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type_genre:"Article in journal"
~language:"eng"
~person:"Frey, Rüdiger"
~person:"Zhang, Ling"
~subject:"Portfolio-Management"
~type_genre:"Reprint"
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Portfolio-Management
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5
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4
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4
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Frey, Rüdiger
Zhang, Ling
Runggaldier, Wolfgang J.
4
Bellalah, Mondher
3
Callegaro, Giorgia
2
Colaneri, Katia
2
Ishijima, Hiroshi
2
Peng, Xingchun
2
Wu, Zhen
2
Abergel, Frédéric
1
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1
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1
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1
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1
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Cvitanić, Jakša
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Dai, Min
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Davis, Mark H. A.
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Finance and stochastics
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
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:
2
Time-consistent investment strategy under partial information
Li, Yongwu
;
Qiao, Han
;
Wang, Shouyang
;
Zhang, Ling
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 187-197
Persistent link: https://www.econbiz.de/10011428653
Saved in:
3
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
Saved in:
4
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 105-133
Persistent link: https://www.econbiz.de/10009423247
Saved in:
5
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
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