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subject:"Innovation"
type_genre:"Aufsatz im Buch"
~person:"Gouriéroux, Christian"
~person:"Wong, Hoi Ying"
~subject:"Portfolio-Management"
~type_genre:"Amtsdruckschrift"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Innovation
Portfolio-Management
Theorie
229
Theory
229
Estimation theory
47
Schätztheorie
47
Portfolio selection
38
CAPM
23
Time series analysis
21
Yield curve
21
Zeitreihenanalyse
21
Zinsstruktur
21
Credit risk
20
Kreditrisiko
20
Derivat
19
Derivative
19
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16
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16
Stochastic process
15
Stochastischer Prozess
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13
Volatilität
13
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12
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11
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Aufsatz im Buch
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Arbeitspapier
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26
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12
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5
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English
36
French
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Gouriéroux, Christian
Wong, Hoi Ying
Fabozzi, Frank J.
64
Platen, Eckhard
46
Aghion, Philippe
43
Gollier, Christian
41
Maurer, Raimond
36
Stadler, Manfred
36
Uppal, Raman
34
Audretsch, David B.
33
Cantner, Uwe
33
Van Reenen, John
32
Korn, Ralf
31
Lambertini, Luca
29
Schenk-Hoppé, Klaus Reiner
29
Dosi, Giovanni
28
Lucas, André
28
Escobar, Marcos
27
Guidolin, Massimo
27
Li, Duan
27
Malerba, Franco
27
Wong, Wing Keung
27
Başak, Suleyman
26
Campbell, John Y.
26
Hens, Thorsten
26
Keuschnigg, Christian
26
Pyka, Andreas
25
Van Wincoop, Eric
25
Markowitz, Harry
24
Norbäck, Pehr-Johan
24
Malamud, Semyon
23
Persson, Lars
23
Post, Thierry
23
Račev, Svetlozar T.
23
Viceira, Luis M.
23
Zagst, Rudi
23
Akcigit, Ufuk
22
Hanusch, Horst
22
Prigent, Jean-Luc
22
Satchell, Stephen
22
Schmid, Wolfgang
22
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Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Insurance / Mathematics & economics
4
Journal of banking & finance
3
Journal of empirical finance
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
European journal of operational research : EJOR
2
IMA journal of management mathematics
2
Operations research letters
2
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1
Documents de travail / Banque de France
1
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1
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1
Finance and stochastics
1
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1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematics and financial economics
1
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1
Research paper series / Swiss Finance Institute
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Scandinavian actuarial journal
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ECONIS (ZBW)
38
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Time-consistent mean-variance hedging of an illiquid asset with a cointegrated liquid asset
Chen, Kexin
;
Wong, Hoi Ying
- In:
Finance research letters
29
(
2019
),
pp. 184-192
Persistent link: https://www.econbiz.de/10012418589
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