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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Applied economics letters"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Insurance / Mathematics & economics"
~language:"eng"
~person:"Chiu, Mei Choi"
~person:"Wang, Ruodu"
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Portfolio-Management
United States
Theorie
18
Theory
18
Portfolio selection
9
Risiko
8
Risk
8
Risikomaß
7
Risk measure
7
Risikomanagement
6
Risk management
6
Cointegration
4
Kointegration
4
Value-at-Risk
4
Aggregation
3
Erwartungsnutzen
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Expected Shortfall
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Expected utility
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Measurement
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Messung
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Mortality
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Reinsurance
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Risk aggregation
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English
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Chiu, Mei Choi
Wang, Ruodu
Liang, Zongxia
12
Li, Zhongfei
10
Liesiö, Juuso
10
Zeng, Yan
10
Salo, Ahti A.
7
Yao, Haixiang
7
Guan, Guohui
6
Li, Duan
6
Mao, Tiantian
6
Tang, Qihe
6
Wong, Hoi Ying
6
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6
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5
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5
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5
Yam, Sheung Chi Phillip
5
Yang, Hailiang
5
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5
Zhang, Yiying
5
Zhao, Hui
5
Zhuo, Jin
5
Chen, Ping
4
Dhaene, Jan
4
Forsyth, Peter A.
4
Gerrard, Russell
4
Grechuk, Bogdan
4
Josa-Fombellida, Ricardo
4
Laporte, Gilbert
4
Lioui, Abraham
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Nielsen, Jens Perch
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4
Shen, Yang
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Steuer, Ralph E.
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Tan, Ken Seng
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Applied economics letters
European journal of operational research : EJOR
Insurance / Mathematics & economics
Finance and stochastics
3
Operations research
3
Operations research letters
2
Research paper series / Swiss Finance Institute
2
Economic modelling
1
IMA journal of management mathematics
1
Journal of banking & finance
1
Journal of econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematics of operations research
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North American actuarial journal
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ECONIS (ZBW)
9
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1
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
2
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
3
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
4
Characterizing optimal allocations in quantile-based risk sharing
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 288-300
Persistent link: https://www.econbiz.de/10012294136
Saved in:
5
Time-consistent mean-variance hedging of longevity risk : effect of cointegration
Wong, Tat Wing
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 56-67
Persistent link: https://www.econbiz.de/10010385032
Saved in:
6
Risk aggregation with dependence uncertainty
Bernhard, Carole
;
Jiang, Xiao
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 93-108
Persistent link: https://www.econbiz.de/10010259666
Saved in:
7
Mean-variance asset-liability management with asset correlation risk and insurance liabilities
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 300-310
Persistent link: https://www.econbiz.de/10010469984
Saved in:
8
Optimal investment for an insurer with cointegrated assets : CRRA utility
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 52-64
Persistent link: https://www.econbiz.de/10009719005
Saved in:
9
Mean-variance asset-liability management : cointegrated assets and insurance liability
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
223
(
2012
)
3
,
pp. 785-793
Persistent link: https://www.econbiz.de/10009656135
Saved in:
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