//--> //--> //--> //-->
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
~person:"Li, Danping"
~person:"Yao, Haixiang"
~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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
33
Portfolio-Management
33
Theorie
23
Theory
23
Stochastic process
9
Stochastischer Prozess
9
Pension fund
8
Pensionskasse
8
Mean-variance criterion
7
Reinsurance
7
Rückversicherung
7
Altersvorsorge
5
Dynamic programming
5
Dynamische Optimierung
5
Retirement provision
5
DC pension plan
4
Estimation theory
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Regime switching
4
Robust statistics
4
Robustes Verfahren
4
Schätztheorie
4
CAPM
3
Defined contribution pension fund
3
Markov chain
3
Markov-Kette
3
Mathematical programming
3
Mathematische Optimierung
3
Aktienindex
2
Ambiguity
2
Asset allocation
2
Capital income
2
Cash Flow
2
Cash flow
2
Decision under uncertainty
2
Derivat
2
Derivative
2
Efficient frontier
2
Entscheidung unter Unsicherheit
2
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
33
Language
All
English
33
Author
All
Li, Danping
Yao, Haixiang
Fabozzi, Frank J.
78
Wong, Wing Keung
47
Satchell, Stephen
37
Zaremba, Adam
34
Hammoudeh, Shawkat
33
Korn, Ralf
33
Escobar, Marcos
31
Zagst, Rudi
31
Auer, Benjamin R.
30
Kang, Sang Hoon
30
Li, Duan
30
Platen, Eckhard
30
Prigent, Jean-Luc
30
Guidolin, Massimo
29
Martellini, Lionel
28
Levy, Haim
27
Tiwari, Aviral Kumar
27
Lo, Andrew W.
26
Zhou, Guofu
26
Maurer, Raimond
25
Mensi, Walid
25
Young, Virginia R.
25
Faff, Robert W.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Hens, Thorsten
23
Jarrow, Robert A.
23
Kraft, Holger
23
Post, Thierry
23
Scherer, Bernd
23
Vanduffel, Steven
23
Clare, Andrew D.
22
Markowitz, Harry
22
McAleer, Michael
22
Wong, Hoi Ying
22
Nguyen, Duc Khuong
21
Van Vuuren, Gary
21
Ang, Andrew
20
Gollier, Christian
20
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
15
Economic modelling
4
Journal of economic dynamics & control
3
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Journal of the Operational Research Society
2
European journal of operational research : EJOR
1
IMA journal of management mathematics
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of empirical finance
1
Pacific-Basin finance journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Partial moments and indexation investment strategies
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Journal of empirical finance
67
(
2022
),
pp. 39-59
Persistent link: https://www.econbiz.de/10013464372
Saved in:
2
Stackelberg differential game for reinsurance : mean-variance framework and random horizon
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 42-55
Persistent link: https://www.econbiz.de/10013271955
Saved in:
3
Nonparametric mean-lower partial moment model and enhanced index investment
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Computers & operations research : and their …
144
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013264891
Saved in:
4
Six-factor asset pricing and portfolio investment via deep learning : evidence from Chinese stock market
Yao, Haixiang
;
Xia, Shenghao
;
Liu, Hao
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013552823
Saved in:
5
Dynamic trading with uncertain exit time and transaction costs in a general Markov market
Yao, Haixiang
;
Li, Danping
;
Wu, Huiling
- In:
International review of financial analysis
84
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013472813
Saved in:
6
A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang
;
Huang, Jinbo
;
Li, Yong
;
Humphrey, …
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
Saved in:
7
Bowley solution of a mean-variance game in insurance
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 35-43
Persistent link: https://www.econbiz.de/10012545274
Saved in:
8
Multi-period asset-liability management with cash flows and probability constraints : a mean-field formulation approach
Li, Xun
;
Wu, Xianping
;
Yao, Haixiang
- In:
Journal of the Operational Research Society
71
(
2020
)
10
,
pp. 1563-1580
Persistent link: https://www.econbiz.de/10012314367
Saved in:
9
Optimal asset allocation with heterogeneous discounting and stochastic income under CEV model
Li, Danping
;
Lai, Yongzeng
;
Li, Lin
- In:
Journal of the Operational Research Society
71
(
2020
)
12
,
pp. 2013-2026
Persistent link: https://www.econbiz.de/10012314419
Saved in:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->