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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Guan, Guohui"
~subject:"Loss aversion"
~subject:"Zinsstruktur"
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Portfolio selection
Loss aversion
Zinsstruktur
Portfolio-Management
5
Theorie
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Theory
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Stochastic process
4
Stochastischer Prozess
4
Reinsurance
3
Rückversicherung
3
Stochastic interest rate
3
Altersvorsorge
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Defined contribution pension plan
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Loss
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Mean-reverting returns
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Mean-variance efficiency
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Optimal investment
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Optimal investment strategy
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Optimal proportional reinsurance strategy
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Portfolio choice
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Guan, Guohui
Liang, Zongxia
11
Zeng, Yan
10
Li, Zhongfei
9
Mao, Tiantian
6
Yao, Haixiang
6
Young, Virginia R.
6
Li, Danping
5
Wang, Ruodu
5
Chen, Ping
4
Dhaene, Jan
4
Furman, Edward
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Landsman, Zinoviy
4
Rüschendorf, Ludger
4
Shen, Yang
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Tang, Qihe
4
Wong, Hoi Ying
4
Yam, Sheung Chi Phillip
4
Zhao, Hui
4
Chiu, Mei Choi
3
Cossette, Hélène
3
Gan, Guojun
3
Gu, Ailing
3
Guillén, Montserrat
3
Koch Medina, Pablo
3
Lai, Yongzeng
3
Li, Jinzhu
3
Liang, Xiaoqing
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Liang, Zhibin
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Mandjes, Michel
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Marceau, Etienne
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Peng, Xingchun
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Rong, Ximin
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Tan, Ken Seng
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Trufin, Julien
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Wei, Jiaqin
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Weng, Chengguo
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Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
European journal of operational research : EJOR
1
Journal of economic dynamics & control
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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Robust optimal reinsurance and investment strategies for an AAI with multiple risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 63-78
Persistent link: https://www.econbiz.de/10012133510
Saved in:
2
Time-consistent proportional reinsurance and investment strategies under ambiguous environment
Guan, Guohui
;
Liang, Zongxia
;
Feng, Jian
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 122-133
Persistent link: https://www.econbiz.de/10011944107
Saved in:
3
Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 224-237
Persistent link: https://www.econbiz.de/10011533911
Saved in:
4
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 99-109
Persistent link: https://www.econbiz.de/10010515914
Saved in:
5
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 105-115
Persistent link: https://www.econbiz.de/10010366200
Saved in:
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