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subject:"Innovation"
type_genre:"Aufsatz im Buch"
~person:"Gouriéroux, Christian"
~person:"Wong, Hoi Ying"
~subject:"Credit risk"
~subject:"Portfolio-Management"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
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Innovation
Credit risk
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Theorie
174
Theory
174
Estimation theory
40
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40
Portfolio selection
31
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17
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Gouriéroux, Christian
Wong, Hoi Ying
Fabozzi, Frank J.
69
Korn, Ralf
30
Jarrow, Robert A.
29
Escobar, Marcos
28
Malerba, Franco
26
Zagst, Rudi
26
Li, Duan
25
Wong, Wing Keung
25
Markowitz, Harry
24
Aghion, Philippe
23
Prigent, Jean-Luc
22
Račev, Svetlozar T.
22
Gollier, Christian
20
Stadler, Manfred
20
Capponi, Agostino
19
Wang, Ruodu
19
Audretsch, David B.
18
Cantner, Uwe
18
Jeanblanc, Monique
18
Lambertini, Luca
18
Antonelli, Cristiano
17
Bielecki, Tomasz R.
17
Dosi, Giovanni
17
Forsyth, Peter A.
17
Maurer, Raimond
17
Satchell, Stephen
17
Cvitanić, Jakša
16
Kraft, Holger
16
Post, Thierry
16
Rüschendorf, Ludger
16
Sass, Jörn
16
Siu, Tak Kuen
16
Baumol, William J.
15
Chen, Zhiping
15
Das, Sanjiv R.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
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Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Insurance / Mathematics & economics
4
Journal of banking & finance
4
Journal of empirical finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
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ECONIS (ZBW)
43
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1
Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Scandinavian actuarial journal
2023
(
2023
)
2
,
pp. 123-152
Persistent link: https://www.econbiz.de/10014325034
Saved in:
2
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
Saved in:
3
Pairs trading under delayed cointegration
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1627-1648
Persistent link: https://www.econbiz.de/10013367938
Saved in:
4
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
5
Positional portfolio management
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Rubin, Mirco
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 650-706
Persistent link: https://www.econbiz.de/10012654983
Saved in:
6
Robust state-dependent mean-variance portfolio selection : a closed-loop approach
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 529-561
Persistent link: https://www.econbiz.de/10012585986
Saved in:
7
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
Saved in:
8
Lasso-based simulation for high-dimensional multi-period portfolio optimization
Li, Zhongyu
;
Tsang, Ka Ho
;
Wong, Hoi Ying
- In:
IMA journal of management mathematics
31
(
2020
)
3
,
pp. 257-280
Persistent link: https://www.econbiz.de/10012258670
Saved in:
9
Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility
Yan, Tingjin
;
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 699-724
Persistent link: https://www.econbiz.de/10012321867
Saved in:
10
A linear programming model for selection of sparse high-dimensional multiperiod portfolios
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 754-771
Persistent link: https://www.econbiz.de/10011987586
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