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~accessRights:"restricted"
~person:"Chen, An"
~person:"Li, Duan"
~person:"Wong, Wing Keung"
~source:"econis"
~subject:"Portfolio selection"
~subject:"USA"
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Portfolio selection
USA
Portfolio-Management
48
Theorie
35
Theory
35
Risiko
11
Risk
11
Stochastic dominance
9
Stochastic process
9
Stochastischer Prozess
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48
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Chen, An
Li, Duan
Wong, Wing Keung
Fabozzi, Frank J.
41
Zaremba, Adam
33
Kang, Sang Hoon
30
Escobar, Marcos
26
Mensi, Walid
24
Tiwari, Aviral Kumar
24
Hammoudeh, Shawkat
22
Lee, Cheng F.
21
Bouri, Elie
20
Satchell, Stephen
19
Yoon, Seong-min
19
Forsyth, Peter A.
18
Uppal, Raman
18
Vanduffel, Steven
18
Auer, Benjamin R.
17
Goodell, John W.
17
Young, Virginia R.
17
Muhle-Karbe, Johannes
16
Nguyen, Duc Khuong
16
Ur Rehman, Mobeen
16
Wang, Ruodu
16
Xuan Vinh Vo
16
Bernard, Carole
15
Kim, Woo Chang
15
Shahzad, Syed Jawad Hussain
15
Zagst, Rudi
15
Dai, Zhifeng
14
Guerard, John Baynard
14
Liang, Zongxia
14
Mitchell, Olivia S.
14
Platanakis, Emmanouil
14
Prigent, Jean-Luc
14
Yao, Haixiang
14
Capponi, Agostino
13
Consigli, Giorgio
13
Cui, Xiangyu
13
Kim, Jang Ho
13
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European journal of operational research : EJOR
5
Annals of financial economics
3
Insurance / Mathematics & economics
3
Journal of economic dynamics & control
3
Risk management : a journal of risk, crisis and disaster
3
International review of financial analysis
2
Journal of banking & finance
2
Journal of the Operational Research Society : OR
2
Quantitative finance
2
Scandinavian actuarial journal
2
American journal of business : applying research to practice ; AJB
1
Annals of operations research ; volume 302, number 1 (July 2021)
1
Applied economics
1
Astin bulletin : the journal of the International Actuarial Association
1
Economic modelling
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
INFORMS journal on computing : JOC
1
International journal of theoretical and applied finance : IJTAF
1
Journal of mathematical finance
1
Journal of the Operational Research Society
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Mathematics and financial economics
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Operations research
1
Operations research letters
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Pacific-Basin finance journal
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Risk management : an international journal
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Studies in economics and finance
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The European journal of finance
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ECONIS (ZBW)
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1
Risk management under weighted limited expected loss
Chen, An
;
Nguyen, Thai
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 593-612
Persistent link: https://www.econbiz.de/10014552107
Saved in:
2
Effective algorithms for optimal portfolio deleveraging problem with cross impact
Luo, Hezhi
;
Chen, Yuanyuan
;
Zhang, Xianye
;
Li, Duan
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 36-89
Persistent link: https://www.econbiz.de/10014471144
Saved in:
3
Optimal collective investment : an analysis of individual welfare
Branger, Nicole
;
Chen, An
;
Mahayni, Antje
;
Nguyen, Thai
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10014226255
Saved in:
4
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:
5
On the impact of low interest rates on common withdrawal rules in old age
Chen, An
;
Schelling, Stefan
;
Sørensen, Nils
- In:
The European journal of finance
29
(
2023
)
9
,
pp. 999-1021
Persistent link: https://www.econbiz.de/10014322976
Saved in:
6
Counter-cyclical margins for option portfolios
Chen, Yuanyuan
;
Wu, Qi
;
Li, Duan
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478163
Saved in:
7
Optimal investment under partial information and robust VAR-type constraint
Bäuerle, Nicole
;
Chen, An
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014497281
Saved in:
8
The mean-variance rule for investors with reverse S-shaped utility
Wong, Wing Keung
;
Yeung, David W. K.
;
Lu, Richard
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442384
Saved in:
9
What is an optimal allocation in Hong Kong stock, real estate, and money markets : an individual asset, efficient frontier portfolios, or a naïve portfolio? : is this a new financi...
Lv, Zhihui
;
Tsang, Chun Kei
;
Wagner, Niklas F.
;
Wong, …
- In:
Emerging markets, finance & trade : a journal of the …
59
(
2023
)
5
,
pp. 1554-1571
Persistent link: https://www.econbiz.de/10014289728
Saved in:
10
On the investment strategies in occupational pension plans
Bosserhoff, Frank
;
Chen, An
;
Sørensen, Nils
;
Stadje, Mitja
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 889-905
Persistent link: https://www.econbiz.de/10013367869
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