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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Shen, Yang"
~person:"Yam, Sheung Chi Phillip"
~subject:"Learning"
~subject:"Zinsstruktur"
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Portfolio selection
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Shen, Yang
Yam, Sheung Chi Phillip
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Young, Virginia R.
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Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
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2
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European journal of operational research : EJOR
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
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ECONIS (ZBW)
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1
Equilibrium investment strategy for a DC pension plan with learning about stock return predictability
Wang, Pei
;
Shen, Yang
;
Zhang, Ling
;
Kang, Yuxin
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 384-407
Persistent link: https://www.econbiz.de/10012622401
Saved in:
2
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion
Zhao, Hui
;
Shen, Yang
;
Zeng, Yan
;
Zhang, WenJun
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 159-180
Persistent link: https://www.econbiz.de/10012105537
Saved in:
3
Risk-adjusted Bowley reinsurance under distorted probabilities
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 64-72
Persistent link: https://www.econbiz.de/10012058684
Saved in:
4
Mean-risk portfolio management with bankruptcy prohibition
Wong, K. C.
;
Yam, Sheung Chi Phillip
;
Zeng, Jinli
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 153-172
Persistent link: https://www.econbiz.de/10011990627
Saved in:
5
Constrained investment-reinsurance optimization with regime switching under variance premium principle
Lv, Chen
;
Qian, Linyi
;
Shen, Yang
;
Wang, Wei
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 253-267
Persistent link: https://www.econbiz.de/10011630835
Saved in:
6
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 118-137
Persistent link: https://www.econbiz.de/10011312080
Saved in:
7
Markowitz’s mean-variance asset-liability management with regime switching : a time-consistent approach
Wei, J.
;
Wong, K. C.
;
Yam, Sheung Chi Phillip
;
Yung, S. P.
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 281-291
Persistent link: https://www.econbiz.de/10009785391
Saved in:
8
Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
Chen, Ping
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 871-883
Persistent link: https://www.econbiz.de/10010227791
Saved in:
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