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~person:"Yao, Haixiang"
~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
Derivative
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Portfolio selection
21
Portfolio-Management
21
Theorie
15
Pension fund
6
Pensionskasse
6
Dynamic programming
5
Dynamische Optimierung
5
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4
Nichtparametrisches Verfahren
4
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4
Regime switching
4
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Article in journal
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15
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15
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Yao, Haixiang
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
Forsyth, Peter A.
18
Wang, Ruodu
18
Post, Thierry
17
Gollier, Christian
16
Liang, Zongxia
16
Chen, Zhiping
15
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Siu, Tak Kuen
15
Vanduffel, Steven
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
6
Economic modelling
4
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of the Operational Research Society
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ECONIS (ZBW)
15
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1
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:
2
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:
3
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:
4
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:
5
Optimal investment management for a defined contribution pension fund under imperfect information
Zhang, Ling
;
Zhang, Hao
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 210-224
Persistent link: https://www.econbiz.de/10011825476
Saved in:
6
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:
7
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing
Gu, Ailing
;
Viens, Frederi G.
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 93-109
Persistent link: https://www.econbiz.de/10011872916
Saved in:
8
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:
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
Asset allocation for a DC pension fund with stochastic income and mortality risk : a multi-period mean–variance framework
Yao, Haixiang
;
Lai, Yongzeng
;
Ma, Qinghua
;
Jian, Minjie
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 84-92
Persistent link: https://www.econbiz.de/10010259667
Saved in:
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