//--> //--> //--> //-->
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:"Cui, Xiangyu"
~person:"Tan, Ken Seng"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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
Theorie
Portfolio selection
25
Portfolio-Management
25
Theory
22
Risikomanagement
6
Risikomaß
6
Risk management
6
Risk measure
6
Capital income
5
Kapitaleinkommen
5
Time consistency
5
Zeitkonsistenz
5
Risiko
4
Risk
4
Statistical distribution
4
Statistische Verteilung
4
CAPM
3
Hedging
3
Conditional value at risk
2
Diversification
2
Dynamic programming
2
Mathematical programming
2
Mathematische Optimierung
2
Multivariate Verteilung
2
Multivariate distribution
2
Probability theory
2
Probability weighting
2
Risikomodell
2
Risk model
2
Stochastic process
2
Stochastischer Prozess
2
Wahrscheinlichkeitsrechnung
2
time consistency in efficiency
2
ARCH model
1
ARCH-Modell
1
Anlageverhalten
1
Archimedean copula
1
Asset-liability management
1
Asymptotic analysis
1
Ausreißer
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Cui, Xiangyu
Tan, Ken Seng
Escobar, Marcos
21
Fabozzi, Frank J.
17
Wang, Ruodu
16
Wong, Wing Keung
14
Forsyth, Peter A.
13
Vanduffel, Steven
12
Kwon, Roy H.
11
Li, Duan
11
Zagst, Rudi
11
Bernard, Carole
10
Capponi, Agostino
10
Liang, Zongxia
10
Prigent, Jean-Luc
10
Wong, Hoi Ying
10
Chen, An
9
Dai, Min
9
Jang, Bong-Gyu
9
Li, Zhongfei
9
Righi, Marcelo Brutti
9
Yao, Haixiang
9
Chen, Zhiping
8
Dai, Zhifeng
8
Li, Bin
8
Li, Danping
8
Li, Xun
8
Post, Thierry
8
Rüschendorf, Ludger
8
Guan, Guohui
7
Kim, Woo Chang
7
Müller, Fernanda Maria
7
Park, Seyoung
7
Pun, Chi Seng
7
Simonato, Jean-Guy
7
Simonian, Joseph
7
Van Vuuren, Gary
7
Vetzal, Kenneth R.
7
Yang, Jinqiang
7
Young, Virginia R.
7
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
3
European journal of operational research : EJOR
2
Journal of the Operational Research Society
2
Journal of the Operational Research Society : OR
2
ASTIN bulletin : the journal of the International Actuarial Association
1
International review of economics & finance : IREF
1
Journal of Islamic accounting and business research
1
Journal of economic dynamics & control
1
Journal of risk
1
Journal of sustainable finance & investment
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Operational research : an international journal
1
Operations research
1
Operations research letters
1
Scandinavian actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Portfolio optimization under multivariate affine generalized hyperbolic distributions
Wang, Chou-Wen
;
Liu, Kai
;
Li, Bin
;
Tan, Ken Seng
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 49-66
Persistent link: https://www.econbiz.de/10013341737
Saved in:
8
Asymptotic analysis of portfolio diversification
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
;
Chen Zhou
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 302-325
Persistent link: https://www.econbiz.de/10013380569
Saved in:
9
Multi-period mean-variance portfolio optimization with management fees
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
- In:
Operational research : an international journal
21
(
2021
)
2
,
pp. 1333-1354
Persistent link: https://www.econbiz.de/10012584207
Saved in:
10
Diversification in catastrophe insurance markets
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
3
,
pp. 753-778
Persistent link: https://www.econbiz.de/10012656726
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->