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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Quantitative finance"
~subject:"Reinsurance"
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Portfolio selection
Reinsurance
Theorie
1,665
Theory
1,665
Portfolio-Management
448
Risk
317
Risiko
312
Risk measure
212
Stochastic process
212
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Li, Zhongfei
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Liang, Zongxia
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Zeng, Yan
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9
Chi, Yichun
8
Cai, Jun
7
Wang, Ruodu
7
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7
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7
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Mao, Tiantian
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Yao, Haixiang
6
Cheung, Ka Chun
5
Guan, Guohui
5
Li, Danping
5
Peng, Xingchun
5
Tang, Qihe
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Wong, Hoi Ying
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Yam, Sheung Chi Phillip
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Yang, Hailiang
5
Asimit, Alexandru V.
4
Boonen, Tim J.
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Chiu, Mei Choi
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Dhaene, Jan
4
Furman, Edward
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Wei, Jiaqin
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4
Zhuang, Sheng Chao
4
Balbás de la Corte, Alejandro
3
Balbás, Beatriz
3
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3
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Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
Quantitative finance
European journal of operational research : EJOR
274
Journal of banking & finance
243
NBER working paper series
242
Working paper / National Bureau of Economic Research, Inc.
197
NBER Working Paper
194
Finance research letters
167
Journal of economic dynamics & control
167
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
Finance and stochastics
155
International journal of theoretical and applied finance
145
Research paper series / Swiss Finance Institute
122
Risks : open access journal
112
Journal of financial economics
99
Management science : journal of the Institute for Operations Research and the Management Sciences
99
The review of financial studies
99
The journal of portfolio management : a publication of Institutional Investor
98
Journal of empirical finance
95
The journal of finance : the journal of the American Finance Association
95
Discussion paper / Centre for Economic Policy Research
87
Economic modelling
86
Swiss Finance Institute Research Paper
84
Economics letters
79
The European journal of finance
79
International review of economics & finance : IREF
72
Mathematics and financial economics
71
Computational economics
70
Mathematical methods of operations research
69
International review of financial analysis
68
The journal of asset management
68
The North American journal of economics and finance : a journal of financial economics studies
66
Journal of risk and financial management : JRFM
65
SpringerLink / Bücher
65
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
62
Journal of economic theory
62
Annals of finance
61
Journal of mathematical finance
60
Applied economics
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ECONIS (ZBW)
512
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1
Optimal reinsurance under a new design : two layers and multiple reinsurers
Yao, Dingjun
;
Zhu, Jinxia
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 655-676
Persistent link: https://www.econbiz.de/10014552129
Saved in:
2
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
Saved in:
3
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
4
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
5
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon
;
Lee, Yongjae
;
Kim, Woo Chang
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
Saved in:
6
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
7
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
8
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
9
Adaptive online mean-variance portfolio selection with transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Lyu, Benmeng
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10014551906
Saved in:
10
Optimal stop-loss rules in markets with long-range dependence
Xiang, Yun
;
Deng, Shijie
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 253-263
Persistent link: https://www.econbiz.de/10014551974
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