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	Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes 期刊论文 Annals of Actuarial Science,2021, 卷号: 15, 期号: 3, 页码: 549-566 作者: Chen, Wen; Koo, Bonsoo; Wang, Yunxiao; O'Hare, Colin; Langrené, Nicolas 收藏 \| 浏览/下载：20/0 \| 提交时间：2022/08/29 Age Pension Economic scenarios generator Monte Carlo simulation Retirement income Superannuation
	Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes 会议论文 Annals of Actuarial Science 作者: Chen，Wen; Koo，Bonsoo; Wang，Yunxiao; O'Hare，Colin; Langrené，Nicolas 收藏 \| 浏览/下载：15/0 \| 提交时间：2025/03/19 Age Pension Economic scenarios generator Monte Carlo simulation Retirement income Superannuation
	Personalised drawdown strategies and partial annuitisation to mitigate longevity risk 期刊论文 Finance Research Letters,2021, 卷号: 39 作者: Chen, Wen; Minney, Aaron; Toscas, Peter; Koo, Bonsoo; Zhu, Zili 收藏 \| 浏览/下载：14/0 \| 提交时间：2025/03/19 Annuitisation Drawdown strategy Economic scenario generator Longevity risk Retirement income Superannuation
	Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method 期刊论文 Journal of Computational Finance,2019, 卷号: 23, 期号: 1, 页码: 97-127 作者: Zhang, Rongju; Langrené, Nicolas; Tian, Yu; Zhu, Zili; Klebaner, Fima 收藏 \| 浏览/下载：13/0 \| 提交时间：2022/08/29 Alternative performance measure Least squares Monte Carlo Multiperiod portfolio optimization Target-based portfolio optimization Two-stage regression
	Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach 期刊论文 Quantitative Finance,2019, 卷号: 19, 期号: 3, 页码: 519-532 作者: Zhang,Rongju; Langrené,Nicolas; Tian,Yu; Zhu,Zili; Klebaner,Fima 收藏 \| 浏览/下载：13/0 \| 提交时间：2022/08/29 Dynamic portfolio optimization Least squares Monte Carlo Liquidity cost Multi-period asset allocation Permanent market impact Transaction cost
	Dynamic volatility management: From conditional volatility to realized volatility 期刊论文 Journal of Investment Strategies,2019, 卷号: 8, 期号: 2, 页码: 37-67 作者: Zhang, Rongju; Langrené, Nicolas; Tian, Yu; Zhu, Zili 收藏 \| 浏览/下载：13/0 \| 提交时间：2022/08/29 Least squares Monte Carlo Multiperiod portfolio management Realized volatility Volatility management Volatility target
	The effect of Social licence on Dynamic Decisions making: A case study of a gold mine 会议论文 Proceedings - 22nd International Congress on Modelling and Simulation, MODSIM 2017, Hobart, 3-8 December 2017 作者: Chen, Wen; Langrené, Nicolas; Zhu, Zili 收藏 \| 浏览/下载：9/0 \| 提交时间：2022/08/29 Real options Social licence to operate Stochastic optimal control Switching boundaries
	Switching to nonaffine stochastic volatility: A closed-form expansion for the inverse gamma model 期刊论文 International Journal of Theoretical and Applied Finance,2016, 卷号: 19, 期号: 5 作者: Langrené, Nicolas; Lee, Geoffrey; Zhu, Zili 收藏 \| 浏览/下载：8/0 \| 提交时间：2022/08/29 dynamic SABR inverse gamma log-normal mean-reverting SABR option pricing Stochastic volatility volatility expansion
	Choosing crop rotations under uncertainty: A multi-period dynamic portfolio optimization approach 会议论文 Proceedings - 21st International Congress on Modelling and Simulation, MODSIM 2015 作者: Lee，Geoffrey; Bao，Chenming; Langrene，Nicolas; Zhu，Zili 收藏 \| 浏览/下载：7/0 \| 提交时间：2022/08/29 Approximate stochastic dynamic programming Crop rotation Least-squares Monte Carlo Portfolio optimization Rainfall