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subject:"Portfolio selection"
~accessRights:"restricted"
~person:"Li, Zhongfei"
~person:"Piergallini, Alessandro"
~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
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19
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Li, Zhongfei
Piergallini, Alessandro
Wong, Hoi Ying
Escobar, Marcos
22
Fabozzi, Frank J.
19
Wang, Ruodu
16
Serletis, Apostolos
14
Wong, Wing Keung
14
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13
Prigent, Jean-Luc
12
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12
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12
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11
Cui, Xiangyu
11
Kwon, Roy H.
11
Li, Duan
11
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11
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10
Chen, An
10
Chen, Zhiping
10
Di Bartolomeo, Giovanni
10
Gupta, Rangan
10
Ida, Daisuke
10
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10
Nakata, Taisuke
10
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10
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8
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8
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Economic Policy Frameworks Revisited : A Restatement of the Evergreen Instruments
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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
Public debt, taylor rules, and inflation dynamics in an overlapping generations model
Piergallini, Alessandro
- In:
Economic Policy Frameworks Revisited : A Restatement of …
,
(pp. 73-90)
.
2023
Persistent link: https://www.econbiz.de/10014369828
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
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:
5
Average inflation targeting and macroeconomic stability
Piergallini, Alessandro
- In:
Economics letters
219
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013470943
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
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:
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
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:
10
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
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