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subject:"Portfolio-Management"
type_genre:"Sammlung"
~person:"Li, Zhongfei"
~subject:"Marketing"
~subject:"Stochastic interest rate"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Textbook"
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6
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5
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Li, Zhongfei
Fabozzi, Frank J.
49
Korn, Ralf
31
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Kotler, Philip
23
Bruhn, Manfred
21
Markowitz, Harry
21
Zagst, Rudi
21
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20
Prigent, Jean-Luc
20
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18
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18
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17
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17
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17
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17
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17
Steiner, Manfred
17
Wong, Hoi Ying
17
Jarrow, Robert A.
16
Liang, Zongxia
16
Unger, Fritz
16
Chen, Zhiping
15
Lioui, Abraham
15
Maurer, Raimond
15
Vanduffel, Steven
15
Yao, Haixiang
15
Bodie, Zvi
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Rüschendorf, Ludger
14
Siu, Tak Kuen
14
Guerard, John Baynard
13
Kane, Alex
13
Koo, Hyeng-keun
13
Kwon, Roy H.
13
Račev, Svetlozar T.
13
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Insurance / Mathematics & economics
9
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1
European journal of operational research : EJOR
1
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1
Operations research letters
1
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1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
15
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
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
Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
Saved in:
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