Concepedia

Zongxia Liang

ZL

16

Publications

564

Citations

14

H-Index

1996

Active since

Affiliations

Tsinghua University(Current)

Renmin University of China

Zongxia Liang is an author at Tsinghua University specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsInsuranceManagementAsset PricingPortfolio OptimizationEconomic AnalysisFinancial RiskRisk Management

Publications per year

1996–2023

16

Publications

16

Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework

Guohui Guan, Zongxia Liang · Insurance Mathematics and Economics · 2014 · 118 citations

Option Pricing, Asset Pricing, Finance +6

Optimal investment strategy for the DC plan with the return of premiums clauses in a mean–variance framework

Lin He, Zongxia Liang · Insurance Mathematics and Economics · 2013 · 81 citations

Economics, Portfolio Optimization, Asset Pricing +10

Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks

Guohui Guan, Zongxia Liang · Insurance Mathematics and Economics · 2014 · 78 citations

Economics, Financial Risk Management, Inflation Risks +8

Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns

Guohui Guan, Zongxia Liang · Insurance Mathematics and Economics · 2014 · 58 citations

Economics, Mean–variance Efficiency, Financial Economics +7

A stochastic Nash equilibrium portfolio game between two DC pension funds

Guohui Guan, Zongxia Liang · Insurance Mathematics and Economics · 2016 · 32 citations

Economics, Portfolio Optimization, Asset Pricing +9

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