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~isPartOf:"Annals of operations research ; volume 302, number 1 (July 2021)"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Chen, An"
~subject:"Portfolio selection"
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Portfolio selection
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Chen, An
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Annals of operations research ; volume 302, number 1 (July 2021)
Insurance / Mathematics & economics
Astin bulletin : the journal of the International Actuarial Association
2
European journal of operational research : EJOR
2
Journal of banking & finance
2
Quantitative finance
2
Scandinavian actuarial journal
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1
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On retirement time decision making
Chen, An
;
Hentschel, Felix
;
Steffensen, Mogens
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 107-129
Persistent link: https://www.econbiz.de/10012622384
Saved in:
2
A collective investment problem in a stochastic volatility environment : the impact of sharing rules
Chen, An
;
Nguyen, Thai
;
Rach, Manuel Matthias
-
2021
Persistent link: https://www.econbiz.de/10012605876
Saved in:
3
Optimal investment under VaR-Regulation and Minimum Insurance
Chen, An
;
Nguyen, Thai
;
Stadje, Mitja
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 194-209
Persistent link: https://www.econbiz.de/10011825449
Saved in:
4
Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting
Delong, Łukasz
;
Chen, An
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 342-352
Persistent link: https://www.econbiz.de/10011630868
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