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Yilun Song

6 papers hereh-index 333 citations9 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1
  • last author5

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • q-fin.MF4
  • math.NA1
  • q-fin.PM1
same name
  • Yilun Song — 1 paper, h 3

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20212025
most citedThe continuous-time pre-commitment KMM problem in incomplete markets

1 citations · 1 across the 6 of their papers we have counts for

collaborators
Showing q-fin.MFShow all

4 papers · 1 filter

q-fin.MF2025

Decentralized Annuity: A Quest for the Holy Grail of Lifetime Financial Security

Feng Runhuan, Liang Zongxia, Song Yilun

This paper presents a novel framework for decentralized annuities, aiming to address the limitations of traditional pension systems such as defined contribution (DC) and defined be…

q-fin.MF2023

Optimal Mix Among PAYGO, EET and Individual Savings

Lin He, Zongxia Liang, Zhaojie Ren +1

In order to deal with the aging problem, pension system is actively transformed into the funded scheme. However, the funded scheme does not completely replace PAYGO (Pay as You Go)…

q-fin.MF2022★ 1 cited

The continuous-time pre-commitment KMM problem in incomplete markets

Guohui Guan, Zongxia Liang, Yilun Song

This paper studies the continuous-time pre-commitment KMM problem proposed by Klibanoff, Marinacci and Mukerji (2005) in incomplete financial markets, which concerns with the portf…

q-fin.MF2021

Optimal Retirement Time and Consumption with the Variation in Habitual Persistence

Lin He, Zongxia Liang, Yilun Song +1

In this paper,we study the individual's optimal retirement time and optimal consumption under habitual persistence. Because the individual feels equally satisfied with a lower habi…

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