Research output per year
Research output per year
Personal profile
Education/Academic qualification
Bachelor of Science, Huazhong University of Science and Technology
Doctor of Philosophy, The University of Texas at Austin
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Dive into the research topics where Xiang Yu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Research output
- 19 Journal article
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Optimal Consumption and Life Insurance under Shortfall Aversion and a Drawdown Constraint
Li, X., Yu, X. & Zhang, Q., Jan 2023, In: Insurance: Mathematics and Economics. 108, p. 25-45 21 p.Research output: Journal article publication › Journal article › Academic research › peer-review
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Centralized Systemic Risk Control in the Interbank System: Weak Formulation and Gamma-convergence
Bo, L., Li, T. & Yu, X., Aug 2022, In: Stochastic Processes and their Applications. 150, p. 622-654 33 p.Research output: Journal article publication › Journal article › Academic research › peer-review
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Optimal consumption with reference to past spending maximum
Deng, S., Li, X., Pham, H. & Yu, X., Apr 2022, In: Finance and Stochastics. 26, 2, p. 217-266 50 p.Research output: Journal article publication › Journal article › Academic research › peer-review
Open Access3 Citations (Scopus) -
Optimal entry and consumption under habit formation
Yang, Y. & Yu, X., 10 Jun 2022, In: Advances in Applied Probability. 54, 2, p. 433-459 27 p.Research output: Journal article publication › Journal article › Academic research › peer-review
Open Access1 Citation (Scopus) -
Risk-sensitive Credit Portfolio Optimization under Partial Information and Contagion Risk
Bo, L., Liao, H. & Yu, X., Aug 2022, In: Annals of Applied Probability. 32, 4, p. 2355-2399 45 p.Research output: Journal article publication › Journal article › Academic research › peer-review
Activities
- 2 Organizer / committee member
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The 7th Asian Quantitative Finance Conference
Xiang Yu (Co-chair) & Huyen Pham (Chair)
2 Jul 2019 → 5 Jul 2019Activity: Participating in or organising an event › Organizer / committee member
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Recent Developments in Mean Field Game, Machine Learning and Quantitative Finance
Xiang Yu (Co-chair) & Huyen Pham (Chair)
21 May 2019 → 24 May 2019Activity: Participating in or organising an event › Organizer / committee member