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2022 article

Production and green technology investment strategy for contract-farming supply chain under yield insurance

Shi, L., Pang, T., & Peng, H. (2022, February 4). *JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY*.

Source: Web Of Science

Added: March 14, 2022

2021 journal article

A simple and robust approach for expected shortfall estimation

*JOURNAL OF COMPUTATIONAL FINANCE*.

Source: Web Of Science

Added: November 8, 2021

2021 journal article

Forecasting US Yield Curve Using the Dynamic Nelson-Siegel Model with Random Level Shift Parameters

*ECONOMIC MODELLING*, *94*, 340–350.

Source: Web Of Science

Added: February 15, 2021

2021 journal article

Optimal strategies for a capital constrained contract-farming supply chain with yield insurance

*RAIRO-OPERATIONS RESEARCH*, *55*(2), 521–544.

Source: Web Of Science

Added: April 26, 2021

2021 article

Optimal strategies of contract-farming supply chain under the cooperative mode of bank-insurance: loan guarantee insurance versus yield insurance

Shi, L., Pang, T., & Peng, H. (2021, August 30). *INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH*.

Source: Web Of Science

Added: September 7, 2021

2020 journal article

A Sustainable Quantitative Stock Selection Strategy Based on Dynamic Factor Adjustment

*SUSTAINABILITY*, *12*(10).

Source: Web Of Science

Added: July 13, 2020

2020 journal article

FINANCING STRATEGIES FOR A CAPITAL-CONSTRAINED SUPPLIER UNDER YIELD UNCERTAINTY

*JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION*, *16*(2), 887–909.

Source: Web Of Science

Added: March 10, 2020

2020 journal article

Supply chain coordination under financial constraints and yield uncertainty

*EUROPEAN JOURNAL OF INDUSTRIAL ENGINEERING*, *14*(6), 782–812.

Source: Web Of Science

Added: February 22, 2021

2019 journal article

A mutual-aid mechanism for supply chains with capital constraints

*INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE AND ENGINEERING MANAGEMENT*, *14*(4), 304–312.

Source: Web Of Science

Added: October 7, 2019

2019 journal article

Optimal strategies for a three-level contract-farming supply chain with subsidy

*INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS*, *216*, 274–286.

Source: Web Of Science

Added: October 14, 2019

2019 journal article

Portfolio Optimization for Assets with Stochastic Yields and Stochastic Volatility

*JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS*, *182*(2), 691–729.

Source: Web Of Science

Added: July 8, 2019

2018 journal article

A Mutual Subsidy Mechanism for a Seasonal Product Supply Chain Channel Under Double Price Regulation

*ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH*, *35*(6).

Source: NC State University Libraries

Added: December 31, 2018

2018 journal article

A closed-form solution of the Black-Litterman model with conditional value at risk

*Operations Research Letters*, *46*(1), 103–108.

Source: NC State University Libraries

Added: August 6, 2018

2018 journal article

Coordination contracts for a supply chain with yield uncertainty and low-carbon preference

*JOURNAL OF CLEANER PRODUCTION*, *205*, 291–302.

Source: NC State University Libraries

Added: November 26, 2018

2017 journal article

A stochastic portfolio optimization model with complete memory

*Stochastic Analysis and Applications*, *35*(4), 742–766.

Source: NC State University Libraries

Added: August 6, 2018

2017 journal article

On the correlation and parametric approaches to calculation of credit value adjustment

*Journal of Risk Model Validation*, *11*(3), 49–67.

Source: NC State University Libraries

Added: August 6, 2018

2016 journal article

An Empirical Analysis of the Impact of the Internet Finance on Money Market

*Contemporary Economic Management*, *38*(7), 84–93.

Source: NC State University Libraries

Added: September 8, 2019

2016 journal article

An efficient grid lattice algorithm for pricing American-style options

*International Journal of Financial Markets and Derivatives*, *5*(1), 36.

Source: Crossref

Added: July 28, 2019

2016 journal article

An infinite time horizon portfolio optimization model with delays

*Mathematical Control and Related Fields*, *6*(4), 629–651.

Source: NC State University Libraries

Added: August 6, 2018

2015 chapter

An Application of Functional Ito's Formula to Stochastic Portfolio Optimization with Bounded Memory

In *2015 Proceedings of the Conference on Control and its Applications* (pp. 159–166).

Source: Crossref

Added: July 28, 2019

2015 journal article

CVA Wrong Way Risk Multiplier Decomposition and Efficient CVA Curve

*Journal of Risk Management in Financial Institutions*, *8*(4), 390–404.

Source: NC State University Libraries

Added: July 28, 2019

2015 journal article

Convergence Studies on Monte Carlo Methods for Pricing Mortgage-Backed Securities

*International Journal of Financial Studies*, *3*(2), 136–150.

Source: Crossref

Added: July 28, 2019

2015 journal article

GARCH Models for Credit Risk and Market Risk of Relative Returns

*Journal of Finance and Management Research*, *1*(1), 19–38.

Source: NC State University Libraries

Added: July 28, 2019

2015 journal article

Optimal Investment and Consumption for Portfolios with Stochastic Dividends

*Journal of Finance and Management Research*, *1*(2), 1–22.

Source: NC State University Libraries

Added: July 11, 2019

2014 journal article

A Stochastic Investment Model on Finite Time Horizon

*Research on Finance and Management*, *2*(1), 1–26.

Source: NC State University Libraries

Added: July 11, 2019

2012 journal article

Viscosity solution of optimal stopping problem for stochastic systems with bounded memory

*Stochastic Analysis and Applications*, *30*(6), 1102–1135.

Source: NC State University Libraries

Added: August 6, 2018

2011 journal article

A stochastic portfolio optimization model with bounded memory

*Mathematics of Operations Research*, *36*(4), 604–619.

Source: NC State University Libraries

Added: August 6, 2018

2010 journal article

An approximation scheme for Black-Scholes equations with delays

*Journal of Systems Science & Complexity*, *23*(3), 438–455.

Source: NC State University Libraries

Added: August 6, 2018

2009 journal article

Optimal stopping problem for stochastic differential equations with random coefficients

*SIAM Journal on Control and Optimization*, *48*(2), 941–971.

Source: NC State University Libraries

Added: August 6, 2018

2008 journal article

Finite difference approximation for stochastic optimal stopping problems with delays

*Journal of Industrial and Management Optimization*, *4*(2), 227–246.

Source: NC State University Libraries

Added: August 6, 2018

2008 journal article

Finite difference approximations for stochastic control systems with delay

*Stochastic Analysis and Applications*, *26*(3), 451–470.

Source: NC State University Libraries

Added: August 6, 2018

2008 journal article

Optimal control of stochastic functional differential equations with a bounded memory

*Stochastics*, *80*(1), 69–96.

Source: Crossref

Added: July 28, 2019

2006 journal article

Stochastic optimal control problems with a bounded memory

*Operations Research and Its Applications, Lecture Notes in Operations Research*, *6*, 82–94.

Source: NC State University Libraries

Added: July 28, 2019

2006 journal article

Stochastic portfolio optimization with log utility

*International Journal of Theoretical and Applied Finance*, *9*(6), 869–887.

Source: Crossref

Added: December 16, 2019

2005 journal article

A stochastic control model of investment, production and consumption

*Quarterly of Applied Mathematics*, *63*(1), 71–87.

Source: NC State University Libraries

Added: August 6, 2018

2004 journal article

An application of stochastic control theory to financial economics

*SIAM Journal on Control and Optimization*, *43*(2), 502–531.

Source: NC State University Libraries

Added: August 6, 2018

2004 journal article

Portfolio optimization models on infinite-time horizon

*Journal of Optimization Theory and Applications*, *122*(3), 573–597.

Source: NC State University Libraries

Added: August 6, 2018

1999 journal article

Global Smooth Solutions and Large Time Behavior of the One-Dimensional Navier–Stokes Equations

*Journal of Mathematical Analysis and Applications*, *235*(2), 395–417.

Source: Crossref

Added: July 28, 2019