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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~person:"Liang, Zongxia"
~subject:"Data-Envelopment-Analyse"
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Portfolio-Management
United States
Data-Envelopment-Analyse
Theorie
15
Theory
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Portfolio selection
12
Pension fund
6
Pensionskasse
6
Stochastic process
5
Stochastischer Prozess
5
Reinsurance
4
Rückversicherung
4
Altersvorsorge
3
Dynamic programming
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Dynamische Optimierung
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Martingale method
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Stochastic dynamic programming
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Lagrange dual method
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Risk management
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Absolute ruin probability
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Altersgrenze
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Assets liabilities management (ALM)
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Liang, Zongxia
Zhu, Joe
20
Kao, Chiang
19
Podinovski, Victor V.
16
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10
Li, Zhongfei
10
Liesiö, Juuso
10
Zeng, Yan
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9
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8
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8
Oude Lansink, Alfons G. J. M.
8
Salo, Ahti A.
8
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8
Fukuyama, Hirofumi
7
Li, Duan
7
Margaritis, Dimitris
7
Roshdi, Israfil
7
Tang, Qihe
7
Thanassoulis, Emmanuel
7
Yao, Haixiang
7
Zelenyuk, Valentin
7
Afsharian, Mohsen
6
Furman, Edward
6
Guan, Guohui
6
Mao, Tiantian
6
Wang, Ruodu
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Wong, Hoi Ying
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Young, Virginia R.
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Brandtner, Mario
5
Branger, Nicole
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Chen, Yao
5
Emrouznejad, Ali
5
Fabozzi, Frank J.
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European journal of operational research : EJOR
Insurance / Mathematics & economics
Journal of banking & finance
Mathematics and financial economics
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
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ECONIS (ZBW)
12
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1
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
Saved in:
2
Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
He, Lin
;
Liang, Zongxia
;
Song, Yilun
;
Qi, Ye
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 188-202
Persistent link: https://www.econbiz.de/10013271971
Saved in:
3
Robust optimal reinsurance and investment strategies for an AAI with multiple risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 63-78
Persistent link: https://www.econbiz.de/10012133510
Saved in:
4
Time-consistent proportional reinsurance and investment strategies under ambiguous environment
Guan, Guohui
;
Liang, Zongxia
;
Feng, Jian
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 122-133
Persistent link: https://www.econbiz.de/10011944107
Saved in:
5
Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 224-237
Persistent link: https://www.econbiz.de/10011533911
Saved in:
6
Optimal mean-variance efficiency of a family with life insurance under inflation risk
Liang, Zongxia
;
Zhao, Xiaoyang
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 164-178
Persistent link: https://www.econbiz.de/10011630638
Saved in:
7
Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia
;
Ma, Ming
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
Saved in:
8
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 99-109
Persistent link: https://www.econbiz.de/10010515914
Saved in:
9
Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information
Liang, Zongxia
;
Song, Min
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 66-76
Persistent link: https://www.econbiz.de/10011422871
Saved in:
10
Minimization of absolute ruin probability under negative correlation assumption
Liang, Zongxia
;
Long, Mingsi
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 247-258
Persistent link: https://www.econbiz.de/10011428668
Saved in:
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