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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Insurance / Mathematics & economics"
~language:"eng"
~person:"Yao, Haixiang"
~type_genre:"Article in journal"
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Portfolio-Management
United States
Theorie
8
Theory
8
Portfolio selection
7
Pension fund
4
Pensionskasse
4
Defined contribution pension fund
3
Stochastic process
3
Stochastischer Prozess
3
Altersvorsorge
2
Retirement provision
2
Robust statistics
2
Robustes Verfahren
2
Ambiguity-averse insurer
1
Asset allocation
1
Capital income
1
Continuous-time mean-variance
1
DC pension plan
1
Dynamic programming
1
Dynamische Optimierung
1
Economics of insurance
1
Einkommen
1
Equilibrium strategy
1
Hamilton-Jacobi-Bellman equation
1
Hidden Markov model
1
Imperfect information
1
Income
1
Incomplete information
1
Inflation
1
Interest rate
1
Kapitaleinkommen
1
Lagrangian duality
1
Markov chain
1
Markov-Kette
1
Mispricing
1
Mortality
1
Mortality risk
1
Multi-period mean-variance portfolio selection
1
Multi-period mean–variance
1
Multiple dependent risks
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Article in journal
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7
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English
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Yao, Haixiang
Liang, Zongxia
12
Liesiö, Juuso
11
Li, Zhongfei
10
Zeng, Yan
10
Salo, Ahti A.
8
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
Steuer, Ralph E.
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
Chiu, Mei Choi
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
Tan, Ken Seng
4
Utz, Sebastian
4
Vanduffel, Steven
4
Wei, Jiaqin
4
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European journal of operational research : EJOR
Insurance / Mathematics & economics
Economic modelling
4
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of the Operational Research Society
1
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ECONIS (ZBW)
7
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1
Optimal investment management for a defined contribution pension fund under imperfect information
Zhang, Ling
;
Zhang, Hao
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 210-224
Persistent link: https://www.econbiz.de/10011825476
Saved in:
2
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
Bian, Lihua
;
Li, Zhongfei
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011904623
Saved in:
3
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing
Gu, Ailing
;
Viens, Frederi G.
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 93-109
Persistent link: https://www.econbiz.de/10011872916
Saved in:
4
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
Saved in:
5
Asset allocation for a DC pension fund with stochastic income and mortality risk : a multi-period mean–variance framework
Yao, Haixiang
;
Lai, Yongzeng
;
Ma, Qinghua
;
Jian, Minjie
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 84-92
Persistent link: https://www.econbiz.de/10010259667
Saved in:
6
Continuous-time mean-variance asset-liability management with endogenous liabilities
Yao, Haixiang
;
Lai, Yongzeng
;
Li, Yong
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 6-17
Persistent link: https://www.econbiz.de/10009719072
Saved in:
7
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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