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~person:"Li, Zhongfei"
~subject:"Credit risk"
~subject:"Derivative"
~subject:"Theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Portfolio-Selektion"
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Credit risk
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Portfolio selection
19
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19
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5
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5
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5
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Li, Zhongfei
Fabozzi, Frank J.
44
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Platen, Eckhard
22
Zagst, Rudi
22
Markowitz, Harry
20
Prigent, Jean-Luc
20
Wong, Hoi Ying
19
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18
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18
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17
Gollier, Christian
16
Liang, Zongxia
16
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15
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15
Levy, Haim
15
Lioui, Abraham
15
Siu, Tak Kuen
15
Vanduffel, Steven
15
Yao, Haixiang
15
Zeng, Yan
15
Branger, Nicole
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Koo, Hyeng-keun
14
Račev, Svetlozar T.
14
Rüschendorf, Ludger
14
Zhou, Guofu
14
Kraft, Holger
13
Kwon, Roy H.
13
Sass, Jörn
13
Satchell, Stephen
13
Bernard, Carole
12
Dai, Min
12
Das, Sanjiv R.
12
Guerard, John Baynard
12
Kim, Woo Chang
12
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Insurance / Mathematics & economics
9
Economic modelling
1
European journal of operational research : EJOR
1
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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
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ECONIS (ZBW)
15
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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
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity
Kang, Zhilin
;
Li, Xun
;
Li, Zhongfei
;
Zhu, Shushang
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 105-121
Persistent link: https://www.econbiz.de/10012194623
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
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:
5
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
Saved in:
6
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:
7
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:
8
Optimal investment strategy under time-inconsistent preferences and high-water mark contract
A, Chunxiang
;
Li, Zhongfei
;
Wang, Fan
- In:
Operations research letters
44
(
2016
)
2
,
pp. 212-218
Persistent link: https://www.econbiz.de/10011457325
Saved in:
9
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
Saved in:
10
Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
Saved in:
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