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subject:"Portfolio-Management"
type_genre:"Sammlung"
~person:"Li, Zhongfei"
~person:"Lioui, Abraham"
~subject:"Marketing"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Textbook"
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Portfolio-Management
Marketing
Stochastic process
Theorie
51
Theory
51
Portfolio selection
30
CAPM
11
Hedging
10
Derivat
8
Derivative
8
Risikoaversion
7
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7
Time consistency
7
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7
Altersvorsorge
5
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5
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5
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5
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Portfolio choice
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Dynamic asset allocation
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32
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Sammlung
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32
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English
32
Author
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Li, Zhongfei
Lioui, Abraham
Fabozzi, Frank J.
54
Escudero, Laureano F.
35
Korn, Ralf
33
Wong, Wing Keung
31
Escobar, Marcos
29
Li, Duan
25
Kotler, Philip
23
Platen, Eckhard
23
Zagst, Rudi
23
Gendreau, Michel
22
Prigent, Jean-Luc
22
Siu, Tak Kuen
22
Bruhn, Manfred
21
Markowitz, Harry
21
Meffert, Heribert
20
Phillips, Peter C. B.
20
Wong, Hoi Ying
20
Gollier, Christian
19
Jarrow, Robert A.
19
McAleer, Michael
19
Chen, Zhiping
18
Forsyth, Peter A.
18
Post, Thierry
18
Gouriéroux, Christian
17
Levy, Haim
17
Pepels, Werner
17
Račev, Svetlozar T.
17
Steiner, Manfred
17
Wang, Ruodu
17
Unger, Fritz
16
Maurer, Raimond
15
Rüschendorf, Ludger
15
Schenk-Hoppé, Klaus Reiner
15
Shapiro, Alexander
15
Vanduffel, Steven
15
Yao, Haixiang
15
Young, Virginia R.
15
Yu, Jun
15
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Insurance / Mathematics & economics
10
European journal of operational research : EJOR
5
Journal of economic dynamics & control
5
The journal of futures markets
3
Economic modelling
1
Financial analysts' journal : FAJ
1
Journal of financial economics
1
Mathematical methods of operations research
1
Operations research letters
1
Quantitative finance
1
Review of derivatives research
1
Special issue on insurance and financial risk management
1
The Geneva papers on risk and insurance theory
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
32
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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
Sustainable investing with ESG rating uncertainty
Avramov, Doron
;
Cheng, Si
;
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 642-664
Persistent link: https://www.econbiz.de/10013474428
Saved in:
3
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
4
Long horizon predictability : an asset allocation perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 961-975
Persistent link: https://www.econbiz.de/10012102524
Saved in:
5
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:
6
Macroeconomic environment, money demand and portfolio choice
Lioui, Abraham
;
Tarelli, Andrea
- In:
European journal of operational research : EJOR
274
(
2019
)
1
,
pp. 357-374
Persistent link: https://www.econbiz.de/10011990075
Saved in:
7
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:
8
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:
9
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:
10
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:
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