 伍慧玲 |
伍慧玲，研究员，理学博士，博士毕业于中山大学，师从李仲飞教授，现从事金融投资组合、风险控制、时间一致决策规则的研究，在Insurance: Mathematics and Economics，Economic Modelling, Journal of Optimization Theory and Applications, Optimal Control Applications and Methods,Journal of Systems Science and Complexity 等国际期刊发表多篇学术论文，主持2项国家级自然科学基金项目和1项教育部人文社会科学基金项目。 |
- 教育背景
- 主要研究方向
- 公开发表的论文
- 科研项目及获奖情况
- 主要专著和教材
2008.9－2011.7 中山大学数学与计算科学学院/岭南学院 (博士)
2001.9－2004.7 中山大学数学与计算科学学院 (保送攻读硕士)
1997.9－2001.7 中山大学数学与计算科学学院 (本科)
最优投资组合、风险控制策略、时间一致决策规则
1.Huiling Wu, Zhongfei Li, 2012. Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow. Insurance: Mathematics and Economics, 50: 371-384.(SSCI, SCI)
2.Huiling Wu, Yan Zeng, 2013.Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state. Optimal Control Applications and Methods, 34: 415-432. (SSCI, SCI)
3.Huiling Wu, 2013. Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump–diffusion market. Journal of Optimization Theory and Applications,158:918–934.(SSCI, SCI)
4.Huiling Wu, Yan Zeng, Haixiang Yao, 2014. Multi-period Markowitz’s mean-variance portfolio selection with state-dependent exit probability. Economic Modelling, 36: 69-78. (SSCI)
5.Huiling Wu, 2013. Time-consistent strategies for a multi-period mean-variance portfolio selection problem. Journal of Applied Mathematics, 2013:1-14. (SCI)
6.Huiling Wu, Zhongfei Li, 2012.Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon. Journal of Systems Science and Complexity, 24: 140-155. (SCI)
7. Yan Zeng,Huiling Wu, Yongzeng Lai, 2013.Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon. Economic Modelling, 33: 462-470.(SSCI)
8. Yan zeng, Zhongfei Li,Huiling Wu, 2013. Optimal portfolio selection in a Levy market with uncontrolled cash flow and only risky assets. International Journal of Control, 86: 426-437. (SSCI, SCI)
9.Huiling Wu, Zhongfei Li, 2010. Asset and liability management for an insurer with jump-diffusion surplus process under mean-variance criterion. IEEE Computer Society, 2010: 209-213. (EI)
1. 主持国家级自然科学基金项目“基于体制转移和决策行为因素不确定的金融保险最优决策研究”，项目批准号11301562 (2014.01-2016.12)；
2. 主持教育部人文社会科学基金项目“若干金融保险问题的最优时间一致性决策研究”，项目批准号12YJCZH219 (2012.01-2014.12)。
3. 参与刘志东教授主持的国家自然科学基金面上项目“微观结构噪声下高频金融时间序列LEVY跳跃的非参数统计推断与应用研究”，项目批准号71271223 (2013.01-2015.12)；
4. 参与陈建成教授主持的教育部人文社会科学重大项目“数量风险管理在长寿风险、最优再保险和计算金融中的应用”，项目批准号11JJD790004；(2012.01-2014.12)
5. 参与王秀国教授主持的中央财经大学创新团队项目“金融和保险领域中非线性复杂系统的研究”(2013.05-2015.05)。
