What the Editors-in-Chief say about the review process in our Journals: Our Editors-in-Chief declare, confirm, certify and sign the substantial, important, line by line peer review process and our high-rejection rates.
Published Articles by Hao Chang
- Title: Optimal Reinsurance and Investment Problem with Stochastic Interest Rate and Stochastic Volatility in the Mean-Variance Framework
Authors: Wei Wei, Shunhou Fan, Hao Chang
Download | Download
Published in WSEAS Transactions on Mathematics, Volume 15, 2016 - Title: Optimal Consumption and Portfolio Decisions with Stochastic Affine Interest Rate Model
Authors: Hao Chang
Download | Download
Published in WSEAS Transactions on Mathematics, Volume 15, 2016 - Title: Portfolio Selection with the Extended CIR Model in the Utility Framework?
Authors: Hao Chang, Xue-Yan Li
Download | Download
Published in WSEAS Transactions on Systems and Control, Volume 11, 2016 - Title: Portfolio Optimization with Random Liability in the Stochastic Interest Rate Environments
Authors: Hao Chang, Wei Wei
Download | Download
Published in WSEAS Transactions on Systems and Control, Volume 10, 2015 - Title: Dynamics Optimal Portfolios with CIR Interest Rate Under a Heston Model
Authors: Wei-Jia Liu, Shun-Hou Fan, Hao Chang
Download | Download
Published in WSEAS Transactions on Systems and Control, Volume 10, 2015 - Title: Utility Portfolio Optimization with Liability and Multiple Risky Assets under the Extended CIR Model
Authors: Hao Chang, Ji-Mei Lu
Download | Download
Published in WSEAS Transactions on Systems and Control, Volume 9, 2014 - Title: Optimal Investment and Consumption Decisions Under the Ho-Lee Interest Rate Model
Authors: Hao Chang, Xi-Min Rong, Hui Zhao
Download | Download
Published in WSEAS Transactions on Mathematics, Volume 12, 2013