//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
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"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
United States
Theorie
7
Theory
7
Cointegration
4
Kointegration
4
Portfolio selection
4
Mortality
3
Sterblichkeit
3
Erwartungsnutzen
2
Expected utility
2
Hedging
2
Risiko
2
Risikomanagement
2
Risk
2
Risk management
2
Stochastic mortality
2
Stochastic process
2
Stochastischer Prozess
2
Actuarial mathematics
1
Affine Volterra processes
1
Asset-liability management
1
BSDE
1
Basis risk
1
Bilanzstrukturmanagement
1
Correlation
1
Correlation risk
1
Crash risk
1
Demand
1
Demand of longevity bonds
1
Finance
1
Financial market
1
Finanzmarkt
1
Insurance
1
Korrelation
1
Lebensversicherung
1
Life insurance
1
Long-range dependence
1
Longevity risk
1
Longevity security market
1
Martingal
1
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
Author
All
Chiu, Mei Choi
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
Young, Virginia R.
6
Furman, Edward
5
Landsman, Zinoviy
5
Li, Danping
5
Wang, Ruodu
5
Yam, Sheung Chi Phillip
5
Yang, Hailiang
5
Zhang, Wei-guo
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
4
Nielsen, Jens Perch
4
Puerto, Justo
4
Rüschendorf, Ludger
4
Shen, Yang
4
Steuer, Ralph E.
4
Tan, Ken Seng
4
Vanduffel, Steven
4
Wei, Jiaqin
4
Weng, Chengguo
4
more ...
less ...
Published in...
All
Applied economics letters
European journal of operational research : EJOR
Insurance / Mathematics & economics
Operations research letters
2
Economic modelling
1
IMA journal of management mathematics
1
Quantitative finance
1
Scandinavian actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->