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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Li, Zhongfei"
~subject:"Portfolio-Management"
~subject:"Retirement provision"
~subject:"Stock market"
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Portfolio-Management
Retirement provision
Stock market
Portfolio selection
10
Theorie
9
Theory
9
Altersvorsorge
5
Pension fund
5
Pensionskasse
5
DC pension plan
4
Reinsurance
4
Rückversicherung
4
Insurance
3
Risikoaversion
3
Risk aversion
3
Stochastic process
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Stochastischer Prozess
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Time consistency
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Versicherung
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Stochastic volatility
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Ambiguity-Averse Insurer
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Behavioural finance
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Capital income
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Cash Flow
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Li, Zhongfei
Mitchell, Olivia S.
19
Liang, Zongxia
15
Campbell, John Y.
13
Zeng, Yan
13
Young, Virginia R.
12
Lo, Andrew W.
9
Maurer, Raimond
9
Poterba, James M.
9
Viceira, Luis M.
9
Brandt, Michael W.
8
Li, Danping
8
Shen, Yang
8
Ang, Andrew
7
Daniel, Kent
7
Goetzmann, William N.
7
Guan, Guohui
7
Jagannathan, Ravi
7
Mao, Tiantian
7
Yao, Haixiang
7
Bekaert, Geert
6
Bodie, Zvi
6
Cooper, Russell W.
6
Dhaene, Jan
6
Ferson, Wayne E.
6
Lakonishok, Josef
6
Nieuwerburgh, Stijn van
6
Shleifer, Andrei
6
Sialm, Clemens
6
Stambaugh, Robert F.
6
Aizenman, Joshua
5
Chen, Ping
5
Cochrane, John H.
5
Hong, Harrison G.
5
MacKinlay, Archie Craig
5
Pedersen, Lasse Heje
5
Pástor, Ľuboš
5
Santa-Clara, Pedro
5
Tang, Qihe
5
Utkus, Stephen P.
5
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Insurance / Mathematics & economics
Working paper / National Bureau of Economic Research, Inc.
Annals of finance
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Economic modelling
1
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
Mathematical methods of operations research
1
Operations research letters
1
Quantitative finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
10
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1
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
Saved in:
2
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
3
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
Bian, Lihua
;
Li, Zhongfei
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011904623
Saved in:
4
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
;
Sun, Jingyun
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
Saved in:
5
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model
Sun, Jingyun
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 158-172
Persistent link: https://www.econbiz.de/10011457232
Saved in:
6
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
Zeng, Yan
;
Li, Zhongfei
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 498-507
Persistent link: https://www.econbiz.de/10009763600
Saved in:
7
Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
Li, Yongwu
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 86-97
Persistent link: https://www.econbiz.de/10009785417
Saved in:
8
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
9
Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow
Wu, Huiling
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 371-384
Persistent link: https://www.econbiz.de/10009544166
Saved in:
10
Optimal time-consistent investment and reinsurance policies for mean-variance insurers
Zeng, Yan
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 145-154
Persistent link: https://www.econbiz.de/10009157423
Saved in:
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