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王鸣晖

个人概况 姓名:王鸣晖                    学历:理学博士专业:金融数学      教育背景 2010.9-2014.6:四川大学,数学与应用数学,理学学士2014.9-2017.6:四川大学,数学与应用数学,理学硕士2017.9-2020.6:四川大学,金融数学与计量经济学,理学博士代表性论文 1. M.H.Wang, J.Yue and N.J. Huang, Robust mean variance portfolio selection model in the jump-diffusion financial market with an intractable claim, O...

个人概况

姓名:王鸣晖                    学历:理学博士

专业:金融数学      


教育背景

2010.9-2014.6:四川大学,数学与应用数学,理学学士

2014.9-2017.6:四川大学,数学与应用数学,理学硕士

2017.9-2020.6:四川大学,金融数学与计量经济学,理学博士


代表性论文

1. M.H.Wang, J.Yue and N.J. Huang, Robust mean variance portfolio selection model in the jump-diffusion financial market with an intractable claim, Optimization, 66(2017), 1219-1234.

2. M.H.Wang and N.J. Huang, Optimal Consumption and R&D investment for a risk-averse

entrepreneur, Journal of Nonlinear and Convex Analysis, (20)2019, 1837-1857.

3. J.Yue, M.H.Wang and N.J.Huang, Multi-asset option pricing in incomplete market driven by

multivariate normal tempered stable process, Journal of Nonlinear and Convex Analysis,

18(2017), 1153-1169.

4. K. W. Ding, M.H.Wang and N.J.Huang, Distributionally robust chance constrained problem

under interval distribution information, Optimization Letters, 12(2018), 1315-1328.

5. Z.Gou, M.H.Wang and N.J.Huang, Strong solutions for jump-type stochastic differential

equations with non-Lipschitz coefficients, Stochastics, 92(2020), 533-551.

6. H.Yang, M.H.Wang and N.J.Huang, The alpha-tail distance with an application to portfolio

optimization under different market conditions, Computational Economics, Published online.