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 marke

t 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.