//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Landsman, Zinoviy"
~person:"Liang, Zongxia"
~subject:"Risk"
~subject:"Zinsstruktur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risk
Zinsstruktur
Theorie
28
Theory
28
Portfolio-Management
15
Statistical distribution
10
Statistische Verteilung
10
Multivariate Analyse
6
Multivariate analysis
6
Risikomaß
6
Risk measure
6
Pension fund
5
Pensionskasse
5
Stochastic process
5
Stochastischer Prozess
5
Tail conditional expectation
5
Altersvorsorge
4
Capital income
4
Kapitaleinkommen
4
Measurement
4
Messung
4
Probability theory
4
Reinsurance
4
Retirement provision
4
Rückversicherung
4
Wahrscheinlichkeitsrechnung
4
Dynamic programming
3
Dynamische Optimierung
3
Elliptical distributions
3
Mortality
3
Risiko
3
Sterblichkeit
3
Stochastic dynamic programming
3
Stochastic interest rate
3
Ausreißer
2
Conditional tail risk measures
2
Defined contribution pension plan
2
Equilibrium control law
2
Interest rate
2
Lagrange dual method
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Landsman, Zinoviy
Liang, Zongxia
Zeng, Yan
11
Li, Zhongfei
9
Mao, Tiantian
8
Cheung, Eric C. K.
7
Furman, Edward
6
Hu, Taizhong
6
Wang, Ruodu
6
Yao, Haixiang
6
Young, Virginia R.
6
Cai, Jun
5
Cheung, Ka Chun
5
Denuit, Michel
5
Guan, Guohui
5
Guillén, Montserrat
5
Laeven, Roger J. A.
5
Li, Danping
5
Li, Jinzhu
5
Li, Shuanming
5
Sordo, Miguel A.
5
Tang, Qihe
5
Weng, Chengguo
5
Yam, Sheung Chi Phillip
5
Asimit, Alexandru V.
4
Chen, Ping
4
Chen, Yiqing
4
Dhaene, Jan
4
Ghossoub, Mario
4
Goovaerts, Marc J.
4
Lefevre, Claude
4
Loisel, Stéphane
4
Marceau, Etienne
4
Peng, Xingchun
4
Rüschendorf, Ludger
4
Shen, Yang
4
Tan, Ken Seng
4
Trufin, Julien
4
Wong, Hoi Ying
4
Zhao, Hui
4
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
The European journal of finance
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
European journal of operational research : EJOR
1
Mathematics and financial economics
1
North American actuarial journal
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Risks : open access journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
He, Lin
;
Liang, Zongxia
;
Song, Yilun
;
Qi, Ye
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 188-202
Persistent link: https://www.econbiz.de/10013271971
Saved in:
2
A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures
Ignatieva, Ekaterina
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 437-465
Persistent link: https://www.econbiz.de/10012793936
Saved in:
3
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:
4
Conditional tail risk measures for the skewed generalised hyperbolic family
Ignatieva, Ekaterina
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 98-114
Persistent link: https://www.econbiz.de/10012058838
Saved in:
5
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:
6
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:
7
Optimal mean-variance efficiency of a family with life insurance under inflation risk
Liang, Zongxia
;
Zhao, Xiaoyang
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 164-178
Persistent link: https://www.econbiz.de/10011630638
Saved in:
8
Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia
;
Ma, Ming
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
Saved in:
9
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:
10
Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information
Liang, Zongxia
;
Song, Min
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 66-76
Persistent link: https://www.econbiz.de/10011422871
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->