论文：
[1]Ping Chen,Haixiang Yao(Corresponding author). Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching.Journal of Industrial and Management Optimization, 2020, 16(2): 531-551. (SSCI , SCI)
[2]Xun Li, Xianping Wu, andHaixiang Yao(Corresponding author). Multi-period asset-liability management with cash flows and probability constraints: A mean-field formulation approach.Journal of the Operational Research Society, 2020, 71(10): 1563-1580. (SSCI , SCI)
[3]Zhiping Chen,Liyuan Wang, Ping Chen, Haixiang Yao. Continuous-time mean–variance optimization for defined contribution pension funds with regime-switching.International Journal of Theoretical and Applied Finance, 2019, 22(6): 1-33.
[4]Xun Li, Xianping Wu,Haixiang Yao(Corresponding author). Multi-period asset-liability management with cash flows and probability constraints: A mean-field formulation approach.Journal of the Operational Research Society, 2019, 1-18. (SSCI , SCI)
[5]Jingyun Sun,Haixiang Yao(Corresponding author), Zhilin Kang. Robust optimal investment–reinsurance strategies for an insurer with multiple dependent risks.Insurance: Mathematics and Economics, 2019, 89: 157–170. (SSCI , SCI)
[6]Lihua Bian, Zhongfei Li,Haixiang Yao. Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause.Insurance: Mathematics and Economics, 2018, 81: 78–94. (SSCI , SCI)
[7]Jinbo Huang, Yong Li,Haixiang Yao (Corresponding author). Index tracking model, downside risk and non-parametric kernel estimation,Journal of Economic Dynamics undefinedamp; Control, 2018, 92: 103–128. (SSCI , SCI)
[8]Ailing Gu, Frederi, Viens,Haixiang Yao (Corresponding author). Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing.Insurance: Mathematics and Economics, 2018, 80: 93–109. (SSCI , SCI)
[9]Ling Zhang, Hao Zhang,Haixiang Yao (Corresponding author). Optimal investment management for a defined contribution pension fund under imperfect information. Insurance: Mathematics and Economics, 2018, 79: 210-224.(SSCI , SCI)
[10]Chao Ma, Qinghua Ma,Haixiang Yao, Tiancheng Hou. An accurate European option pricing model under Fractional Stable Process based on Feynman Path Integral.Physica A: Statistical Mechanics and its Applications, 2018, 494: 87–117. (SSCI , SCI)
[11]Haixiang Yao, Zhongfei Li, Xun Li, Yan Zeng. Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset.Journal of Industrial and Management Optimization,2017, 13(3):1273-1290.(SSCI , SCI)
[12]Miao Zhang, Ping Chen,Haixiang Yao(Corresponding author). Mean-variance portfolio selection with only risky assets under regime switching.Economic Modelling, 2017, 62: 35–42. (SSCI)
[13]Haixiang Yao, Ping Chen, Xun Li. Multi-period defined contribution pension funds investment management with regime-switching and mortality risk.Insurance: Mathematics and Economics, 2016, 71: 103–113. (SSCI , SCI)
[14]Haixiang Yao, Xun Li, Zhifeng Hao, Yong Li. Dynamic asset-liability management in a Markov market with stochastic cash flows.Quantitative Finance, 2016, 16(10): 1575–1597. (SSCI , SCI)
[15]Haixiang Yao, Zhongfei Li, Xingyi Li. The premium of dynamic trading in discrete-time setting.Quantitative Finance, 2016, 16(8): 1237–1257. (SSCI , SCI)
[16]Haixiang Yao, Zhongfei Li, Duan Li.Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability.European Journal of Operational Research, 2016, 252(3): 837–851. (SSCI , SCI)
[17]Yongzeng Lai,Haixiang Yao (Corresponding author).Simulation of multiasset option Greeks under a special Levy model by Malliavin calculus.ANZIAM Journal, 201657: 280–298.(SCI)
[18]Hao Zhang, Yuyuan Huang,Haixiang Yao(Corresponding author). Heterogeneous expectation, beliefs evolution and house price volatility.Economic Modelling,2016, 53: 409-418.(SSCI)
[19]Haixiang Yao, Zhongfei Li,Yongzeng Lai. Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate.Journal of Industrial and Management Optimization, 2016, 12(1): 187-209. (SSCI , SCI)
[20]Haixiang Yao, Yong Li, Karen Benson. A smooth non-parametric estimation framework for safety-firstportfolio optimization.Quantitative Finance, 2015, 15(11): 1865–1884. (SSCI , SCI)
[21]Haixiang Yao, Yongzeng Lai, Qinghua Ma, Minjie Jian. Asset allocation for a DC pension fund with stochastic income and mortality risk: A multi-period mean-variance framework. Insurance: Mathematics and Economics, 2014, 54: 84–92. (SSCI,SCI)
[22]Yongjia Xu, Yongzeng Lai,Haixiang Yao. Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods. Applied Mathematics and Computation, 2014, 236: 493–511. (SCI)
[23]]Haixiang Yao, Zhou Yang, Ping Chen. Markowitz's mean-variance defined contribution pension funds management under inflation: A continuous-time model. Insurance: Mathematics and Economics, 2013, 53: 851-863. (SSCI,SCI)
[24]Haixiang Yao, Zhongfei Li, Yongzeng Lai. Mean-CVaR portfolio selection: A nonparametric estimation framework. Computers undefinedamp; Operations Research, 2013, 40: 1014-1022. (SCI,SSCI)
[25]Haixiang Yao, Yongzeng Lai, Zhifeng Hao. Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps. Automatica, 2013, 49(11): 3258–3269. (SSCI,SCI)
[26]Haixiang Yao, Yongzeng Lai, Yong Li. Continuous-time mean-variance asset-liability management with endogenous liabilities. Insurance: Mathematics and Economics, 2013, 52: 6-17. (SSCI,SCI)
[27]Haixiang Yao, Yongzeng Lai, Qinghua Ma, Huabao Zheng. Characterization of efficient frontier for mean–variance model with a drawdown constraint. Applied Mathematics and Computation, 2013, 220: 770–782. (SCI)
[28]Haixiang Yao, Yan Zeng, Shumin Chen. Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon. Economic Modelling, 2013, 30: 492–500. (SSCI)
[29]Haixiang Yao, Jianxin Yi. A characterization of dictatorial social choice correspondences with continuous preferences. Mathematical Social Sciences, 2008，55(3)：299-304. (SSCI,SCI)
[30]Haixiang Yao, Jian-xin Yi. Social choice rules implemented in dominant strategies. Economics Letters, 2007, 97(3): 197-200. (SSCI)
[31]姚海祥，洪雅芳，马庆华，黄予昕．夜盘交易对我国农产品期货市场影响的实证研究．运筹与管理，2021，30(2)：130-138．
[32]姚海祥，洪雅芳，邓超，张琰．全面二孩政策对我国公共养老金的影响—基于内生增长的OLG模型，财经研究，2020，46(12)：94-108．
[33]姚海祥，向旭东，张玲．新人加入条件下我国城镇职工基本养老保险可持续性研究．金融经济学研究，2019，34（4）：58-70．
[34]姚海祥，魏嘉辉，马庆华．人口预期寿命与退休年龄．财经研究，2018，44(4): 62-75．
[35]刘辉，姚海祥，马庆华．波动性变化下的VaR历史模拟法实证研究．运筹与管理，2017，26（12）：112-118．
[36]黄金波，李仲飞，姚海祥．基于CVaR两步核估计量的投资组合管理,管理科学学报,2016, 19(5)：114-126．
[37]黄金波，李仲飞，姚海祥．条件VaR和条件CVaR的核估计及其实证分析．数理统计与管理, 2016，35(2)：232-242．
[38]姚海祥,姜灵敏, 马庆华．不允许买空时的均值-下方风险投资组合选择——基于非参数估计方法．数理统计与管理, 2015，34(6)：1077-1086．
[39]姚海祥，伍慧玲，曾燕.不确定终止时间和通货膨胀影响下风险资产的最优投资策略.系统工程理论与实践，2014, 34(5): 1089-1099. (EI)
[40]姚海祥，李仲飞.基于非参数估计框架的期望效用最大化最优投资组合.中国管理科学，2014，22(1): 1-9.
[41]黄金波，李仲飞，姚海祥.基于CVaR核估计量的风险管理.管理科学学报，2014，17(3): 49-59.
[42]姚海祥,姜灵敏,马庆华,李勇．考虑通货膨胀因素下的连续时间均值-方差投资组合选择．控制与决策，2013，28(1): 43-48. (EI)
[43]姚海祥，马庆华．任意收益率分布和奇导协方差矩阵下的均值-风险模型研究．数理统计与管理，2011，30(1)：154-161．
[44]姚海祥．基于均值和CVaR的效用最大化模型研究．数理统计与管理，2010, 29(5)：913-920．
[45]姚海祥，李仲飞．不同借贷利率下的投资组合选择--基于均值和VaR的效用最大化模型．系统工程理论与实践，2009，29 (1)：22-28．
[46]姚海祥，李仲飞．最低投资比例约束下的证券组合模型及有效边界解析式．运筹学学报，2009，13(2)：62-71．
[47]姚海祥，李仲飞．限制最大损失时的证券投资组合模型及有效边界解析表达式．中国管理科学，2008，16 (3)：23-30．
[48]姚海祥，易建新，李仲飞．社会福利函数的防止策略性操纵研究．系统管理学报，2008，17(2)：146-150．
[49]姚海祥，易建新，李仲飞．奇异方差-协方差矩阵的n种风险资产有效边界的特征．数量经济技术经济研究，2005，22(1):107-113.
[50]姚海祥，易建新．共同资金投资组合的有效边界与最优策略．应用数学，2006年，19(1):1-6.
[51]姚海祥，易建新．社会选择规则完全独裁的充要条件．华南师范大学学报（自然科学版），2005，108: 121-124.
[52]姚海祥，易建新，李仲飞．阿罗不可能性定理的几个等价形式．运筹与管理，2004年，13(5):59-61.
主持科研项目：
[1]主持国家社科基金重点项目（重大转重点）“多层次、多支柱养老保险体系构建与可持续发展研究”（批准号为：21AZD071，时间：2021.04-2023.12）
[2]主持国家自然科学基金面上项目“基于数据驱动分布式稳键方法的系统性风险测度与资产配置研究”（批准号为：72071051，时间：2021.01-2024.12）
[1]主持国家自然科学基金面上项目“养老风险背景下的最优投资、消费和寿险决策研究:基于生命周期分析视角”（批准号为：71871071，时间：2019.01-2022.12）
[2]主持国家自然科学基金面上项目“基于非参数建模和下方风险控制的养老基金投资管理研究”（批准号为：71471045，起止时间：2015.01-2018.12，已经题）
[3]主持广东省自然科学基金重点项目“长寿风险背景下基于生命周期分析视角的养老风险管理问题研究”（批准号：2018B030311004，时间：2018.07- 2021.07）
[4]主持广东省高等教育“创新强校工程”项目(珠江学者高层次人才项目)）“市场摩擦及现实约束下的金融资产配置研究”（批准号为：GWTP-GC-2017-03，时间：2017.06-2020.06；已结题）
[5]主持广东省普通高校创新团队项目“投资管理、期权定价和风险管理”（批准号为：TD1604，时间：2016.04-2020.04；已结题）
[6]主持广东省自然科学基金项目（自由申请）（批准号：2017A030313399，时间：2017.05-2020.05；已结题）
[7]主持中国博士后科学基金特别资助项目（批准号为：2015T80896，起止时间：2015.07-201612；已结题）
[8]主持中国博士后科学基金面上项目一等资助（批准号为：2014M560658，起止时间：2014.10-2016.4；已结题）
[9]主持全国统计科学研究计划项目(批准号：2013LY101，起止时间：2013.11-2015.12；已结题)
[10]主持国家公派高级研究学者及访问学者(含博士后)项目(批准号：留金发[2013]3018)，起止时间：2014.08-2015.08；已结题）
[11]主持广东高校高水平科学研究项目(科技创新项目)（批准号：2012KJCX0050；起止时间：2012.12-2014.12；已结题）
[12]主持广东省自然科学基金面上项目(自由申请类) (批准号：S2011010005503，起止时间：2011.10-2013.10；已结题)
[13]主持教育部人文社会科学研究基金青年项目（批准号：10YJC790339，起止时间：2011.01-2013.5；已结题）
[14]主持广东省哲学社会科学规划项目（批准号：09O-19；起止时间：2010.01-2011.12；已结题）
[15]主持广东高校优秀青年创新人才培育项目(自然科学类)（批准号：粤财教[2008]342号；起止时间：2009.01 -2010.12；已结题）
