//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Chen, Zhiping"
~person:"Vanduffel, Steven"
~subject:"Kreditrisiko"
~subject:"Theorie"
~subject:"World"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Portfolio-Management"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
Theorie
World
Portfolio selection
29
Portfolio-Management
29
Theory
21
Risikomaß
12
Risk measure
12
Risiko
9
Risk
9
Mathematical programming
8
Mathematische Optimierung
8
Risikomanagement
7
Risk management
7
Dynamic programming
5
Dynamische Optimierung
5
Statistical distribution
4
Statistische Verteilung
4
Cost-efficiency
3
Credit risk
3
Decision
3
Entscheidung
3
Erwartungsnutzen
3
Expected utility
3
Measurement
3
Messung
3
Optimal portfolio choice
3
Präferenztheorie
3
Robust statistics
3
Robustes Verfahren
3
Stochastic process
3
Stochastischer Prozess
3
Theory of preferences
3
Time consistency
3
Value-at-Risk
3
Capital income
2
Decision analysis
2
Decision theory
2
Diversification
2
Diversifikation
2
Entscheidungstheorie
2
more ...
less ...
Online availability
All
Undetermined
Free
17
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Aufsatz im Buch
1
Book section
1
Language
All
English
21
Author
All
Chen, Zhiping
Vanduffel, Steven
Fabozzi, Frank J.
25
Escobar, Marcos
22
Zaremba, Adam
17
Wang, Ruodu
16
Uppal, Raman
14
Wong, Wing Keung
14
Forsyth, Peter A.
13
Prigent, Jean-Luc
13
Zagst, Rudi
12
Chen, An
11
Cui, Xiangyu
11
Kwon, Roy H.
11
Li, Duan
11
Soner, Halil Mete
11
Tan, Ken Seng
11
Tiwari, Aviral Kumar
11
Bernard, Carole
10
Capponi, Agostino
10
Jang, Bong-Gyu
10
Liang, Zongxia
10
Muhle-Karbe, Johannes
10
Righi, Marcelo Brutti
10
Wong, Hoi Ying
10
Dai, Min
9
Dai, Zhifeng
9
Guerard, John Baynard
9
Kang, Sang Hoon
9
Kim, Woo Chang
9
Ledoit, Olivier
9
Li, Zhongfei
9
Wolf, Michael
9
Yao, Haixiang
9
Bouri, Elie
8
Engle, Robert F.
8
Hammoudeh, Shawkat
8
Li, Bin
8
Li, Danping
8
Li, Xun
8
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
3
European journal of operational research : EJOR
2
IMA journal of management mathematics
2
Applied economics
1
Economics letters
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of mathematical economics
1
Journal of the Operational Research Society
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
OR spectrum : quantitative approaches in management
1
Scandinavian actuarial journal
1
Stochastic optimization: theory and applications
1
The European journal of finance
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
Top : an official journal of the Spanish Society of Statistics and Operations Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
2
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:
3
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:
4
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:
5
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
Yan, Zhe
;
Chen, Zhiping
;
Consigli, Giorgio
;
Liu, Jia
; …
- In:
Stochastic optimization: theory and applications
,
(pp. 849-881)
.
2020
Persistent link: https://www.econbiz.de/10012290846
Saved in:
6
Optimal strategies under Omega ratio
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
Saved in:
7
A new efficiency test for ranking investments : application to hedge fund performance
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
Economics letters
181
(
2019
),
pp. 203-207
Persistent link: https://www.econbiz.de/10012121794
Saved in:
8
Optimal portfolio choice with benchmarks
Bernard, Carole
;
De Staelen, Rob H.
;
Vanduffel, Steven
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1600-1621
Persistent link: https://www.econbiz.de/10012214351
Saved in:
9
Portfolio selection through Maslow's need hierarchy theory
Li, Zongxin
;
Chen, Zhiping
;
Hui, Yongchang
- In:
Applied economics
51
(
2019
)
4
,
pp. 364-372
Persistent link: https://www.econbiz.de/10012160546
Saved in:
10
Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping
;
Wang, Liyuan
;
Chen, Ping
;
Yao, Haixiang
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->