Jiaqin Wei
Author
Alternate names J. Wei, Jiaqin Wei
Institution East China Normal University
Past institutions East China Normal University, Macquarie University
ORCID: Yes
H-index: 16
I10-index: 18
Works count: 56
Citations count: 613
Markowitz’s mean–variance asset–liability management with regime switching: A time-consistent approach
2013 · Jiaqin Wei, Kwok Chuen Wong, et al. · Insurance Mathematics and Economics
Time-consistent mean–variance asset–liability management with random coefficients
2017 · Jiaqin Wei, Tianxiao Wang · Insurance Mathematics and Economics
Portfolio optimization in a regime-switching market with derivatives
2013 · Jun Fu, Jiaqin Wei, et al. · European Journal of Operational Research