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subject:"Portfolio-Management"
type_genre:"Article in journal"
~person:"Yao, Haixiang"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Lehrbuch"
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Portfolio-Management
Theorie
17
Theory
17
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
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3
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3
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2
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Continuous time mean-variance
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Article in journal
Aufsatz in Zeitschrift
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English
15
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Yao, Haixiang
Fabozzi, Frank J.
70
Korn, Ralf
32
Escobar, Marcos
27
Li, Duan
25
Markowitz, Harry
25
Wong, Wing Keung
25
Prigent, Jean-Luc
22
RaÄŤev, Svetlozar T.
22
Zagst, Rudi
22
Gollier, Christian
21
Maurer, Raimond
20
Steiner, Manfred
19
Forsyth, Peter A.
17
Levy, Haim
17
Platen, Eckhard
17
Satchell, Stephen
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Jarrow, Robert A.
16
Post, Thierry
16
Sass, Jörn
16
Chen, Zhiping
15
Cvitanić, Jakša
15
Li, Zhongfei
15
Lioui, Abraham
15
RĂĽschendorf, Ludger
15
Zariphopoulou-Souganidis, Thaleia
15
Bodie, Zvi
14
Cui, Xiangyu
14
Guerard, John Baynard
14
Kane, Alex
14
Kraft, Holger
14
Schenk-Hoppé, Klaus Reiner
14
Vanduffel, Steven
14
Kim, Woo Chang
13
Kwon, Roy H.
13
Liang, Zongxia
13
Schied, Alexander
13
Siu, Tak Kuen
13
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Insurance / Mathematics & economics
6
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
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ECONIS (ZBW)
15
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1
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:
2
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:
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
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:
5
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:
6
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:
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
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:
9
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:
10
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:
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