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person:"Blake, David"
~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~isPartOf:"The journal of computational finance"
~person:"Hens, Thorsten"
~person:"Li, Duan"
~person:"Platen, Eckhard"
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Portfolio selection
4
Portfolio-Management
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2
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1
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Blake, David
Hens, Thorsten
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ASTIN bulletin : the journal of the International Actuarial Association
The journal of computational finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
43
Research paper series / Swiss Finance Institute
18
Discussion paper / The Pensions Institute, Cass Business School, City University
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Swiss Finance Institute Research Paper
11
Asia-Pacific financial markets
8
Journal of economic dynamics & control
8
Working Paper
7
Discussion paper / Department of Business and Management Science
6
European journal of operational research : EJOR
6
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
6
Discussion paper / the Pensions Institute, Birkbeck College, University of London
4
Discussion papers / Department of Economics, University of Copenhagen
4
International journal of theoretical and applied finance
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
UBS paper
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Discussion paper / LSE Financial Markets Group
3
Discussion paper in financial economics : FE
3
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Mathematics and financial economics
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Working paper / Institute for Empirical Research in Economics, University of Zürich
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied financial economics
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Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
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Computational economics
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Journal of banking & finance
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Journal of financial and quantitative analysis : JFQA
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Journal of the Operational Research Society : OR
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Operations research
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The journal of asset management
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ASTIN BULLETIN - The Journal of the ASTIN and AFIR Section of the International Actuarial Association - Vol.33 - No.2, 2003; 53-172
1
Annals of finance
1
Australian economic papers
1
Casualty Actuarial Society - Astin Bulletin
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Decisions in economics and finance : a journal of applied mathematics
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1
Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin
;
Zhu, Dan
;
Platen, Eckhard
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
Saved in:
2
Cumulative prospect theory and mean-variance analysis : a rigorous comparison
Hens, Thorsten
;
Mayer, János
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 47-73
Persistent link: https://www.econbiz.de/10011848338
Saved in:
3
A robust set-valued scenario approach for handling modeling risk in portfolio optimization
Zhu, Shushang
;
Jin, Xiaodong
;
Li, Duan
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 11-40
Persistent link: https://www.econbiz.de/10011480704
Saved in:
4
Portfolio selection with marginal risk control
Zhu, Shushang
;
Li, Duan
;
Sun, Xiaoling
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10008736754
Saved in:
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