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ORCIDYang Shen 0003
Person information
- affiliation: University of New South Wales, School of Risk and Actuarial Studies, NSW, Australia
Other persons with the same name
- Yang Shen — disambiguation page
- Yang Shen 0001
![[0000-0002-1703-7796]](https://dblp.uni-trier.de/img/orcid-mark.12x12.png "0000-0002-1703-7796")
— Texas A&M University, College Station, TX, USA (and 1 more) - Yang Shen 0002 — Huzhou University, School of Information Engineering, China
- Yang Shen 0004 — UBTECH North America Research and Development Center, Pasadena, CA, USA (and 1 more)
- Yang Shen 0005 — Tsinghua University, Suzhou Automobile Research Institute, Institute of Intelligent Flying Cars, Beijing, China (and 1 more)
- Yang Shen 0006 — Nanjing University of Science and Technology, School of Computer Science and Engineering, China
- Yang Shen 0007 — Huaqiao University, Institute of Quantitative Economics, Xiamen, China
- Yang Shen 0008 — Zhejiang Baima Lake Laboratory Co., Ltd., Hangzhou, China
- Yang Shen 0009 — Beijing Normal University, Collaborative Innovation Center of Assessment for Basic Education Quality, China
- Yang Shen 0010 — Information Engineering University, Institute of Geospatial Information, Zhengzhou, China
- Yang Shen 0011 — Lishui University, Department of Computer Science and Technology, China (and 1 more)
- Yang Shen 0012 — Trinity College Dublin, Department of Electronic and Electrical Engineering, Ireland (and 1 more)
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2020 – today
- 2025
[j19]Len Patrick Dominic M. Garces, Yang Shen:
Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment. Eur. J. Oper. Res. 322(2): 693-712 (2025)- 2024
- [j18]Fan Wu, Yang Shen, Xin Zhang, Kai Ding:
Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting Claim Model. J. Optim. Theory Appl. 201(3): 1229-1255 (2024) - 2023
- [j17]Meijiao Wang, Qingxin Meng, Yang Shen, Peng Shi:
Stochastic H2/H∞ Control for Mean-Field Stochastic Differential Systems with (x, u, v)-Dependent Noise. J. Optim. Theory Appl. 197(3): 1024-1060 (2023) - 2022
- [j16]A. Chunxiang, Yang Shen, Yan Zeng:
Dynamic asset-liability management problem in a continuous-time model with delay. Int. J. Control 95(5): 1315-1336 (2022) - [j15]Yang Shen, Bin Zou:
Mean-Variance Portfolio Selection in Contagious Markets. SIAM J. Financial Math. 13(2): 391-425 (2022) - 2021
- [j14]Danping Li, Bin Li, Yang Shen:
A dynamic pricing game for general insurance market. J. Comput. Appl. Math. 389: 113349 (2021) - [j13]Meijiao Wang, Qingxin Meng, Yang Shen:
H2/H∞ Control for Stochastic Jump-Diffusion Systems with Markovian Switching. J. Syst. Sci. Complex. 34(3): 924-954 (2021) - 2020
- [j12]Jiaqin Wei, Yang Shen, Qian Zhao:
Portfolio selection with regime-switching and state-dependent preferences. J. Comput. Appl. Math. 365 (2020) - [j11]Xingying Yu, Yang Shen, Xiang Li, Kun Fan:
Portfolio selection with parameter uncertainty under α maxmin mean-variance criterion. Oper. Res. Lett. 48(6): 720-724 (2020)
2010 – 2019
- 2018
- [j10]Donatien Hainaut, Yang Shen, Yan Zeng:
How do capital structure and economic regime affect fair prices of bank's equity and liabilities? Ann. Oper. Res. 262(2): 519-545 (2018) - 2015
- [j9]Yang Shen:
Mean-variance portfolio selection in a complete market with unbounded random coefficients. Autom. 55: 165-175 (2015) - [j8]Shuai Wang, Yang Shen, Linyi Qian:
Static Hedging of Geometric Average Asian Options with Standard Options. Commun. Stat. Simul. Comput. 44(8): 2101-2116 (2015) - [j7]Qingxin Meng, Yang Shen:
Optimal control of mean-field jump-diffusion systems with delay: A stochastic maximum principle approach. J. Comput. Appl. Math. 279: 13-30 (2015) - [j6]Qingxin Meng, Yang Shen:
A revisit to stochastic near-optimal controls: The critical case. Syst. Control. Lett. 82: 79-85 (2015) - 2014
- [j5]Yang Shen, Qingxin Meng, Peng Shi:
Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance. Autom. 50(6): 1565-1579 (2014) - [j4]Qian Zhao, Yang Shen, Jiaqin Wei:
Consumption-investment strategies with non-exponential discounting and logarithmic utility. Eur. J. Oper. Res. 238(3): 824-835 (2014) - [j3]Yang Shen, Xin Zhang, Tak Kuen Siu:
Mean-variance portfolio selection under a constant elasticity of variance model. Oper. Res. Lett. 42(5): 337-342 (2014) - 2013
- [j2]Yang Shen, Tak Kuen Siu:
A stochastic maximum principle for backward control systems with random default time. Int. J. Control 86(5): 953-965 (2013) - [j1]Yang Shen, Tak Kuen Siu:
Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching. Oper. Res. Lett. 41(2): 180-187 (2013)
Coauthor Index
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