Haixiang Yao

988 total citations
57 papers, 739 citations indexed

About

Haixiang Yao is a scholar working on Finance, Management Science and Operations Research and Demography. According to data from OpenAlex, Haixiang Yao has authored 57 papers receiving a total of 739 indexed citations (citations by other indexed papers that have themselves been cited), including 47 papers in Finance, 33 papers in Management Science and Operations Research and 24 papers in Demography. Recurrent topics in Haixiang Yao's work include Stochastic processes and financial applications (40 papers), Risk and Portfolio Optimization (26 papers) and Insurance, Mortality, Demography, Risk Management (24 papers). Haixiang Yao is often cited by papers focused on Stochastic processes and financial applications (40 papers), Risk and Portfolio Optimization (26 papers) and Insurance, Mortality, Demography, Risk Management (24 papers). Haixiang Yao collaborates with scholars based in China, Australia and Canada. Haixiang Yao's co-authors include Yongzeng Lai, Yong Li, Zhongfei Li, Zhou Yang, Ailing Gu, Yan Zeng, Yong Li, Qinghua Ma, Frédéri Viens and Duan Li and has published in prestigious journals such as Automatica, European Journal of Operational Research and Expert Systems with Applications.

In The Last Decade

Haixiang Yao

53 papers receiving 700 citations

Peers

Haixiang Yao

FINAN

MSOR

DEMOG

ACCOU

Ganlin Xu United States

Shaun S. Wang Singapore

Mei Choi Chiu Hong Kong

Griselda Deelstra Belgium

Agatha Murgoci Denmark

Donatien Hainaut Belgium

Sergio Ortobelli Lozza Italy

Knut K. Aase Norway

Rosella Giacometti Italy

Mogens Steffensen Denmark

Ganlin Xu United States

Haixiang Yao

719 ×1.6

FINAN

429 ×1.2

MSOR

118 ×0.3

DEMOG

458 ×1.6

83 ×0.7

ACCOU

Citations per year, relative to Haixiang Yao Haixiang Yao (= 1×) peers Ganlin Xu

Countries citing papers authored by Haixiang Yao

Since Specialization

Citations

This map shows the geographic impact of Haixiang Yao's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Haixiang Yao with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Haixiang Yao more than expected).

Fields of papers citing papers by Haixiang Yao

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Haixiang Yao. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Haixiang Yao. The network helps show where Haixiang Yao may publish in the future.

Co-authorship network of co-authors of Haixiang Yao

This figure shows the co-authorship network connecting the top 25 collaborators of Haixiang Yao. A scholar is included among the top collaborators of Haixiang Yao based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Haixiang Yao. Haixiang Yao is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Yao, Haixiang, et al.. (2025). The performance of industry risk spillover under extreme events: Evidence from the Chinese stock market. Pacific-Basin Finance Journal. 91. 102719–102719. 1 indexed citations

Chen, Shumin, Dan Luo, & Haixiang Yao. (2024). Optimal investor life cycle decisions with time-inconsistent preferences. Journal of Banking & Finance. 161. 107115–107115. 1 indexed citations

Yao, Haixiang, et al.. (2024). Return predictability via an long short‐term memory‐based cross‐section factor model: Evidence from Chinese stock market. Journal of Forecasting. 43(6). 1770–1794. 1 indexed citations

Zhang, Qiansheng, Jingfa Liu, & Haixiang Yao. (2023). An option pricing model with adaptive interval-valued fuzzy numbers. International Journal of Computing Science and Mathematics. 17(4). 371–381. 1 indexed citations

Yao, Haixiang, et al.. (2023). Multi-Period Telser’s Safety-First Portfolio Selection Problem in a Defined Contribution Pension Plan. Journal of Systems Science and Complexity. 36(3). 1189–1227. 1 indexed citations

Sun, Jingyun, Haixiang Yao, & Zhongfei Li. (2023). Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance. Journal of Industrial and Management Optimization. 19(10). 7540–7564. 1 indexed citations

Yao, Haixiang, et al.. (2023). Target benefit versus defined contribution scheme: a multi-period framework. Astin Bulletin. 53(3). 545–579. 1 indexed citations

Yao, Haixiang, et al.. (2022). Six-factor asset pricing and portfolio investment via deep learning: Evidence from Chinese stock market. Pacific-Basin Finance Journal. 76. 101886–101886. 6 indexed citations

Yao, Haixiang, et al.. (2022). Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching. Journal of Industrial and Management Optimization. 19(8). 5984–6011. 1 indexed citations

10.

Yao, Haixiang, et al.. (2022). Dynamic trading with uncertain exit time and transaction costs in a general Markov market. International Review of Financial Analysis. 84. 102371–102371. 1 indexed citations

11.

Yao, Haixiang, et al.. (2022). Robust enhanced index tracking problem with mixture of distributions. Expert Systems with Applications. 201. 117110–117110. 2 indexed citations

12.

Wu, Yonghong, et al.. (2021). Optimal health insurance with constraints under utility of health, wealth and income. Journal of Industrial and Management Optimization. 18(3). 1519–1519. 2 indexed citations

13.

Yao, Haixiang, et al.. (2020). Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk. Journal of Industrial and Management Optimization. 18(1). 511–511. 6 indexed citations

14.

Sun, Jingyun, et al.. (2019). Robust optimal investment–reinsurance strategies for an insurer with multiple dependent risks. Insurance Mathematics and Economics. 89. 157–170. 8 indexed citations

15.

Chen, Ping & Haixiang Yao. (2018). Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching. Journal of Industrial and Management Optimization. 16(2). 531–551. 2 indexed citations

16.

Gu, Ailing, Frédéri Viens, & Haixiang Yao. (2018). Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing. Insurance Mathematics and Economics. 80. 93–109. 42 indexed citations

17.

Yao, Haixiang, et al.. (2016). The premium of dynamic trading in a discrete-time setting. Quantitative Finance. 16(8). 1237–1257. 3 indexed citations

18.

Yao, Haixiang, Zhongfei Li, Xun Li, & Yan Zeng. (2016). Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset. Journal of Industrial and Management Optimization. 13(3). 1273–1290. 2 indexed citations

19.

Lai, Yongzeng, Zhongfei Li, & Haixiang Yao. (2015). Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate. Journal of Industrial and Management Optimization. 12(1). 187–209. 8 indexed citations

20.

Yao, Haixiang, et al.. (2013). Markowitz’s mean–variance defined contribution pension fund management under inflation: A continuous-time model. Insurance Mathematics and Economics. 53(3). 851–863. 49 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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