Huiling Wu

发表

Multi-period mean–variance portfolio selection with regime switching and a stochastic cash flow☆

Huiling Wu, Zhongfei Li, 2012 .

Multi-period Markowitz's mean–variance portfolio selection with state-dependent exit probability

Haixiang Yao, Yan Zeng, Yan Zeng, 2014 .

Equilibrium investment strategy for defined-contribution pension schemes with generalized mean–variance criterion and mortality risk

Yan Zeng, Yan Zeng, Huiling Wu, 2015 .

Optimal Investment-Consumption Strategy under Inflation in a Markovian Regime-Switching Market

Huiling Wu, 2016 .

Multiperiod Telser’s Safety-First Portfolio Selection with Regime Switching

Huiling Wu, Chuangwei Lin, 2018 .

Dynamic trading with uncertain exit time and transaction costs in a general Markov market

Huiling Wu, Danping Li, H. Yao, 2022, International Review of Financial Analysis.

Multi-period optimal investment choice post-retirement with inter-temporal restrictions in a defined contribution pension plan

Huiling Wu, Li Zeng, Xiuguo Wang, 2020, Journal of Industrial & Management Optimization.

Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase

Huiling Wu, Chuangwei Lin, Li Zeng, 2019, Journal of Industrial & Management Optimization.

Global attractivity of a discrete cooperative system incorporating harvesting

Huiling Wu, Fengde Chen, Xiangdong Xie, 2016 .

Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions

Yan Zeng, Chengguo Weng, Huiling Wu, 2017, OR Spectrum.

Mean-Variance Portfolio Selection with a Stochastic Cash Flow in a Markov-switching Jump–Diffusion Market

Huiling Wu, 2013, Journal of Optimization Theory and Applications.

Bäcklund transformation and soliton–cnoidal wave interaction solution for the coupled Klein–Gordon equations

Junchao Chen, Huiling Wu, Quanyong Zhu, 2018 .

Mixed lump-stripe soliton solutions to a dimensionally reduced generalized Jimbo-Miwa equation

Junfeng Song, Huiling Wu, Huiling Wu, 2019, Appl. Math. Lett..

Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions

Yan Zeng, Chengguo Weng, Huiling Wu, 2017, OR Spectr..

Positive ground states for nonlinearly coupled Choquard type equations with lower critical exponents

Huiling Wu, 2021 .

Vector Solutions for Linearly Coupled Choquard Type Equations with Lower Critical Exponents

Huiling Wu, 2020 .

Multi-Period Telser’s Safety-First Portfolio Selection Problem in a Defined Contribution Pension Plan

Huiling Wu, H. Yao, Fangbo Li, 2023, Journal of Systems Science and Complexity.

Nash equilibrium strategies for a defined contribution pension management

Ling Zhang, Hua Chen, Ling Zhang, 2015 .

Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon

Zhongfei Li, Huiling Wu, Huiling Wu, 2011, J. Syst. Sci. Complex..

Harvesting of a single-species system incorporating stage structure and toxicity.

Fengde Chen, Huiling Wu, Fengde Chen, 2009 .

Multiple solutions to a linearly coupled elliptic system with critical exponents

Huiling Wu, 2019 .

Existence of positive solutions to a linearly coupled Schrödinger system with critical exponent

Huiling Wu, Jianqing Chen, Yongqing Li, 2017, Communications in Contemporary Mathematics.

Existence and concentration of ground states to a critical Choquard‐type equation involving steep potential well

Huiling Wu, 2021, Mathematical Methods in the Applied Sciences.