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type_genre:"Biographie"
type_genre:"Sammelwerk"
~person:"Cui, Xiangyu"
~source:"econis"
~subject:"Cash Flow"
~subject:"Portfolio selection"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Cash Flow
Portfolio selection
Theory
Portfolio-Management
14
Theorie
14
Time consistency
6
Zeitkonsistenz
6
Anlageverhalten
3
Behavioural finance
3
Mathematical programming
3
Mathematische Optimierung
3
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2
Risikoaversion
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Risikomaß
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time consistency in efficiency
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Asset-liability management
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Beta risk
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Conditional Value-at-Risk
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Conditional value-at-risk
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Dynamic mean-variance portfolio selection
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Dynamic programming
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Equity premium puzzle
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Financial Engineering
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Investment analysis
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Jump diffusion market
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Biographie
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Aufsatz in Zeitschrift
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English
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Cui, Xiangyu
Beladi, Hamid
162
Pestieau, Pierre
159
Güth, Werner
158
Nijkamp, Peter
156
Creedy, John
152
Phillips, Peter C. B.
145
Lai, Ching-chong
140
Thisse, Jacques-François
138
Turnovsky, Stephen J.
129
Tirole, Jean
124
Marjit, Sugata
121
Cremer, Helmuth
119
Frey, Bruno S.
119
Broll, Udo
118
Färe, Rolf
117
Lambertini, Luca
116
Long, Ngo Van
116
Mukherjee, Arijit
116
Acemoglu, Daron
113
Jarrow, Robert A.
107
Laporte, Gilbert
107
Fabozzi, Frank J.
105
Cheng, T. C. E.
103
Laffont, Jean-Jacques
102
Tsionas, Efthymios G.
102
Shogren, Jason F.
101
Stiglitz, Joseph E.
101
Devereux, Michael B.
100
Miceli, Thomas J.
99
Gersbach, Hans
98
Kumbhakar, Subal
98
Quiggin, John C.
97
Franses, Philip Hans
95
Lien, Da-hsiang Donald
93
Michel, Philippe
93
Sappington, David Edward Michael
93
Taylor, Mark P.
93
Andersen, Torben M.
92
Chao, Chi-Chur
92
Gupta, Rangan
92
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European journal of operational research : EJOR
2
Journal of the Operational Research Society
2
Journal of the Operational Research Society : OR
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Operations research
2
Journal of economic dynamics & control
1
Mathematical methods of operations research
1
Operational research : an international journal
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Operations research letters
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ECONIS (ZBW)
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1
Time consistent in efficiency dynamic mean-variance policy
Shi, Yun
;
Li, Duan
;
Cui, Xiangyu
- In:
Journal of the Operational Research Society
74
(
2023
)
1
,
pp. 195-208
Persistent link: https://www.econbiz.de/10014231704
Saved in:
2
Beta and coskewness pricing : perspective from probability weighting
Shi, Yun
;
Cui, Xiangyu
;
Zhou, Xun Yu
- In:
Operations research
71
(
2023
)
2
,
pp. 776-790
Persistent link: https://www.econbiz.de/10014308639
Saved in:
3
Multi-period mean-variance portfolio optimization with management fees
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
- In:
Operational research : an international journal
21
(
2021
)
2
,
pp. 1333-1354
Persistent link: https://www.econbiz.de/10012584207
Saved in:
4
Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem
Cui, Xiangyu
;
Li, Xun
;
Yang, Lanzhi
- In:
Operations research letters
48
(
2020
)
6
,
pp. 693-696
Persistent link: https://www.econbiz.de/10012430065
Saved in:
5
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
;
Zhu, Shushang
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 781-789
Persistent link: https://www.econbiz.de/10012003667
Saved in:
6
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Strub, Moris S.
;
Li, Duan
;
Cui, Xiangyu
;
Gao, Jianjun
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012313656
Saved in:
7
A mean-field formulation for multi-period asset–liability mean–variance portfolio selection with an uncertain exit time
Cui, Xiangyu
;
Li, Xun
;
Wu, Xianping
;
Yi, Lan
- In:
Journal of the Operational Research Society
69
(
2018
)
4
,
pp. 487-499
Persistent link: https://www.econbiz.de/10012225172
Saved in:
8
Mean-variance policy for discrete-time cone-constrained markets : time consistency in efficiency and the minimum-variance signed supermartingale measure
Cui, Xiangyu
;
Li, Duan
;
Li, Xun
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 471-504
Persistent link: https://www.econbiz.de/10011752513
Saved in:
9
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun
;
Li, Xun
;
Cui, Xiangyu
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
Saved in:
10
Time consistent behavioral portfolio policy for dynamic mean-variance formulation
Cui, Xiangyu
;
Li, Xun
;
Li, Duan
;
Shi, Yun
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
12
,
pp. 1647-1660
Persistent link: https://www.econbiz.de/10011816054
Saved in:
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