教师列表

许盈盈

来源:李莹发稿时间:2017-02-18浏览次数:138

许盈盈:(1982.11-),女,重庆人,理学博士,讲师,中国矿业大学数学学院教师,参与国家重点研发计划课题,参与国家自然科学基金面上项目以及国家自然科学青年基金项目各一项主要研究领域:金融数学。

发表论文:

Yingying Xu (许盈盈), Zhuwu Wu*, Long Jiang, Xuefeng Song, A maximum entropy method for a robust portfolio problem, Entropy, 2014, 16(6): 3401-3415. (SCI)

Yingying Xu (许盈盈)*, Zhuwu Wu*, Continuous-time mean-variance portfolio selection with inflation in an incomplete market, Journal of Financial Risk Management, 2014, 3(2):19-28.

许盈盈*, 吴祝武, 基于双层规划的投资组合选择模型研究, 中国矿业大学学报, 2012, 41(4):681-685.

Shengjun Fan*, Long Jiang, Yingying Xu (许盈盈). Representation theorem for generators of BSDEs with monotonic and polynomial- growth generators in the space of processes, Electronic Journal of Probability, 2011, 16(27):830-844. (SCI)

Zhuwu Wu*, Xuefeng Song, Yingying Xu (许盈盈), Kun Liu. A note on a minimax rule for portfolio selection and equilibrium price system, Applied Mathematics and Computation, 2009, 208(1):49-57. (SCI)

Yuchun Liu, Long Jiang *, Yingying Xu (许盈盈), A local limit theorem for solutions of BSDEs with Mao’s non-Lipschitz generator, Acta Math Appliticae Sinica, English Series, 2008,24(2):329-336. (SCI)

吴祝武*, 朱开永, 许盈盈, 证券数目变化时受到扰动的M-V有效前沿分析, 运筹学学报, 2007, 11(2):122-128.

Zhuwu Wu*, Yingying Xu (许盈盈), Shengjun Fan, Kaiyong Zhu, Research on efficient frontier of portfolio with transaction cost, Journal of China University of Mining and Technology, 2005, 15(4),389-392. (EI)

主要讲授课程:《高等数学》,《概率论与数理统计》.

  联系电话: 13852150861E-mailxyy23@cumt.edu.cn

  通讯地址:江苏徐州中国矿业大学数学学院,邮政编码:221116