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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Chen, Ping"
~person:"Wei, Jiaqin"
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Portfolio-Management
United States
Theorie
11
Theory
11
Portfolio selection
8
Time consistency
5
Zeitkonsistenz
5
Mean-variance
4
Equilibrium strategy
3
Reinsurance
3
Rückversicherung
3
Stochastic process
3
Stochastischer Prozess
3
Asset-liability management
2
Discounting
2
Diskontierung
2
Dynamic programming
2
Intertemporal choice
2
Intertemporale Entscheidung
2
Lebensversicherung
2
Life insurance
2
Stochastic interest rate
2
Time inconsistence
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1
ARCH-Modell
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Analysis of variance
1
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BSDE
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Backward stochastic differential equation
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Conditional Value-at-Risk (CVaR)
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Constant elasticity of variance
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Consumption
1
Consumption-investment-reinsurance strategy
1
Continuous-time mean-variance
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Chen, Ping
Wei, Jiaqin
Liang, Zongxia
12
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10
Liesiö, Juuso
10
Zeng, Yan
10
Salo, Ahti A.
7
Yao, Haixiang
7
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6
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6
Mao, Tiantian
6
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6
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6
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6
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5
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5
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5
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5
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5
Yam, Sheung Chi Phillip
5
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5
Zhang, Wei-guo
5
Zhang, Yiying
5
Zhao, Hui
5
Zhuo, Jin
5
Chiu, Mei Choi
4
Dhaene, Jan
4
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4
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Puerto, Justo
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European journal of operational research : EJOR
Insurance / Mathematics & economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied mathematical finance
1
Computational economics
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Economic modelling
1
Finance research letters
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International journal of theoretical and applied finance
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ECONIS (ZBW)
8
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1
Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes
Wei, Jiaqin
;
Cheng, Xiang
;
Zhuo, Jin
;
Wang, Hao
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 244-256
Persistent link: https://www.econbiz.de/10012242023
Saved in:
2
Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers
Wang, Hao
;
Wang, Rongming
;
Wei, Jiaqin
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 104-114
Persistent link: https://www.econbiz.de/10011990618
Saved in:
3
Time-consistent mean-variance asset-liability management with random coefficients
Wei, Jiaqin
;
Wang, Tianxiao
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 84-96
Persistent link: https://www.econbiz.de/10011783919
Saved in:
4
Optimal reinsurance under dynamic VaR constraint
Zhang, Nan
;
Zhuo, Jin
;
Li, Shuanming
;
Chen, Ping
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 232-243
Persistent link: https://www.econbiz.de/10011630794
Saved in:
5
Mean-variance asset-liability management under constant elasticity of variance process
Zhang, Miao
;
Chen, Ping
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 11-18
Persistent link: https://www.econbiz.de/10011597077
Saved in:
6
Portfolio optimization in a regime-switching market with derivatives
Fu, Jun
;
Wei, Jiaqin
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
233
(
2014
)
1
,
pp. 184-192
Persistent link: https://www.econbiz.de/10010225264
Saved in:
7
Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
Chen, Ping
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 871-883
Persistent link: https://www.econbiz.de/10010227791
Saved in:
8
Markowitz’s mean-variance defined contribution pension fund management under inflation : a continuous-time model
Yao, Haixiang
;
Yang, Zhou
;
Chen, Ping
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 851-863
Persistent link: https://www.econbiz.de/10010227804
Saved in:
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