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	Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes Journal article Annals of Actuarial Science,2021, volume: 15, issue: 3, pages: 549-566 Authors: Chen, Wen; Koo, Bonsoo; Wang, Yunxiao; O'Hare, Colin; Langrené, Nicolas Favorite \| View/Download：6/0 \| Submit date：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 Conference paper Annals of Actuarial Science Authors: Chen，Wen; Koo，Bonsoo; Wang，Yunxiao; O'Hare，Colin; Langrené，Nicolas Favorite \| View/Download：1/0 \| Submit date：2025/03/19 Age Pension Economic scenarios generator Monte Carlo simulation Retirement income Superannuation
	Personalised drawdown strategies and partial annuitisation to mitigate longevity risk Journal article Finance Research Letters,2021, volume: 39 Authors: Chen，Wen; Minney，Aaron; Toscas，Peter; Koo，Bonsoo; Zhu，Zili Favorite \| View/Download：1/0 \| Submit date：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 Journal article Journal of Computational Finance,2019, volume: 23, issue: 1, pages: 97-127 Authors: Zhang, Rongju; Langrené, Nicolas; Tian, Yu; Zhu, Zili; Klebaner, Fima Favorite \| View/Download：4/0 \| Submit date：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 Journal article Quantitative Finance,2019, volume: 19, issue: 3, pages: 519-532 Authors: Zhang,Rongju; Langrené,Nicolas; Tian,Yu; Zhu,Zili; Klebaner,Fima Favorite \| View/Download：4/0 \| Submit date：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 Journal article Journal of Investment Strategies,2019, volume: 8, issue: 2, pages: 37-67 Authors: Zhang, Rongju; Langrené, Nicolas; Tian, Yu; Zhu, Zili Favorite \| View/Download：2/0 \| Submit date：2022/08/29 Least squares Monte Carlo Multiperiod portfolio management Realized volatility Volatility management Volatility target
	Switching to nonaffine stochastic volatility: A closed-form expansion for the inverse gamma model Journal article International Journal of Theoretical and Applied Finance,2016, volume: 19, issue: 5 Authors: Langrené, Nicolas; Lee, Geoffrey; Zhu, Zili Favorite \| View/Download：3/0 \| Submit date：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 Conference paper Proceedings - 21st International Congress on Modelling and Simulation, MODSIM 2015 Authors: Lee，Geoffrey; Bao，Chenming; Langrene，Nicolas; Zhu，Zili Favorite \| View/Download：1/0 \| Submit date：2022/08/29 Approximate stochastic dynamic programming Crop rotation Least-squares Monte Carlo Portfolio optimization Rainfall