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~accessRights:"restricted"
~person:"Cui, Xiangyu"
~person:"Dai, Zhifeng"
~person:"Tan, Ken Seng"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject:"Portfolio-Management"
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Portfolio selection
37
Portfolio-Management
37
Theorie
30
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12
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12
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9
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37
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37
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Cui, Xiangyu
Dai, Zhifeng
Tan, Ken Seng
Fabozzi, Frank J.
34
Kang, Sang Hoon
29
Zaremba, Adam
27
Escobar, Marcos
25
Hammoudeh, Shawkat
21
Mensi, Walid
21
Tiwari, Aviral Kumar
21
Yoon, Seong-min
18
Forsyth, Peter A.
17
Vanduffel, Steven
17
Wong, Wing Keung
17
Young, Virginia R.
17
Satchell, Stephen
16
Bouri, Elie
15
Chen, An
15
Ur Rehman, Mobeen
15
Wang, Ruodu
15
Xuan Vinh Vo
15
Auer, Benjamin R.
14
Bernard, Carole
14
Li, Duan
14
Shahzad, Syed Jawad Hussain
14
Yao, Haixiang
14
Yousaf, Imran
14
Zagst, Rudi
14
Capponi, Agostino
13
Nguyen, Duc Khuong
13
Wong, Hoi Ying
13
Yang, Jinqiang
13
Goodell, John W.
12
Grobys, Klaus
12
Hernandez, Jose Arreola
12
Kwon, Roy H.
12
Li, Danping
12
Jang, Bong-Gyu
11
Lu, Xiaomeng
11
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11
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Insurance / Mathematics & economics
4
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3
European journal of operational research : EJOR
2
International journal of finance & economics : IJFE
2
Journal of economic dynamics & control
2
Journal of the Operational Research Society
2
Journal of the Operational Research Society : OR
2
The North American journal of economics and finance : a journal of financial economics studies
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Applied economics
1
Economics letters
1
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1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of Islamic accounting and business research
1
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1
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1
Journal of sustainable finance & investment
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
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ECONIS (ZBW)
37
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1
Markowitz-based Shariah compliant portfolio model with stochastic purification and probabilistic compliance screening constraints
Puspita, Dila
;
Kolkiewicz, Adam
;
Tan, Ken Seng
- In:
Journal of Islamic accounting and business research
14
(
2023
)
8
,
pp. 1300-1323
Persistent link: https://www.econbiz.de/10014452394
Saved in:
2
Forecasting equity risk premium : a new method based on wavelet de-noising
Dai, Zhifeng
;
Kang, Jie
;
Yin, Hua
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014429334
Saved in:
3
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
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
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
6
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:
7
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
8
Some new efficient mean-variance portfolio selection models
Dai, Zhifeng
;
Kang, Jie
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4784-4796
Persistent link: https://www.econbiz.de/10013461378
Saved in:
9
On the pricing of expected idiosyncratic skewness
Cui, Xiangyu
;
Guan, Zheng
- In:
Economics letters
216
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448356
Saved in:
10
Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
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