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~accessRights:"restricted"
~person:"Chen, Zhiping"
~person:"Kwon, Roy H."
~person:"Vanduffel, Steven"
~subject:"Theorie"
~subject:"World"
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Chen, Zhiping
Kwon, Roy H.
Vanduffel, Steven
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25
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22
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16
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16
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11
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10
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10
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10
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10
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10
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10
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10
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10
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9
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9
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1
Robust distortion risk measures
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
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2
ChatGPT‑based investment portfolio selection
Romanko, Oleksandr
;
Narayan, Akhilesh
;
Kwon, Roy H.
- In:
Operations research forum
4
(
2023
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014441063
Saved in:
3
Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework
Yang, Peng
;
Chen, Zhiping
- In:
IMA journal of management mathematics
34
(
2023
)
4
,
pp. 661-694
Persistent link: https://www.econbiz.de/10014389017
Saved in:
4
Integrating prediction in mean-variance portfolio optimization
Butler, Andrew
;
Kwon, Roy H.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 429-452
Persistent link: https://www.econbiz.de/10014232664
Saved in:
5
Portfolio optimization techniques for cryptocurrencies
Gaskin, Samuel
;
Kalim, Rafay
;
Wallace, Kelvin J.
; …
- In:
The journal of investing : JOI
32
(
2023
)
3
,
pp. 50-65
Persistent link: https://www.econbiz.de/10014306956
Saved in:
6
Risk-allocation-based index tracking
Anis, Hassan T.
;
Costa, Giorgio
;
Kwon, Roy H.
- In:
Computers & operations research : and their …
154
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014308262
Saved in:
7
Cardinality-constrained risk parity portfolios
Anis, Hassan T.
;
Kwon, Roy H.
- In:
European journal of operational research : EJOR
302
(
2022
)
1
,
pp. 392-402
Persistent link: https://www.econbiz.de/10013269764
Saved in:
8
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
9
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
Saved in:
10
A shrinking horizon optimal liquidation framework with lower partial moments criteria
Anis, Hassan
;
Kwon, Roy H.
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012212469
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