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subject:"Portfolio-Management"
type_genre:"Article in journal"
~person:"Platen, Eckhard"
~person:"Yao, Haixiang"
~subject:"Retirement provision"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Lehrbuch"
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Portfolio-Management
Retirement provision
Theorie
54
Theory
54
Portfolio selection
32
Stochastic process
13
Stochastischer Prozess
13
Volatility
8
Volatilität
8
Benchmarking
6
CAPM
6
Option pricing theory
6
Optionspreistheorie
6
Börsenkurs
5
Pension fund
5
Pensionskasse
5
Share price
5
Dynamic programming
4
Dynamische Optimierung
4
Hedging
4
Markov chain
4
Markov-Kette
4
Yield curve
4
Zinsstruktur
4
Aktienindex
3
Altersvorsorge
3
Benchmark approach
3
Defined contribution pension fund
3
Derivat
3
Derivative
3
Financial market
3
Finanzmarkt
3
Finanzmathematik
3
Mathematical programming
3
Mathematische Optimierung
3
Regime switching
3
Risiko
3
Risk
3
Stock index
3
benchmark approach
3
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Undetermined
13
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Article
30
Book / Working Paper
2
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Article in journal
Aufsatz in Zeitschrift
Book section
Lehrbuch
Arbeitspapier
31
Working Paper
31
Graue Literatur
30
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30
Textbook
2
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English
32
Author
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Platen, Eckhard
Yao, Haixiang
Fabozzi, Frank J.
70
Korn, Ralf
33
Escobar, Marcos
27
Li, Duan
25
Markowitz, Harry
25
Wong, Wing Keung
25
Maurer, Raimond
22
Prigent, Jean-Luc
22
Račev, Svetlozar T.
22
Zagst, Rudi
22
Gollier, Christian
21
Liang, Zongxia
19
Satchell, Stephen
19
Steiner, Manfred
19
Bodie, Zvi
18
Forsyth, Peter A.
18
Wang, Ruodu
18
Chen, An
17
Levy, Haim
17
Post, Thierry
17
Wong, Hoi Ying
17
Chen, Zhiping
16
Jarrow, Robert A.
16
Lee, Cheng F.
16
Sass, Jörn
16
Cvitanić, Jakša
15
Li, Zhongfei
15
Lioui, Abraham
15
Rüschendorf, Ludger
15
Vanduffel, Steven
15
Young, Virginia R.
15
Zariphopoulou-Souganidis, Thaleia
15
Bernard, Carole
14
Cui, Xiangyu
14
Guerard, John Baynard
14
Kane, Alex
14
Kim, Woo Chang
14
Kraft, Holger
14
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Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
International journal of theoretical and applied finance
5
Economic modelling
4
Asia-Pacific financial markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
European journal of operational research : EJOR
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of the Operational Research Society
1
Springer Finance
1
Springer finance
1
The Kyoto economic review
1
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ECONIS (ZBW)
32
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1
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32
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1
Dynamic trading with uncertain exit time and transaction costs in a general Markov market
Yao, Haixiang
;
Li, Danping
;
Wu, Huiling
- In:
International review of financial analysis
84
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013472813
Saved in:
2
Partial moments and indexation investment strategies
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Journal of empirical finance
67
(
2022
),
pp. 39-59
Persistent link: https://www.econbiz.de/10013464372
Saved in:
3
Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin
;
Zhu, Dan
;
Platen, Eckhard
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
Saved in:
4
Approximating the growth optimal portfolio and stock price bubbles
Platen, Eckhard
;
Rendek, Renata
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496905
Saved in:
5
Multi-period asset-liability management with cash flows and probability constraints : a mean-field formulation approach
Li, Xun
;
Wu, Xianping
;
Yao, Haixiang
- In:
Journal of the Operational Research Society
71
(
2020
)
10
,
pp. 1563-1580
Persistent link: https://www.econbiz.de/10012314367
Saved in:
6
Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping
;
Wang, Liyuan
;
Chen, Ping
;
Yao, Haixiang
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
Saved in:
7
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:
8
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:
9
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:
10
Mean-variance portfolio selection with only risky assets under regime switching
Zhang, Miao
;
Chen, Ping
;
Yao, Haixiang
- In:
Economic modelling
62
(
2017
),
pp. 35-42
Persistent link: https://www.econbiz.de/10011813158
Saved in:
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