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subject:"Portfolio-Management"
subject:"United States"
~language:"eng"
~person:"Bouveret, Antoine"
~person:"Boyd, Roy"
~person:"Calimani, Susanna"
~person:"Koehl, Pierre-François"
~person:"Li, Zhongfei"
~source:"econis"
~subject:"Informal finance"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Portfolio-Management
United States
Informal finance
Theorie
61
Theory
61
Portfolio selection
21
USA
11
Financial market
9
Finanzmarkt
9
Allgemeines Gleichgewicht
7
General equilibrium
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6
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English
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Bouveret, Antoine
Boyd, Roy
Calimani, Susanna
Koehl, Pierre-François
Li, Zhongfei
Fabozzi, Frank J.
46
Korn, Ralf
29
Heckman, James J.
27
Wong, Wing Keung
27
Escobar, Marcos
26
Jarrow, Robert A.
25
Li, Duan
25
Chavas, Jean-Paul
23
Lo, Andrew W.
21
Zagst, Rudi
20
Ferson, Wayne E.
19
Prigent, Jean-Luc
19
Engle, Robert F.
18
Forsyth, Peter A.
18
Gupta, Rangan
18
Markowitz, Harry
18
Schwartz, Eduardo S.
18
Wang, Ruodu
18
Campbell, John Y.
17
Diebold, Francis X.
17
Lee, Cheng F.
17
Levy, Haim
17
Lien, Da-hsiang Donald
17
Platen, Eckhard
17
Post, Thierry
17
Uri, Noel Dean
17
Wong, Hoi Ying
17
Zhou, Guofu
17
Christiano, Lawrence J.
16
Glaeser, Edward L.
16
Gollier, Christian
16
Hall, Robert Ernest
16
Liang, Zongxia
16
Lioui, Abraham
16
Longstaff, Francis A.
16
Satchell, Stephen
16
Acemoglu, Daron
15
Bollerslev, Tim
15
Chen, Zhiping
15
Cvitanić, Jakša
15
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Insurance / Mathematics & economics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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ECONIS (ZBW)
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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
Simulating fire sales in a system of banks and asset managers
Calimani, Susanna
;
Hałaj, Grzegorz
;
Żochowski, Dawid
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013461958
Saved in:
3
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity
Kang, Zhilin
;
Li, Xun
;
Li, Zhongfei
;
Zhu, Shushang
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 105-121
Persistent link: https://www.econbiz.de/10012194623
Saved in:
4
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:
5
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
6
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
Saved in:
7
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:
8
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:
9
Optimal investment strategy under time-inconsistent preferences and high-water mark contract
A, Chunxiang
;
Li, Zhongfei
;
Wang, Fan
- In:
Operations research letters
44
(
2016
)
2
,
pp. 212-218
Persistent link: https://www.econbiz.de/10011457325
Saved in:
10
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
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