| Open-loop equilibrium strategy for mean–variance portfolio problem under stochastic volatility T Yan, HY Wong Automatica 107, 211-223, 2019 | 36 | 2019 |
| Open-loop equilibrium reinsurance-investment strategy under mean–variance criterion with stochastic volatility T Yan, HY Wong Insurance: Mathematics and Economics 90, 105-119, 2020 | 27 | 2020 |
| Robust time-consistent mean–variance portfolio selection problem with multivariate stochastic volatility T Yan, B Han, CS Pun, HY Wong Mathematics and financial economics 14, 699-724, 2020 | 17 | 2020 |
| Robust retirement and life insurance with inflation risk and model ambiguity K Park, HY Wong, T Yan Insurance: Mathematics and Economics 110, 1-30, 2023 | 14 | 2023 |
| Pairs trading under delayed cointegration T Yan, MC Chiu, HY Wong Quantitative Finance, 1-22, 2022 | 9 | 2022 |
| Equilibrium pairs trading under delayed cointegration T Yan, HY Wong Automatica 144, 2022 | 7 | 2022 |
| Dynamic asset-liability management with frictions T Yan, J Han, G Ma, CC Siu Insurance: Mathematics and Economics 111, 57-83, 2023 | 5 | 2023 |
| Irreversible reinsurance: A singular control approach T Yan, K Park, HY Wong Insurance: Mathematics and Economics 107, 326-348, 2022 | 4 | 2022 |
| Optimal attention allocation: Picking alpha or betting on beta? Z Gu, Y Shi, T Yan, Y Zhou Available at SSRN, 2023 | | 2023 |
| Portfolio liquidation with delayed information T Yan, MC Chiu, HY Wong Economic Modelling 126, 106398, 2023 | | 2023 |
| Dynamic Mean-Variance Trading: Effects of Stochastic Volatility and Path-Dependency T Yan PQDT-Global, 2021 | | 2021 |
