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~subject:"Portfolio selection"
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Portfolio selection
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Teo, Kok Lay
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Liu, Jingzhen
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European journal of operational research : EJOR
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An analytic solution for multi-period uncertain portfolio selection problem
Li, Bo
;
Sun, Yufei
;
Teo, Kok Lay
- In:
Fuzzy optimization and decision making : a journal of …
21
(
2022
)
2
,
pp. 319-333
Persistent link: https://www.econbiz.de/10013186173
Saved in:
2
Chance-constrained optimization for pension fund portfolios in the presence of default risk
Sun, Yufei
;
Aw, Grace
;
Loxton, Ryan
;
Teo, Kok Lay
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 205-214
Persistent link: https://www.econbiz.de/10011611251
Saved in:
3
Multi-period portfolio optimization under probabilistic risk measure
Sun, Yufei
;
Aw, Grace
;
Teo, Kok Lay
;
Zhu, Yanjian
; …
- In:
Finance research letters
18
(
2016
),
pp. 60-66
Persistent link: https://www.econbiz.de/10011656525
Saved in:
4
Optimal investment and proportional reinsurance with risk constraint
Liu, Jingzhen
;
Yiu, Ka Fai Cedric
;
Loxton, Ryan C.
; …
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 437-447
Persistent link: https://www.econbiz.de/10010240806
Saved in:
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