| Optimal dynamic asset allocation of pension fund in mortality and salary risks framework Z Liang, M Ma Insurance: Mathematics and Economics 64, 151-161, 2015 | 25 | 2015 |
| Optimal control of DC pension plan management under two incentive schemes L He, Z Liang, Y Liu, M Ma North American Actuarial Journal 23 (1), 120-141, 2019 | 19 | 2019 |
| Robust consumption‐investment problem under CRRA and CARA utilities with time‐varying confidence sets Z Liang, M Ma Mathematical Finance 30 (3), 1035-1072, 2020 | 15 | 2020 |
| Weighted utility optimization of the participating endowment contract L He, Z Liang, Y Liu, M Ma Scandinavian Actuarial Journal 2020 (7), 577-613, 2020 | 10 | 2020 |
| Consumption–investment problem with pathwise ambiguity under logarithmic utility Z Liang, M Ma Mathematics and Financial Economics 13 (4), 519-541, 2019 | 3 | 2019 |
| A unified formula of the optimal portfolio for piecewise hyperbolic absolute risk aversion utilities Z Liang, Y Liu, M Ma, RP Vinoth Quantitative Finance, 1-23, 2024 | 2 | 2024 |
| A Unified Formula of the Optimal Portfolio for Piecewise HARA Utilities Z Liang, Y Liu, M Ma arXiv preprint arXiv:2107.06460, 2021 | | 2021 |
