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subject:"Portfolio selection"
~accessRights:"restricted"
~person:"Li, Zhongfei"
~person:"Wong, Hoi Ying"
~person:"Wong, Wing Keung"
~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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Economic theory
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54
Portfolio-Management
33
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17
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34
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Li, Zhongfei
Wong, Hoi Ying
Wong, Wing Keung
Escobar, Marcos
22
Fabozzi, Frank J.
19
Wang, Ruodu
16
Serletis, Apostolos
14
Forsyth, Peter A.
13
Prigent, Jean-Luc
12
Vanduffel, Steven
12
Zagst, Rudi
12
Cui, Xiangyu
11
Kwon, Roy H.
11
Li, Duan
11
Tan, Ken Seng
11
Bernard, Carole
10
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10
Chen, An
10
Di Bartolomeo, Giovanni
10
Gupta, Rangan
10
Ida, Daisuke
10
Liang, Zongxia
10
Nakata, Taisuke
10
Righi, Marcelo Brutti
10
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9
Chen, Zhiping
9
Dai, Min
9
Jang, Bong-Gyu
9
Kim, Woo Chang
9
Minford, Patrick
9
Schmidt, Sebastian
9
Yao, Haixiang
9
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8
Jarrow, Robert A.
8
Li, Bin
8
Li, Danping
8
Li, Xun
8
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8
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8
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Insurance / Mathematics & economics
7
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2
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2
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1
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ECONIS (ZBW)
34
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1
The mean-variance rule for investors with reverse S-shaped utility
Wong, Wing Keung
;
Yeung, David W. K.
;
Lu, Richard
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442384
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
What is an optimal allocation in Hong Kong stock, real estate, and money markets : an individual asset, efficient frontier portfolios, or a naïve portfolio? : is this a new financi...
Lv, Zhihui
;
Tsang, Chun Kei
;
Wagner, Niklas F.
;
Wong, …
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
5
,
pp. 1554-1571
Persistent link: https://www.econbiz.de/10014289728
Saved in:
4
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:
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
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:
7
The maximum-return-and-minimum-volatility effect : evidence from choosing risky and riskless assets to form a portfolio
Lv, Zhihui
;
Chu, Amanda M. Y.
;
Wong, Wing Keung
; …
- In:
Risk management : an international journal
23
(
2021
)
1/2
,
pp. 97-122
Persistent link: https://www.econbiz.de/10012544573
Saved in:
8
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:
9
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:
10
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
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