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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Chen, Yiqing"
~person:"Yang, Fan"
~subject:"Ausreißer"
~subject:"Zinsstruktur"
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Portfolio selection
Ausreißer
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Chen, Yiqing
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Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
1
Charles A. Dice Center Working Paper
1
Fisher College of Business working paper series
1
NBER Working Paper
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NBER working paper series
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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1
Asymptotic analysis of portfolio diversification
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
;
Chen Zhou
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 302-325
Persistent link: https://www.econbiz.de/10013380569
Saved in:
2
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
3
Interplay of subexponential and dependent insurance and financial risks
Chen, Yiqing
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 78-83
Persistent link: https://www.econbiz.de/10011783904
Saved in:
4
A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks
Chen, Yiqing
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 75-81
Persistent link: https://www.econbiz.de/10011702058
Saved in:
5
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
6
Asymptotic results for conditional measures of association of a random sum
Asimit, Alexandru V.
;
Chen, Yiqing
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 11-18
Persistent link: https://www.econbiz.de/10010484845
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