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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Chiu, Mei Choi"
~subject:"Kapitaleinkommen"
~subject:"Zinsstruktur"
~type_genre:"Article in journal"
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Portfolio selection
Kapitaleinkommen
Zinsstruktur
Theorie
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Cointegration
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Kointegration
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Mortality
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Portfolio-Management
3
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Mean–variance hedging
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Chiu, Mei Choi
Liang, Zongxia
11
Zeng, Yan
10
Li, Zhongfei
9
Mao, Tiantian
7
Landsman, Zinoviy
6
Yao, Haixiang
6
Young, Virginia R.
6
Furman, Edward
5
Guan, Guohui
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Li, Danping
5
Wang, Ruodu
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Chen, Ping
4
Dhaene, Jan
4
RĂĽschendorf, Ludger
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Shen, Yang
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Tang, Qihe
4
Wong, Hoi Ying
4
Yam, Sheung Chi Phillip
4
Zhao, Hui
4
Cossette, Hélène
3
Gan, Guojun
3
Gu, Ailing
3
Guillén, Montserrat
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Hu, Taizhong
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Ignatieva, Ekaterina
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Koch Medina, Pablo
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Lai, Yongzeng
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Li, Jinzhu
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Liang, Xiaoqing
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Rong, Ximin
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Tan, Ken Seng
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Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
Operations research letters
2
Economic modelling
1
European journal of operational research : EJOR
1
IMA journal of management mathematics
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Quantitative finance
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Scandinavian actuarial journal
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Time-consistent mean-variance hedging of longevity risk : effect of cointegration
Wong, Tat Wing
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 56-67
Persistent link: https://www.econbiz.de/10010385032
Saved in:
2
Mean-variance asset-liability management with asset correlation risk and insurance liabilities
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 300-310
Persistent link: https://www.econbiz.de/10010469984
Saved in:
3
Optimal investment for an insurer with cointegrated assets : CRRA utility
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 52-64
Persistent link: https://www.econbiz.de/10009719005
Saved in:
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