//--> //--> //-->
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
source:"econis"
subject:"Estimation"
~isPartOf:"Discussion paper series"
~isPartOf:"Economic modelling"
~person:"Siu, Tak Kuen"
~subject:"CAPM"
~subject:"Theory"
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
Estimation
CAPM
Theory
Theorie
5
Portfolio selection
3
Portfolio-Management
3
Stochastic process
3
Stochastischer Prozess
3
Dynamic programming principle
2
Markov chain
2
Markov-Kette
2
Reinsurance
2
Rückversicherung
2
Dividend
1
Dividende
1
Excess of loss reinsurance
1
Expectation-Maximization (EM) Algorithm
1
Expected value premium principle
1
HJB equation
1
Heavy-tailed claims
1
Higher-Order Autoregressive Hidden Markov Model (HO-HMMAR)
1
Interest rate
1
Martingal
1
Martingale
1
Mathematical programming
1
Mathematische Optimierung
1
Optimal asset allocation
1
Option pricing theory
1
Optionspreistheorie
1
Proportional reinsurance
1
Regime-switching
1
Risikomodell
1
Risikoprämie
1
Risk model
1
Risk premium
1
Ruin probability
1
Stochastic flows
1
Stochastic interest rate
1
Utility maximization
1
Variance premium principle
1
Yield curve
1
Zins
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
5
Author
All
Siu, Tak Kuen
Agénor, Pierre-Richard
30
Proost, Stef
26
Cherchye, Laurens
24
Rock, Bram de
23
Blackburn, Keith
17
Demuynck, Thomas
14
Berardi, Michele
13
Afonso, Oscar
11
Lauwers, Luc
11
Yasuoka, Masaya
10
De Borger, Bruno L.
9
Ooghe, Erwin
9
Polemarchakis, Heraklis M.
9
Vermeulen, Frederic
9
Anwar, Sajid
8
Chaudhuri, Sarbajit
8
Kit, Pong Wong
8
Bratsiotis, George
7
FitzRoy, Felix R.
7
Lasselle, Laurence
7
Yang, Chunpeng
7
Alghalith, Moawia
6
Damjanovic, Tatiana
6
Hertel, Thomas W.
6
Matsumura, Toshihiro
6
Neanidis, Kyriakos C.
6
Nijkamp, Peter
6
Osborn, Denise R.
6
Pisani, Massimiliano
6
Zhou, Yu
6
Adachi, Takanori
5
Caporale, Guglielmo Maria
5
De Witte, Kristof
5
Gorringe, Peter A.
5
Gupta, Manash Ranjan
5
Hall, Stephen G.
5
Kim, Dong-heon
5
Lahiri, Radhika
5
Marjit, Sugata
5
McLennan, Andrew
5
more ...
less ...
Published in...
All
Discussion paper series
Economic modelling
Insurance / Mathematics & economics
6
Annals of finance
3
Computational economics
3
IMA journal of management mathematics
3
Annals of operations research
2
Asia-Pacific financial markets
2
Risk and decision analysis
2
Scandinavian actuarial journal
2
Advances in statistics, probability and actuarial science
1
Applied mathematical finance
1
Business intelligence in economic forecasting : technologies and techniques
1
Decisions in economics and finance : a journal of applied mathematics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European journal of operational research : EJOR
1
International Series in Operations Research & Management Science
1
International journal of production economics
1
Journal of risk and financial management : JRFM
1
Journal of the Operational Research Society : OR
1
Managerial finance
1
Mathematical methods of operations research
1
Mathematical methods of operations research : ZOR
1
OR spectrum : quantitative approaches in management
1
Operations research letters
1
Risks : open access journal
1
SpringerLink / Bücher
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
Saved in:
2
Optimal reinsurance policies with two reinsurers in continuous time
Meng, Hui
;
Zhou, Ming
;
Siu, Tak Kuen
- In:
Economic modelling
59
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011647797
Saved in:
3
Option pricing when the regime-switching risk is priced
Siu, Tak Kuen
;
Yang, Hailiang
;
Lau, John W.
-
2007
Persistent link: https://www.econbiz.de/10003647140
Saved in:
4
Asset allocation under stochastic interest rate with regime switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
Saved in:
5
On optimal reinsurance, dividend and reinvestment strategies
Meng, Hui
;
Siu, Tak Kuen
- In:
Economic modelling
28
(
2011
)
1/2
,
pp. 211-218
Persistent link: https://www.econbiz.de/10009269977
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->