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20172023
most citedA one-dimensional model for axisymmetric deformations of an inflated hyperelastic tube of finite wall thickness

17 citations · 44 across the 15 of their papers we have counts for

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math.OC2022

Optimal consumption and life insurance under shortfall aversion and a drawdown constraint

Xun Li, Xiang Yu, Qinyi Zhang

This paper studies a life-cycle optimal portfolio-consumption problem when the consumption performance is measured by a shortfall aversion preference with an additional drawdown co…

math.OC2019

Optimal Entry and Consumption under Habit Formation

Yue Yang, Xiang Yu

This paper studies a composite problem involving the decision making of the optimal entry time and dynamic consumption afterwards. In stage-1, the investor has access to full marke…