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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Operations research letters"
~subject:"Sterblichkeit"
~subject:"Stochastic process"
~subject:"Zinsstruktur"
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Portfolio selection
Sterblichkeit
Stochastic process
Zinsstruktur
Theorie
2,375
Theory
2,375
Mathematical programming
559
Mathematische Optimierung
559
Portfolio-Management
366
Risk
309
Risiko
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260
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195
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Li, Zhongfei
11
Liang, Zongxia
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9
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7
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7
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Chen, Ping
5
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Dhaene, Jan
5
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5
Guan, Guohui
5
Guillén, Montserrat
5
Li, Danping
5
Nielsen, Jens Perch
5
Shapiro, Alexander
5
Siu, Tak Kuen
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Trufin, Julien
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5
Wong, Bernard
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Zhuo, Jin
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4
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4
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4
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4
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4
Li, Shuanming
4
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4
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4
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Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
Operations research letters
European journal of operational research : EJOR
679
NBER working paper series
398
Working paper / National Bureau of Economic Research, Inc.
347
NBER Working Paper
332
Journal of banking & finance
321
Finance and stochastics
281
International journal of theoretical and applied finance
273
Mathematical finance : an international journal of mathematics, statistics and financial theory
267
Journal of economic dynamics & control
265
Finance research letters
191
Risks : open access journal
186
Economics letters
181
Computers & operations research : and their applications to problems of world concern ; an international journal
180
Journal of financial economics
157
Journal of econometrics
156
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152
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The review of financial studies
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142
The journal of finance : the journal of the American Finance Association
141
Journal of empirical finance
136
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133
CESifo working papers
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International journal of production research
127
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SpringerLink / Bücher
105
The European journal of finance
105
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Swiss Finance Institute Research Paper
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Mathematical methods of operations research
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Mathematics of operations research
101
The journal of portfolio management : a publication of Institutional Investor
101
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ECONIS (ZBW)
693
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693
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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
Stochastic joint replenishment problem under a fill rate constraint with controllable lead times and shared cost allocation
Castellano, Davide
;
Santillo, Liberatina C.
- In:
Operations research letters
51
(
2023
)
4
,
pp. 385-392
Persistent link: https://www.econbiz.de/10014426570
Saved in:
3
Dual SDDP for risk-averse multistage stochastic programs
Costa, Bernardo Freitas Paulo da
;
Leclère, Vincent
- In:
Operations research letters
51
(
2023
)
3
,
pp. 332-337
Persistent link: https://www.econbiz.de/10014374928
Saved in:
4
WaveCorr : deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
; …
- In:
Operations research letters
51
(
2023
)
6
,
pp. 680-686
Persistent link: https://www.econbiz.de/10014465889
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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