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~accessRights:"restricted"
~person:"Cui, Xiangyu"
~person:"Tan, Ken Seng"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject:"Portfolio-Management"
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Kapitaleinkommen
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6
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Cui, Xiangyu
Tan, Ken Seng
Zaremba, Adam
27
Grobys, Klaus
11
Auer, Benjamin R.
8
Umutlu, Mehmet
8
Bu, Qiang
7
Dai, Zhifeng
7
Matallín-Sáez, Juan Carlos
7
Narayan, Paresh Kumar
7
Schaub, Mark
7
Sehgal, Sanjay
7
Shen, Dehua
7
Tiwari, Aviral Kumar
7
Wang, Yudong
7
Clare, Andrew D.
6
Ko, Kuan-Cheng
6
Ma, Feng
6
Mateus, Cesario
6
Santos, André A. P.
6
Satchell, Stephen
6
Shahzad, Syed Jawad Hussain
6
Uddin, Mohammed Gazi Salah
6
Yoon, Seong-min
6
Zhang, Wei
6
Ayadi, Mohamed
5
Dinh Hoang Bach Phan
5
Do, Hung Xuan
5
Eom, Cheoljun
5
Fabozzi, Frank J.
5
Fletcher, Jonathan
5
Hernandez, Jose Arreola
5
Joshipura, Mayank
5
Kang, Jangkoo
5
Kang, Sang Hoon
5
Karathanasopoulos, Andreas
5
Kryzanowski, Lawrence
5
Li, Yi
5
Li, Youwei
5
Mateus, Irina Bezhentseva
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Economics letters
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Journal of economic dynamics & control
1
Journal of sustainable finance & investment
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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ECONIS (ZBW)
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1
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:
2
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
3
Real-time valuation of large variable annuity portfolios : a green mesh approach
Liu, Kai
;
Tan, Ken Seng
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
3
,
pp. 313-333
Persistent link: https://www.econbiz.de/10012623430
Saved in:
4
Sustainable
portfolio
management
under climate change
Fang, Mingyu
;
Tan, Ken Seng
;
Wirjanto, Tony S.
- In:
Journal of sustainable finance & investment
9
(
2019
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012174982
Saved in:
5
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Strub, Moris S.
;
Li, Duan
;
Cui, Xiangyu
;
Gao, Jianjun
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012313656
Saved in:
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