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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Altersvorsorge"
~subject:"Stochastic process"
~subject:"Zinsstruktur"
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Portfolio selection
Altersvorsorge
Stochastic process
Zinsstruktur
Theorie
1,924
Theory
1,924
Portfolio-Management
479
Risk
320
Risiko
315
Stochastischer Prozess
239
Option pricing theory
216
Optionspreistheorie
216
Risk measure
197
Risikomaß
196
Risk model
181
Risikomodell
180
Risk management
173
Risikomanagement
172
CAPM
159
Statistical distribution
150
Statistische Verteilung
150
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USA
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United States
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Measurement
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117
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106
Volatilität
106
Reinsurance
105
Rückversicherung
105
Yield curve
105
Hedging
100
Lebensversicherung
95
Life insurance
95
Capital income
85
Kapitaleinkommen
85
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78
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760
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761
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Liang, Zongxia
12
Zeng, Yan
11
Li, Zhongfei
10
Young, Virginia R.
10
Platen, Eckhard
8
Mao, Tiantian
6
Rogers, Leonard C. G.
6
Tang, Qihe
6
Yao, Haixiang
6
Zhou, Xun Yu
6
Avanzi, Benjamin
5
Chen, An
5
Filipović, Damir
5
Furman, Edward
5
Glasserman, Paul
5
Guan, Guohui
5
Guillén, Montserrat
5
Korn, Ralf
5
Landsman, Zinoviy
5
Li, Danping
5
Li, Duan
5
Li, Xiaohu
5
Shen, Yang
5
Wang, Ruodu
5
Wong, Bernard
5
Wong, Hoi Ying
5
Zhuo, Jin
5
Bayraktar, Erhan
4
Biagini, Francesca
4
Cadenillas, Abel
4
Cai, Jun
4
Carr, Peter
4
Chen, Ping
4
Chiu, Mei Choi
4
Dhaene, Jan
4
El Karoui, Nicole
4
Guasoni, Paolo
4
Haberman, Steven
4
Hainaut, Donatien
4
Jin, Hanqing
4
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Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
European journal of operational research : EJOR
689
NBER working paper series
413
Working paper / National Bureau of Economic Research, Inc.
358
NBER Working Paper
343
Journal of banking & finance
325
Finance and stochastics
280
International journal of theoretical and applied finance
273
Journal of economic dynamics & control
266
Finance research letters
208
Computers & operations research : and their applications to problems of world concern ; an international journal
180
Economics letters
176
Quantitative finance
159
Discussion paper / Centre for Economic Policy Research
158
Risks : open access journal
158
Journal of financial economics
157
Journal of econometrics
155
Operations research
154
The review of financial studies
152
Discussion paper / Tinbergen Institute
151
Management science : journal of the Institute for Operations Research and the Management Sciences
151
Research paper series / Swiss Finance Institute
149
The journal of finance : the journal of the American Finance Association
141
Operations research letters
140
Working paper
140
Journal of empirical finance
139
Economic modelling
137
International journal of production research
130
CESifo working papers
125
Journal of economic theory
121
The European journal of finance
109
SpringerLink / Bücher
107
Computational economics
105
Mathematical methods of operations research
103
Mathematics of operations research
102
Swiss Finance Institute Research Paper
102
The journal of portfolio management : a publication of Institutional Investor
101
Applied mathematical finance
95
International review of economics & finance : IREF
95
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ECONIS (ZBW)
761
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1
Monetary policy and bond prices with drifting equilibrium rates
Favero, Carlo A.
;
Melone, Alessandro
;
Tamoni, Andrea
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 626-651
Persistent link: https://www.econbiz.de/10014520118
Saved in:
2
Optimal investment, consumption and life insurance purchase with learning about return predictability
Peng, Xingchun
;
Li, Baihui
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 70-95
Persistent link: https://www.econbiz.de/10014466205
Saved in:
3
Hedging longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
Saved in:
4
Intergenerational sharing of unhedgeable inflation risk
Chen, Damiaan H. J.
;
Beetsma, Roel
;
Wijnbergen, Sweder van
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 140-160
Persistent link: https://www.econbiz.de/10014466209
Saved in:
5
Intergenerational actuarial fairness when longevity increases : amending the retirement age
Bravo, Jorge Miguel Ventura
;
Ayuso, Mercedes
;
Holzmann, …
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 161-184
Persistent link: https://www.econbiz.de/10014466210
Saved in:
6
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
7
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics
Wang, Ning
;
Zhang, Yumo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 251-273
Persistent link: https://www.econbiz.de/10014466215
Saved in:
8
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
9
Two-phase selection of representative contracts for valuation of large variable annuity portfolios
Jiang, Ruihong
;
Saunders, David M.
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 293-309
Persistent link: https://www.econbiz.de/10014466217
Saved in:
10
The Cramér-Lundberg model with a fluctuating number of clients
Braunsteins, Peter
;
Mandjes, Michel
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014446650
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