A characterization of dictatorial social choice correspondences with continuous preferences. - Haixiang Yao; Jianxin Yi (Math. Soc. Sci., 2008)

Characterization of efficient frontier for mean-variance model with a drawdown constraint. - Haixiang Yao; Yongzeng Lai; Qinghua Ma; Huabao Zheng (Appl. Math. Comput., 2013)

Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps. - Haixiang Yao; Yongzeng Lai; Zhifeng Hao (Autom., 2013)

Mean-CVaR portfolio selection: A nonparametric estimation framework. - Haixiang Yao; Zhongfei Li; Yongzeng Lai (Comput. Oper. Res., 2013)

Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods. - Yongjia Xu; Yongzeng Lai; Haixiang Yao (Appl. Math. Comput., 2014)

Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. - Haixiang Yao; Zhongfei Li; Duan Li 002 (Eur. J. Oper. Res., 2016)

Multi-period asset-liability management with cash flows and probability constraints: A mean-field formulation approach. - Xun Li 002; Xianping Wu; Haixiang Yao (J. Oper. Res. Soc., 2020)

Nonparametric mean-lower partial moment model and enhanced index investment. - Jinbo Huang; Yong Li; Haixiang Yao (Comput. Oper. Res., 2022)

Robust enhanced index tracking problem with mixture of distributions. - Zhilin Kang; Haixiang Yao; Xingyi Li; Zhongfei Li (Expert Syst. Appl., 2022)

An option pricing model with adaptive interval-valued fuzzy numbers. - Qiansheng Zhang; Jingfa Liu; Haixiang Yao (Int. J. Comput. Sci. Math., 2023)

Multi-Period Telser's Safety-First Portfolio Selection Problem in a Defined Contribution Pension Plan. - Fangbo Li; Huiling Wu; Haixiang Yao (J. Syst. Sci. Complex., 2023)

Equilibrium Investment Strategy with Learning About Equity Return. - Yongwu Li; Wenchang Huang; Jian Li; Haixiang Yao (J. Syst. Sci. Complex., 2025)