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subject:"Portfolio selection"
~accessRights:"restricted"
~person:"Jang, Bong-Gyu"
~person:"Wong, Hoi Ying"
~subject:"Affine Volterra processes"
~subject:"EU countries"
~subject:"Economic theory"
~subject:"Monetary policy"
~type:"article"
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Portfolio selection
Affine Volterra processes
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30
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19
Stochastic process
7
Stochastischer Prozess
7
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Retirement
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5
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20
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Jang, Bong-Gyu
Wong, Hoi Ying
Escobar, Marcos
22
Fabozzi, Frank J.
19
Wang, Ruodu
16
Serletis, Apostolos
14
Wong, Wing Keung
14
Forsyth, Peter A.
13
Prigent, Jean-Luc
12
Vanduffel, Steven
12
Zagst, Rudi
12
Bernard, Carole
11
Cui, Xiangyu
11
Kwon, Roy H.
11
Li, Duan
11
Tan, Ken Seng
11
Capponi, Agostino
10
Chen, An
10
Chen, Zhiping
10
Di Bartolomeo, Giovanni
10
Gupta, Rangan
10
Ida, Daisuke
10
Liang, Zongxia
10
Nakata, Taisuke
10
Righi, Marcelo Brutti
10
Belke, Ansgar
9
Dai, Min
9
Kim, Woo Chang
9
Li, Zhongfei
9
Minford, Patrick
9
Schmidt, Sebastian
9
Yao, Haixiang
9
Dai, Zhifeng
8
Jarrow, Robert A.
8
Kim, Jang Ho
8
Li, Bin
8
Li, Danping
8
Li, Xun
8
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1
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1
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ECONIS (ZBW)
20
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1
The effect of regime-switching transaction costs and cash dividends on liquidity premia
Chae, Jiwon
;
Jang, Bong-Gyu
;
Kim, Taeyoon
- In:
International review of financial analysis
93
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543498
Saved in:
2
Analytic approach for models of optimal retirement with disability risk
Chae, Jiwon
;
Jang, Bong-Gyu
;
Park, Seyoung
- In:
Mathematical social sciences
126
(
2023
),
pp. 68-75
Persistent link: https://www.econbiz.de/10014472541
Saved in:
3
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:
4
Optimal reinsurance and portfolio selection : comparison between partial and complete information models
Jang, Bong-Gyu
;
Kim, Kyeong Tae
;
Lee, Hyun-Tak
- In:
European financial management : the journal of the …
28
(
2022
)
1
,
pp. 208-232
Persistent link: https://www.econbiz.de/10012795706
Saved in:
5
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:
6
Ambiguity premium and transaction costs
Jang, Bong-Gyu
;
Kim, Taeyoon
;
Lee, Seungkyu
;
Park, Seyoung
- In:
Economics letters
207
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013169813
Saved in:
7
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:
8
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:
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
Annuitization and asset allocation with borrowing constraint
Kim, Jin Gi
;
Jang, Bong-Gyu
;
Park, Seyoung
- In:
Operations research letters
48
(
2020
)
5
,
pp. 549-551
Persistent link: https://www.econbiz.de/10012303406
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