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subject:"Portfolio selection"
~person:"Yao, Haixiang"
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Portfolio selection
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17
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5
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5
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4
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4
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Yao, Haixiang
Fabozzi, Frank J.
46
Escudero, Laureano F.
35
Wong, Wing Keung
31
Korn, Ralf
30
Escobar, Marcos
29
Li, Duan
25
Zagst, Rudi
23
Gendreau, Michel
22
Prigent, Jean-Luc
22
Siu, Tak Kuen
22
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20
Phillips, Peter C. B.
20
Platen, Eckhard
20
Wong, Hoi Ying
20
McAleer, Michael
19
Chen, Zhiping
18
Forsyth, Peter A.
18
Gollier, Christian
18
Jarrow, Robert A.
18
Post, Thierry
18
Wang, Ruodu
18
Li, Zhongfei
16
Lioui, Abraham
16
RaÄŤev, Svetlozar T.
16
Vanduffel, Steven
16
Bayraktar, Erhan
15
Gouriéroux, Christian
15
Levy, Haim
15
Madan, Dilip B.
15
RĂĽschendorf, Ludger
15
Schenk-Hoppé, Klaus Reiner
15
Shapiro, Alexander
15
Young, Virginia R.
15
Yu, Jun
15
Zhou, Guofu
15
Bertsimas, Dimitris
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Dai, Min
14
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Insurance / Mathematics & economics
6
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4
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1
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1
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1
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ECONIS (ZBW)
15
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1
Partial moments and indexation investment strategies
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Journal of empirical finance
67
(
2022
),
pp. 39-59
Persistent link: https://www.econbiz.de/10013464372
Saved in:
2
Dynamic trading with uncertain exit time and transaction costs in a general Markov market
Yao, Haixiang
;
Li, Danping
;
Wu, Huiling
- In:
International review of financial analysis
84
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013472813
Saved in:
3
Multi-period asset-liability management with cash flows and probability constraints : a mean-field formulation approach
Li, Xun
;
Wu, Xianping
;
Yao, Haixiang
- In:
Journal of the Operational Research Society
71
(
2020
)
10
,
pp. 1563-1580
Persistent link: https://www.econbiz.de/10012314367
Saved in:
4
Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping
;
Wang, Liyuan
;
Chen, Ping
;
Yao, Haixiang
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
Saved in:
5
Optimal investment management for a defined contribution pension fund under imperfect information
Zhang, Ling
;
Zhang, Hao
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 210-224
Persistent link: https://www.econbiz.de/10011825476
Saved in:
6
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing
Gu, Ailing
;
Viens, Frederi G.
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 93-109
Persistent link: https://www.econbiz.de/10011872916
Saved in:
7
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:
8
Mean-variance portfolio selection with only risky assets under regime switching
Zhang, Miao
;
Chen, Ping
;
Yao, Haixiang
- In:
Economic modelling
62
(
2017
),
pp. 35-42
Persistent link: https://www.econbiz.de/10011813158
Saved in:
9
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
Saved in:
10
Asset allocation for a DC pension fund with stochastic income and mortality risk : a multi-period mean–variance framework
Yao, Haixiang
;
Lai, Yongzeng
;
Ma, Qinghua
;
Jian, Minjie
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 84-92
Persistent link: https://www.econbiz.de/10010259667
Saved in:
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