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~accessRights:"restricted"
~person:"Jang, Bong-Gyu"
~person:"Nguyen, Duc Khuong"
~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
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37
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10
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Jang, Bong-Gyu
Nguyen, Duc Khuong
Tan, Ken Seng
Fabozzi, Frank J.
35
Kang, Sang Hoon
29
Zaremba, Adam
28
Escobar, Marcos
25
Mensi, Walid
23
Tiwari, Aviral Kumar
22
Hammoudeh, Shawkat
21
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19
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18
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17
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17
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17
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17
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16
Chen, An
16
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16
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16
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15
Ur Rehman, Mobeen
15
Xuan Vinh Vo
15
Bernard, Carole
14
Li, Duan
14
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14
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14
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14
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13
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13
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13
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13
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13
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12
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12
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12
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12
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12
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4
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2
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1
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ECONIS (ZBW)
37
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1
The effect of regime-switching transaction costs and cash dividends on liquidity premia
Chae, Jiwon
;
Jang, Bong-Gyu
;
Kim, Taeyoon
- In:
International review of financial analysis
93
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543498
Saved in:
2
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:
3
Analytic approach for models of optimal retirement with disability risk
Chae, Jiwon
;
Jang, Bong-Gyu
;
Park, Seyoung
- In:
Mathematical social sciences
126
(
2023
),
pp. 68-75
Persistent link: https://www.econbiz.de/10014472541
Saved in:
4
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
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
Statistical arbitrage : factor investing approach
Akyildirim, Erdinc
;
Goncu, Ahmet
;
Hekimoglu, Alper
; …
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
4
,
pp. 1295-1331
Persistent link: https://www.econbiz.de/10014519079
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
Optimal reinsurance and portfolio selection : comparison between partial and complete information models
Jang, Bong-Gyu
;
Kim, Kyeong Tae
;
Lee, Hyun-Tak
- In:
European financial management : the journal of the …
28
(
2022
)
1
,
pp. 208-232
Persistent link: https://www.econbiz.de/10012795706
Saved in:
9
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:
10
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
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