个人概况

姓名：王鸣晖 学历：理学博士
专业：金融数学


教育背景

2010.9-2014.6：四川大学，数学与应用数学，理学学士
2014.9-2017.6：四川大学，数学与应用数学，理学硕士
2017.9-2020.6：四川大学，金融数学与计量经济学，理学博士


代表性论文

1. M.H.Wang, J.Yue and N.J. Huang, Robust mean variance portfolio selection model in the jump-diffusion financial market with an intractable claim, Optimization, 66(2017), 1219-1234.
2. M.H.Wang and N.J. Huang, Optimal Consumption and R&D investment for a risk-averse
entrepreneur, Journal of Nonlinear and Convex Analysis, (20)2019, 1837-1857.
3. J.Yue, M.H.Wang and N.J.Huang, Multi-asset option pricing in incomplete market driven by
multivariate normal tempered stable process, Journal of Nonlinear and Convex Analysis,
18(2017), 1153-1169.
4. K. W. Ding, M.H.Wang and N.J.Huang, Distributionally robust chance constrained problem
under interval distribution information, Optimization Letters, 12(2018), 1315-1328.
5. Z.Gou, M.H.Wang and N.J.Huang, Strong solutions for jump-type stochastic differential
equations with non-Lipschitz coefficients, Stochastics, 92(2020), 533-551.
6. H.Yang, M.H.Wang and N.J.Huang, The alpha-tail distance with an application to portfolio
optimization under different market conditions, Computational Economics, Published online.