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subject:"Portfolio-Management"
type_genre:"Article in journal"
~person:"Yao, Haixiang"
~subject:"Retirement provision"
~subject:"Robust statistics"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Lehrbuch"
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Portfolio-Management
Retirement provision
Robust statistics
Theorie
18
Theory
18
Portfolio selection
15
Pension fund
5
Pensionskasse
5
Dynamic programming
4
Dynamische Optimierung
4
Stochastic process
4
Stochastischer Prozess
4
Altersvorsorge
3
Defined contribution pension fund
3
Mathematical programming
3
Mathematische Optimierung
3
Regime switching
3
Cash Flow
2
Cash flow
2
DC pension plan
2
Efficient frontier
2
Hamilton-Jacobi-Bellman equation
2
Markov chain
2
Markov-Kette
2
Multi-period mean-variance model
2
Risiko
2
Risk
2
Robustes Verfahren
2
Uncertain time-horizon
2
Aktienindex
1
Ambiguity-averse insurer
1
Asset allocation
1
Beliefs evolution
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CAPM
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Capital income
1
Continuous time mean-variance
1
Continuous-time mean-variance
1
Digital finance development
1
Dynamic trading
1
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16
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Article in journal
Aufsatz in Zeitschrift
Book section
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English
16
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Yao, Haixiang
Fabozzi, Frank J.
71
Korn, Ralf
33
Escobar, Marcos
27
Goerigk, Marc
25
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
Bertsimas, Dimitris
19
Hertog, Dirk den
19
Liang, Zongxia
19
Satchell, Stephen
19
Steiner, Manfred
19
Wang, Ruodu
19
Bodie, Zvi
18
Delage, Erick
18
Forsyth, Peter A.
18
Wong, Hoi Ying
18
Chen, An
17
Chen, Zhiping
17
Kuhn, Daniel
17
Levy, Haim
17
Platen, Eckhard
17
Post, Thierry
17
Jarrow, Robert A.
16
Lee, Cheng F.
16
Sass, Jörn
16
Cvitanić, Jakša
15
Li, Zhongfei
15
Lioui, Abraham
15
Rüschendorf, Ludger
15
Schied, Alexander
15
Vanduffel, Steven
15
Young, Virginia R.
15
Zariphopoulou-Souganidis, Thaleia
15
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Insurance / Mathematics & economics
7
Economic modelling
4
European journal of operational research : EJOR
1
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)
16
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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
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:
4
Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks
Sun, Jingyun
;
Yao, Haixiang
;
Kang, Zhilin
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 157-170
Persistent link: https://www.econbiz.de/10012133523
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
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
Saved in:
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