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Fengyi Yuan
Fengyi Yuan
Department of Mathematical Sciences, Tsinghua University
Verified email at mails.tsinghua.edu.cn - Homepage
Title
Cited by
Cited by
Year
Retirement decision and optimal consumption-investment under addictive habit persistence
G Guan, Z Liang, F Yuan
arXiv e-prints, arXiv: 2011.10166, 2020
82020
Optimal DB-PAYGO pension management towards a habitual contribution rate
L He, Z Liang, F Yuan
Insurance: Mathematics and Economics 94, 125-141, 2020
82020
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
32023
Weak equilibriums for time-inconsistent stopping control problems
Z Liang, F Yuan
arXiv preprint arXiv:2105.06607, 2021
32021
Dynamic portfolio selection for nonlinear law-dependent preferences
Z Liang, J Xia, F Yuan
arXiv preprint arXiv:2311.06745, 2023
12023
Time-inconsistent mean-field stopping problems: A regularized equilibrium approach
X Yu, F Yuan
arXiv preprint arXiv:2311.00381, 2023
12023
Equilibria for Time-inconsistent Singular Control Problems
Z Liang, X Luo, F Yuan
arXiv preprint arXiv:2310.09198, 2023
12023
Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions
Z Liang, F Yuan
Mathematical Finance 33 (3), 891-945, 2023
12023
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
12021
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
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
2020
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Articles 1–12