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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Gollier, Christian"
~person:"Zeng, Yan"
~subject:"Erwartungsnutzen"
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Portfolio-Management
United States
Erwartungsnutzen
Theorie
14
Theory
14
Portfolio selection
12
Reinsurance
6
Rückversicherung
6
Altersvorsorge
4
Mean-variance criterion
4
Pension fund
4
Pensionskasse
4
Retirement provision
4
Time consistency
4
Zeitkonsistenz
4
Insurance
3
Risikoaversion
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3
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2
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Backward stochastic differential equation
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Credit default swap
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Credit derivative
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Decision under uncertainty
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Defined contribution pension plan
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1
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1
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English
12
Author
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Gollier, Christian
Zeng, Yan
Liang, Zongxia
11
Li, Zhongfei
9
Mao, Tiantian
7
Young, Virginia R.
7
Wang, Ruodu
6
Yao, Haixiang
6
Furman, Edward
5
Guan, Guohui
5
Landsman, Zinoviy
5
Li, Danping
5
Angrist, Joshua D.
4
Chen, Ping
4
Dhaene, Jan
4
Ghossoub, Mario
4
Liang, Xiaoqing
4
Rüschendorf, Ludger
4
Shen, Yang
4
Tang, Qihe
4
Wong, Hoi Ying
4
Yam, Sheung Chi Phillip
4
Zhang, Ling
4
Zhang, Yiying
4
Zhao, Hui
4
Abadie, Alberto
3
Chen, An
3
Cheung, Ka Chun
3
Chiu, Mei Choi
3
Cossette, Hélène
3
Denuit, Michel
3
Gan, Guojun
3
Gu, Ailing
3
Guillén, Montserrat
3
Hu, Taizhong
3
Imbens, Guido
3
Jiang, Wenjun
3
Koch Medina, Pablo
3
Laeven, Roger J. A.
3
Lai, Yongzeng
3
Li, Bin
3
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Insurance / Mathematics & economics
Technical working paper / National Bureau of Economic Research
CESifo working papers
5
Journal of risk and uncertainty : JRU
5
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Economic modelling
3
IDEI working papers
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Cahiers de la Faculté des Sciences Economiques et Sociales de Namur / Série recherche
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33rd Seminar of the European Group of Risk and Insurance Economist 18 - 20 September 2006 Barcelona
1
35th Seminar of the European Group of Risk and Insurance Economists 15 - 17 September 2008 Toulouse, France
1
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Cahier / Département de Sciences Économiques, Université de Montréal
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1
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Princeton paperbacks
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Revue d'économie politique
1
The Geneva papers on risk and insurance - issues and practice
1
The international library of critical writings in economics
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
12
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1
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
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
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
;
Sun, Jingyun
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
Saved in:
4
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
Zeng, Yan
;
Li, Danping
;
Gu, Ailing
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 138-152
Persistent link: https://www.econbiz.de/10011442729
Saved in:
5
Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
Zhang, Xin
;
Meng, Hui
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011457200
Saved in:
6
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model
Sun, Jingyun
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 158-172
Persistent link: https://www.econbiz.de/10011457232
Saved in:
7
Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk
Wu, Huiling
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 396-408
Persistent link: https://www.econbiz.de/10011398120
Saved in:
8
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:
9
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
Zeng, Yan
;
Li, Zhongfei
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 498-507
Persistent link: https://www.econbiz.de/10009763600
Saved in:
10
Optimal time-consistent investment and reinsurance policies for mean-variance insurers
Zeng, Yan
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 145-154
Persistent link: https://www.econbiz.de/10009157423
Saved in:
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