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~person:"Chen, Ping"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Working Paper"
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Chen, Ping
Broll, Udo
126
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108
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72
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71
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68
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61
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54
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46
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43
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42
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41
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40
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39
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39
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39
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38
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ECONIS (ZBW)
10
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1
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10
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10
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1
On the surplus
management
of funds with assets and liabilities in presence of solvency requirements
Avanzi, Benjamin
;
Chen, Ping
;
Henriksen, Lars Frederik …
- In:
Scandinavian actuarial journal
2023
(
2023
)
5
,
pp. 477-508
Persistent link: https://www.econbiz.de/10014336614
Saved in:
2
Mean-variance asset-liability
management
under constant elasticity of variance process
Zhang, Miao
;
Chen, Ping
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 11-18
Persistent link: https://www.econbiz.de/10011597077
Saved in:
3
Markowitz’s mean-variance defined contribution pension fund
management
under inflation : a continuous-time model
Yao, Haixiang
;
Yang, Zhou
;
Chen, Ping
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 851-863
Persistent link: https://www.econbiz.de/10010227804
Saved in:
4
Markowitz's mean-variance asset-liability
management
with regime switching : a multi-period model
Chen, Ping
;
Yang, Hailiang
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 29-50
Persistent link: https://www.econbiz.de/10009155490
Saved in:
5
Asset allocation combining macro and micro information : empirical test based on entropy pool model
Li, Tianyuan
;
Chen, Ping
- In:
Finance research letters
64
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014531769
Saved in:
6
Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping
;
Wang, Liyuan
;
Chen, Ping
;
Yao, Haixiang
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
Saved in:
7
Mean-variance portfolio selection with only risky assets under regime switching
Zhang, Miao
;
Chen, Ping
;
Yao, Haixiang
- In:
Economic modelling
62
(
2017
),
pp. 35-42
Persistent link: https://www.econbiz.de/10011813158
Saved in:
8
Optimal reinsurance under dynamic VaR constraint
Zhang, Nan
;
Zhuo, Jin
;
Li, Shuanming
;
Chen, Ping
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 232-243
Persistent link: https://www.econbiz.de/10011630794
Saved in:
9
Mean-variance portfolio selection with regime switching under shorting prohibition
Zhang, Miao
;
Chen, Ping
- In:
Operations research letters
44
(
2016
)
5
,
pp. 658-662
Persistent link: https://www.econbiz.de/10011596620
Saved in:
10
Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
Chen, Ping
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 871-883
Persistent link: https://www.econbiz.de/10010227791
Saved in:
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