袁冯毅

助理教授

教育背景

博士（清华大学）

学士（清华大学）

研究领域

随机控制；金融数学（例如投资组合选择理论）；平均场博弈与控制（共同噪声）；动态决策问题中的模型不确定性

学术领域

数学与应用数学

个人网站

https://fy-yuan.github.io/

港中大（深圳）个人网站

https://myweb.cuhk.edu.cn/yuanfengyi

电子邮件

yuanfengyi@cuhk.edu.cn

个人简介

袁冯毅博士于2024年获得清华大学数学博士学位。在加入香港中文大学（深圳）理工学院之前，他是美国密歇根大学安娜堡分校的Byrne研究助理教授。

学术著作

1. Zongxia Liang, Jianming Xia and Fengyi Yuan. Dynamic portfolio selection for nonlinear law-dependent preferences. Mathematics of Operations Research, forthcoming.

2. Guohui Guan, Qitao Huang, Zongxia Liang, and Fengyi Yuan. Retirement decision with addictive habit persistence in a jump diffusion market. SIAM Journal on Financial Mathematics, forthcoming.

3. Xiang Yu and Fengyi Yuan. Time-inconsistent mean-field stopping problems: A regularized equilibrium approach. Finance and Stochastics, forthcoming.

4. Zongxia Liang, Xiaodong Luo and Fengyi Yuan. Equilibria for time-inconsistent singular control problems. SIAM Journal on Control and Optimization, 12(6):2024, 3213-3238.

5. Zongxia Liang, Xiaodong Luo and Fengyi Yuan. Consumption-investment decisions with endogenous reference point and drawdown constraint. Mathematics and Financial Economics, 17: 2023, pages 285-334.

6. Zongxia Liang and Fengyi Yuan. Weak equilibria for time-inconsistent control: with applications to investment-withdrawal decisions. Mathematical Finance, 33(3): 2023, pages 891-945.

7. Lin He, Zongxia Liang and Fengyi Yuan. Optimal DB-PAYGO pension management towards a habitual contribution rate. Insurance Mathematics and Economics, 94(3): 2020, pages 125-141.