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~subject:"Portfolio-Management"
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Search: person:"Lai, Yongzeng"
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Portfolio-Management
Stochastic process
7
Stochastischer Prozess
7
Theorie
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Option pricing theory
6
Optionspreistheorie
6
Portfolio selection
6
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Aktienmarkt
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China
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Dynamic programming
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Mean–variance criterion
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Reinsurance
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Lai, Yongzeng
6
Yao, Haixiang
3
Li, Zhongfei
2
Zeng, Yan
2
Jian, Minjie
1
Li, Danping
1
Li, Lin
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Li, Yong
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Ma, Qinghua
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Wu, Huiling
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Insurance / Mathematics & economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Economic modelling
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Journal of the Operational Research Society
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ECONIS (ZBW)
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1
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:
2
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:
3
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
Zeng, Yan
;
Li, Zhongfei
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 498-507
Persistent link: https://www.econbiz.de/10009763600
Saved in:
4
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:
5
Mean-CVaR portfolio selection : a nonparametric estimation framework
Yao, Haixiang
;
Li, Zhongfei
;
Lai, Yongzeng
- In:
Computers & operations research : and their …
40
(
2013
)
4
,
pp. 1014-1022
Persistent link: https://www.econbiz.de/10009719644
Saved in:
6
Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon
Zeng, Yan
;
Wu, Huiling
;
Lai, Yongzeng
- In:
Economic modelling
33
(
2013
),
pp. 462-470
Persistent link: https://www.econbiz.de/10010192881
Saved in:
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