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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:"Shen, Yang"
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Portfolio-Management
United States
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Shen, Yang
Liang, Zongxia
12
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Liesiö, Juuso
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Zeng, Yan
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7
Yao, Haixiang
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5
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Yang, Hailiang
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Zhang, Yiying
5
Zhao, Hui
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Zhuo, Jin
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Chen, Ping
4
Chiu, Mei Choi
4
Dhaene, Jan
4
Forsyth, Peter A.
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Gerrard, Russell
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Josa-Fombellida, Ricardo
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Applied economics letters
European journal of operational research : EJOR
Insurance / Mathematics & economics
Operations research letters
2
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1
Risks : open access journal
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Scandinavian actuarial journal
1
UNSW Australian School of Business Research Paper
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Equilibrium investment strategy for a DC pension plan with learning about stock return predictability
Wang, Pei
;
Shen, Yang
;
Zhang, Ling
;
Kang, Yuxin
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 384-407
Persistent link: https://www.econbiz.de/10012622401
Saved in:
2
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion
Zhao, Hui
;
Shen, Yang
;
Zeng, Yan
;
Zhang, WenJun
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 159-180
Persistent link: https://www.econbiz.de/10012105537
Saved in:
3
Constrained investment-reinsurance optimization with regime switching under variance premium principle
Lv, Chen
;
Qian, Linyi
;
Shen, Yang
;
Wang, Wei
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 253-267
Persistent link: https://www.econbiz.de/10011630835
Saved in:
4
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 118-137
Persistent link: https://www.econbiz.de/10011312080
Saved in:
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