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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Reinsurance"
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Portfolio selection
Reinsurance
Theorie
1,368
Theory
1,368
Portfolio-Management
325
Risk
281
Risiko
276
Risk model
179
Risikomodell
178
Risk measure
175
Risikomaß
174
Risk management
160
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159
Stochastic process
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Liang, Zongxia
11
Zeng, Yan
11
Li, Zhongfei
10
Tan, Ken Seng
9
Chi, Yichun
8
Cai, Jun
7
Wang, Ruodu
7
Young, Virginia R.
7
Liang, Zhibin
6
Mao, Tiantian
6
Weng, Chengguo
6
Yao, Haixiang
6
Zhuo, Jin
6
Cheung, Ka Chun
5
Guan, Guohui
5
Li, Danping
5
Peng, Xingchun
5
Tang, Qihe
5
Yam, Sheung Chi Phillip
5
Yang, Hailiang
5
Asimit, Alexandru V.
4
Boonen, Tim J.
4
Chen, Ping
4
Dhaene, Jan
4
Furman, Edward
4
Lai, Yongzeng
4
Landsman, Zinoviy
4
Rüschendorf, Ludger
4
Shen, Yang
4
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4
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4
Zhao, Hui
4
Zhuang, Sheng Chao
4
Balbás de la Corte, Alejandro
3
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3
Chiu, Mei Choi
3
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3
Gan, Guojun
3
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3
Guillén, Montserrat
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Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
European journal of operational research : EJOR
274
Journal of banking & finance
243
NBER working paper series
242
Working paper / National Bureau of Economic Research, Inc.
197
NBER Working Paper
194
Finance research letters
167
Journal of economic dynamics & control
167
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
Finance and stochastics
155
International journal of theoretical and applied finance
145
Quantitative finance
124
Research paper series / Swiss Finance Institute
122
Risks : open access journal
112
Journal of financial economics
99
Management science : journal of the Institute for Operations Research and the Management Sciences
99
The review of financial studies
99
The journal of portfolio management : a publication of Institutional Investor
98
Journal of empirical finance
95
The journal of finance : the journal of the American Finance Association
95
Discussion paper / Centre for Economic Policy Research
87
Economic modelling
86
Swiss Finance Institute Research Paper
84
Economics letters
79
The European journal of finance
79
International review of economics & finance : IREF
72
Mathematics and financial economics
71
Computational economics
70
Mathematical methods of operations research
69
International review of financial analysis
68
The journal of asset management
68
The North American journal of economics and finance : a journal of financial economics studies
66
Journal of risk and financial management : JRFM
65
SpringerLink / Bücher
65
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
62
Journal of economic theory
62
Annals of finance
61
Journal of mathematical finance
60
Applied economics
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ECONIS (ZBW)
388
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11
Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 80-96
Persistent link: https://www.econbiz.de/10014446728
Saved in:
12
A note on portfolios of averages of lognormal variables
Boyle, Phelim P.
;
Jiang, Ruihong
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 97-109
Persistent link: https://www.econbiz.de/10014446731
Saved in:
13
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
14
Pricing time-to-event contingent cash flows : a discrete-time survival analysis approach
Lautier, Jackson P.
;
Pozdnyakov, Vladimir
;
Yan, Jun
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 53-71
Persistent link: https://www.econbiz.de/10014282475
Saved in:
15
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
Mi, Hui
;
Xu, Zuo Quan
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 82-105
Persistent link: https://www.econbiz.de/10014282477
Saved in:
16
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
17
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
Barczy, Mátyás
;
Nedényi, Fanni K.
;
Sütő, László
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 107-128
Persistent link: https://www.econbiz.de/10013534514
Saved in:
18
Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao
;
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
Saved in:
19
A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix
;
Martinez-Riquelme, Carolina
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
Saved in:
20
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
Saved in:
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