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~accessRights:"restricted"
~person:"Bernard, Carole"
~person:"Cui, Xiangyu"
~person:"Liang, Zongxia"
~subject:"Theorie"
~subject:"Time consistency"
~subject:"World"
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Search: subject:"Portfolio-Management"
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Portfolio selection
42
Portfolio-Management
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Bernard, Carole
Cui, Xiangyu
Liang, Zongxia
Fabozzi, Frank J.
25
Escobar, Marcos
22
Zaremba, Adam
17
Forsyth, Peter A.
16
Wang, Ruodu
16
Uppal, Raman
14
Wong, Wing Keung
14
Prigent, Jean-Luc
13
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12
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12
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12
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11
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11
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11
Tan, Ken Seng
11
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10
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10
Chen, Zhiping
10
Guan, Guohui
10
Muhle-Karbe, Johannes
10
Righi, Marcelo Brutti
10
Tiwari, Aviral Kumar
10
Wong, Hoi Ying
10
Bouri, Elie
9
Dai, Min
9
Dai, Zhifeng
9
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9
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9
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9
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9
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9
Li, Bin
9
Li, Zhongfei
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9
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3
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Asia-Pacific journal of risk and insurance : APJRI
1
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1
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1
Robust distortion risk measures
Bernard, Carole
;
Pesenti, Silvana M.
;
Vanduffel, Steven
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 774-818
Persistent link: https://www.econbiz.de/10014565274
Saved in:
2
Optimal annuitization and asset allocation under linear habit formation
Guan, Guohui
;
Liang, Zongxia
;
Ma, Xingjian
- In:
Insurance : mathematics and economics
114
(
2024
),
pp. 176-191
Persistent link: https://www.econbiz.de/10015049389
Saved in:
3
Optimal management of DB pension fund under both underfunded and overfunded cases
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
Scandinavian actuarial journal
2024
(
2024
)
6
,
pp. 583-624
Persistent link: https://www.econbiz.de/10015052471
Saved in:
4
Robust dividend, financing, and reinsurance strategies under model uncertainty with proportional transaction costs
Guan, Guohui
;
He, Lin
;
Liang, Zongxia
;
Liu, Yang
- In:
North American actuarial journal : NAAJ ; leading the …
28
(
2024
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10014566476
Saved in:
5
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:
6
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
Saved in:
7
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:
8
Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
He, Lin
;
Liang, Zongxia
;
Song, Yilun
;
Qi, Ye
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 188-202
Persistent link: https://www.econbiz.de/10013271971
Saved in:
9
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:
10
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
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