtari, X Yu, F Yuan arXiv preprint arXiv:2406.20063, 2024 | | 2024 |
Dynamic portfolio selection under generalized disappointment aversion Z Liang, S Wang, J Xia, F Yuan arXiv preprint arXiv:2401.08323, 2024 | | 2024 |
Equilibrium master equations for time-inconsistent problems with distribution dependent rewards Z Liang, F Yuan arXiv preprint arXiv:2112.14462, 2021 | | 2021 |