//--> //--> //-->
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:"Portfolio selection"
~accessRights:"restricted"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Li, Zhongfei"
~person:"Wong, Hoi Ying"
~subject:"Affine Volterra processes"
~subject:"EU countries"
~subject:"Economic theory"
~subject:"Monetary policy"
~type:"article"
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
| 10 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Affine Volterra processes
EU countries
Economic theory
Monetary policy
Theorie
10
Theory
10
Portfolio-Management
6
Altersvorsorge
5
Pension fund
5
Pensionskasse
5
Retirement provision
5
DC pension plan
4
Mortality
3
Risikoaversion
3
Risk aversion
3
Sterblichkeit
3
Stochastic process
3
Stochastischer Prozess
3
Equilibrium strategy
2
Hedging
2
Inflation
2
Long-range dependence
2
Loss aversion
2
Martingale approach
2
Robust statistics
2
Robustes Verfahren
2
Volatility
2
Volatilität
2
AAM
1
Actuarial mathematics
1
Altersgrenze
1
Anlageverhalten
1
Behavioural finance
1
Betriebliche Altersversorgung
1
CAPM
1
Capital income
1
Cointegration
1
Consumption–investment
1
Decision under uncertainty
1
Defined contribution pension plan
1
Demand
1
Demand of longevity bonds
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Li, Zhongfei
Wong, Hoi Ying
Liang, Zongxia
7
Zeng, Yan
6
Young, Virginia R.
5
Li, Danping
4
Wang, Ruodu
4
Cossette, Hélène
3
Furman, Edward
3
Gu, Ailing
3
Guan, Guohui
3
Li, Jinzhu
3
Liang, Xiaoqing
3
Mandjes, Michel
3
Mao, Tiantian
3
Marceau, Etienne
3
Shen, Yang
3
Tan, Ken Seng
3
Wei, Jiaqin
3
Yao, Haixiang
3
Yuan, Zhongyi
3
Zhang, Ling
3
Zhang, Yiying
3
Zhuo, Jin
3
Avanzi, Benjamin
2
Cai, Jun
2
Chen, An
2
Chen, Ping
2
Chen, Yiqing
2
Chen, Zheng
2
Delsing, G. A.
2
Dhaene, Jan
2
Forsyth, Peter A.
2
Ignatieva, Ekaterina
2
Jiang, Ruihong
2
Josa-Fombellida, Ricardo
2
Koch Medina, Pablo
2
Laeven, Roger J. A.
2
Landsman, Zinoviy
2
Li, Bin
2
Li, Chen
2
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
European journal of operational research : EJOR
2
IMA journal of management mathematics
2
Operations research letters
2
Quantitative finance
2
Economic modelling
1
Finance and stochastics
1
Finance research letters
1
Mathematical methods of operations research
1
Mathematics and financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
Saved in:
2
Volterra mortality model : actuarial valuation and risk management with long-range dependence
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012482737
Saved in:
3
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:
4
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:
5
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
6
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
;
Sun, Jingyun
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
Saved in:
7
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model
Sun, Jingyun
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 158-172
Persistent link: https://www.econbiz.de/10011457232
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->