Concepedia

Pei Wang

PW

Statistics

Publications

4

Citations

162

H-Index

4

Active since

2018

Affiliations

Sun Yat-sen University(Current)

Guangdong University of Finance

Pei Wang is an author at Sun Yat-sen University specializing in investment management, economics, and business.

ORCID

Publications per year

2018–2021

4

Publications

4

Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility

Pei Wang, Zhongfei Li · Insurance Mathematics and Economics · 2018 · 70 citations

, , +17

Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity

Pei Wang, Zhongfei Li, Jingyun Sun · Optimization · 2019 · 36 citations

, , +17

Equilibrium investment strategy for a DC pension plan with learning about stock return predictability

Pei Wang, Yang Shen, Ling Zhang et al. · Insurance Mathematics and Economics · 2021 · 35 citations · Full text

, , +16

A mathematical theory of cooperative communication

Pei Wang, Junqi Wang, Pushpi Paranamana et al. · arXiv (Cornell University) · 2019 · 21 citations · Full text

, , +11

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