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subject:"Portfolio selection"
~accessRights:"restricted"
~person:"Schmidt, Sebastian"
~person:"Wong, Hoi Ying"
~subject:"EU countries"
~subject:"Economic theory"
~subject:"Monetary policy"
~type:"article"
~type_genre:"Article in journal"
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Portfolio selection
EU countries
Economic theory
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Theorie
26
Theory
26
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10
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8
Stochastic process
6
Stochastischer Prozess
6
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5
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5
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5
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3
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3
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3
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3
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2
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2
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2
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2
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18
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English
18
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Schmidt, Sebastian
Wong, Hoi Ying
Escobar, Marcos
21
Fabozzi, Frank J.
17
Wang, Ruodu
16
Forsyth, Peter A.
14
Serletis, Apostolos
14
Wong, Wing Keung
14
Liang, Zongxia
12
Vanduffel, Steven
12
Bernard, Carole
11
Cui, Xiangyu
11
Kwon, Roy H.
11
Li, Duan
11
Tan, Ken Seng
11
Zagst, Rudi
11
Capponi, Agostino
10
Di Bartolomeo, Giovanni
10
Gupta, Rangan
10
Ida, Daisuke
10
Nakata, Taisuke
10
Prigent, Jean-Luc
10
Yao, Haixiang
10
Belke, Ansgar
9
Chen, An
9
Chen, Zhiping
9
Dai, Min
9
Guan, Guohui
9
Jang, Bong-Gyu
9
Li, Zhongfei
9
Minford, Patrick
9
Post, Thierry
9
Righi, Marcelo Brutti
9
Dai, Zhifeng
8
Jarrow, Robert A.
8
Li, Bin
8
Li, Danping
8
Li, Xun
8
Rüschendorf, Ludger
8
Traficante, Guido
8
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European economic review : EER
2
IMA journal of management mathematics
2
American economic journal
1
Economic modelling
1
European journal of operational research : EJOR
1
European journal of political economy
1
Finance and stochastics
1
Finance research letters
1
Insurance / Mathematics & economics
1
Journal of economic dynamics & control
1
Journal of monetary economics
1
Mathematics and financial economics
1
Operations research letters
1
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1
Review of economic dynamics
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ECONIS (ZBW)
18
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1
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:
2
Average inflation targeting and the interest rate lower bound
Budianto, Flora
;
Nakata, Taisuke
;
Schmidt, Sebastian
- In:
European economic review : EER
152
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014430269
Saved in:
3
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:
4
Expectations-driven liquidity traps : implications for monetary and fiscal policy
Nakata, Taisuke
;
Schmidt, Sebastian
- In:
American economic journal
14
(
2022
)
4
,
pp. 68-103
Persistent link: https://www.econbiz.de/10014227177
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Time-consistent mean-variance hedging of an illiquid asset with a cointegrated liquid asset
Chen, Kexin
;
Wong, Hoi Ying
- In:
Finance research letters
29
(
2019
),
pp. 184-192
Persistent link: https://www.econbiz.de/10012418589
Saved in:
10
Gradualism and liquidity traps
Nakata, Taisuke
;
Schmidt, Sebastian
- In:
Review of economic dynamics
31
(
2019
),
pp. 182-199
Persistent link: https://www.econbiz.de/10012228646
Saved in:
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