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~person:"Yao, Haixiang"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Ratgeber"
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Portfolio-Management
Portfolio selection
21
Theorie
15
Theory
15
Pension fund
6
Pensionskasse
6
Dynamic programming
5
Dynamische Optimierung
5
Estimation theory
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Regime switching
4
Schätztheorie
4
Stochastic process
4
Stochastischer Prozess
4
Altersvorsorge
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Defined contribution pension fund
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Markov chain
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Markov-Kette
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Mathematical programming
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2
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Multi-period mean-variance model
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Nonparametric kernel estimation
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Aufsatz in Zeitschrift
Collection of articles written by one author
Ratgeber
Article in journal
21
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English
21
Author
All
Yao, Haixiang
Fabozzi, Frank J.
77
Wong, Wing Keung
47
Satchell, Stephen
37
Hammoudeh, Shawkat
33
Korn, Ralf
33
Zaremba, Adam
33
Escobar, Marcos
31
Zagst, Rudi
31
Li, Duan
30
Platen, Eckhard
30
Prigent, Jean-Luc
30
Guidolin, Massimo
29
Kang, Sang Hoon
29
Auer, Benjamin R.
28
Martellini, Lionel
28
Levy, Haim
27
Lo, Andrew W.
26
Tiwari, Aviral Kumar
26
Zhou, Guofu
26
Maurer, Raimond
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
Markowitz, Harry
23
Mensi, Walid
23
Post, Thierry
23
Scherer, Bernd
23
McAleer, Michael
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
Clare, Andrew D.
21
Nguyen, Duc Khuong
21
Van Vuuren, Gary
21
Ang, Andrew
20
Gollier, Christian
20
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Insurance / Mathematics & economics
7
Economic modelling
4
Computers & operations research : and their applications to problems of world concern ; an international journal
2
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of the Operational Research Society
1
Pacific-Basin finance journal
1
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ECONIS (ZBW)
21
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1
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:
2
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:
3
Multi-period defined contribution pension funds investment
management
with regime-switching and mortality risk
Yao, Haixiang
;
Chen, Ping
;
Li, Xun
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 103-113
Persistent link: https://www.econbiz.de/10011630616
Saved in:
4
Multi-period mean-variance asset-liability
management
with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang
;
Zeng, Yan
;
Chen, Shumin
- In:
Economic modelling
30
(
2013
),
pp. 492-500
Persistent link: https://www.econbiz.de/10009708888
Saved in:
5
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:
6
Continuous-time mean-variance asset-liability
management
with endogenous liabilities
Yao, Haixiang
;
Lai, Yongzeng
;
Li, Yong
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 6-17
Persistent link: https://www.econbiz.de/10009719072
Saved in:
7
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:
8
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:
9
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:
10
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:
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