//--> //--> //--> //-->
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
subject:"Innovation"
type_genre:"Aufsatz im Buch"
~person:"Yao, Haixiang"
~subject:"Portfolio-Management"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
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
Innovation
Portfolio-Management
Theorie
17
Theory
17
Portfolio selection
15
Pension fund
5
Pensionskasse
5
Dynamic programming
4
Dynamische Optimierung
4
Stochastic process
4
Stochastischer Prozess
4
Altersvorsorge
3
Defined contribution pension fund
3
Mathematical programming
3
Mathematische Optimierung
3
Regime switching
3
Retirement provision
3
Cash Flow
2
Cash flow
2
DC pension plan
2
Efficient frontier
2
Hamilton-Jacobi-Bellman equation
2
Markov chain
2
Markov-Kette
2
Multi-period mean-variance model
2
Risiko
2
Risk
2
Robust statistics
2
Robustes Verfahren
2
Uncertain time-horizon
2
Aktienindex
1
Ambiguity-averse insurer
1
Asset allocation
1
Beliefs evolution
1
CAPM
1
Capital income
1
Continuous time mean-variance
1
Continuous-time mean-variance
1
Dynamic trading
1
Economics of insurance
1
Einkommen
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Aufsatz im Buch
Amtsdruckschrift
Aufsatz in Zeitschrift
Collection of articles of several authors
Article in journal
15
Language
All
English
15
Author
All
Yao, Haixiang
Fabozzi, Frank J.
80
Korn, Ralf
30
Malerba, Franco
28
Escobar, Marcos
27
Li, Duan
25
Markowitz, Harry
25
Wong, Wing Keung
25
Aghion, Philippe
24
Prigent, Jean-Luc
22
RaÄŤev, Svetlozar T.
22
Satchell, Stephen
22
Zagst, Rudi
22
Cantner, Uwe
21
Audretsch, David B.
20
Gollier, Christian
20
Stadler, Manfred
20
Antonelli, Cristiano
19
Dosi, Giovanni
18
Forsyth, Peter A.
18
Lambertini, Luca
18
Wang, Ruodu
18
Maurer, Raimond
17
Post, Thierry
17
Wong, Hoi Ying
17
Chen, Zhiping
16
Lee, Cheng F.
16
Sass, Jörn
16
Baumol, William J.
15
Cvitanić, Jakša
15
Guerard, John Baynard
15
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Liang, Zongxia
15
Lioui, Abraham
15
Platen, Eckhard
15
RĂĽschendorf, Ludger
15
Schenk-Hoppé, Klaus Reiner
15
Vanduffel, Steven
15
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
6
Economic modelling
4
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of the Operational Research Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic trading with uncertain exit time and transaction costs in a general Markov market
Yao, Haixiang
;
Li, Danping
;
Wu, Huiling
- In:
International review of financial analysis
84
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013472813
Saved in:
2
Partial moments and indexation investment strategies
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Journal of empirical finance
67
(
2022
),
pp. 39-59
Persistent link: https://www.econbiz.de/10013464372
Saved in:
3
Multi-period asset-liability management with cash flows and probability constraints : a mean-field formulation approach
Li, Xun
;
Wu, Xianping
;
Yao, Haixiang
- In:
Journal of the Operational Research Society
71
(
2020
)
10
,
pp. 1563-1580
Persistent link: https://www.econbiz.de/10012314367
Saved in:
4
Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping
;
Wang, Liyuan
;
Chen, Ping
;
Yao, Haixiang
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
Saved in:
5
Optimal investment management for a defined contribution pension fund under imperfect information
Zhang, Ling
;
Zhang, Hao
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 210-224
Persistent link: https://www.econbiz.de/10011825476
Saved in:
6
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
Bian, Lihua
;
Li, Zhongfei
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011904623
Saved in:
7
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing
Gu, Ailing
;
Viens, Frederi G.
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 93-109
Persistent link: https://www.econbiz.de/10011872916
Saved in:
8
Mean-variance portfolio selection with only risky assets under regime switching
Zhang, Miao
;
Chen, Ping
;
Yao, Haixiang
- In:
Economic modelling
62
(
2017
),
pp. 35-42
Persistent link: https://www.econbiz.de/10011813158
Saved in:
9
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
Saved in:
10
Asset allocation for a DC pension fund with stochastic income and mortality risk : a multi-period mean–variance framework
Yao, Haixiang
;
Lai, Yongzeng
;
Ma, Qinghua
;
Jian, Minjie
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 84-92
Persistent link: https://www.econbiz.de/10010259667
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->