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Search: person:"Liang, Zongxia"
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Theorie
25
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25
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22
Portfolio-Management
22
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12
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12
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12
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12
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9
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9
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8
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7
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7
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6
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6
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6
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5
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5
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5
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4
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4
Kontrolltheorie
4
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4
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3
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3
Dividende
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35
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English
44
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Liang, Zongxia
64
He, Lin
26
Guan, Guohui
14
Liu, Yang
6
Ma, Ming
6
Huang, Jianping
4
Song, Yilun
4
Hou, Ping
3
Yuan, Fengyi
3
Guan, Huiqi
2
Qi, Ye
2
Wu, Weiming
2
Xia, Yi
2
Yao, Jicheng
2
Feng, Jian
1
Guana, Guohui
1
Hu, Jiaqi
1
Jiang, Shuqing
1
Liang, Zong-xia
1
Long, Mingsi
1
Luo, Xiaodong
1
Ma, Xingjian
1
Ren, Zhaojie
1
Sheng, Wenlong
1
Song, Min
1
Sun, Bin
1
Vinoth, Rahul Pothi
1
Wang, Sheng
1
Wu, Jiaoling
1
Zhang, Litian
1
Zhao, Xiaoyang
1
Zheng, Ming-li
1
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arXiv.org
7
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Insurance / Mathematics & economics
30
Insurance: Mathematics and Economics
10
Papers / arXiv.org
7
Scandinavian actuarial journal
5
Mathematics and financial economics
2
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
2
Stochastic Processes and their Applications
2
European journal of operational research : EJOR
1
Insurance : mathematics and economics
1
Mathematical Finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Quantitative finance
1
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ECONIS (ZBW)
37
RePEc
19
OLC EcoSci
8
Other ZBW resources
1
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65
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1
A unified formula of the optimal portfolio for piecewise hyperbolic absolute risk aversion utilities
Liang, Zongxia
;
Liu, Yang
;
Ma, Ming
;
Vinoth, Rahul Pothi
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 281-303
Persistent link: https://www.econbiz.de/10014551987
Saved in:
2
Optimal management of DB pension fund under both underfunded and overfunded cases
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
Scandinavian actuarial journal
2024
(
2024
)
6
,
pp. 583-624
Persistent link: https://www.econbiz.de/10015052471
Saved in:
3
Optimal annuitization and asset allocation under linear habit formation
Guan, Guohui
;
Liang, Zongxia
;
Ma, Xingjian
- In:
Insurance : mathematics and economics
114
(
2024
),
pp. 176-191
Persistent link: https://www.econbiz.de/10015049389
Saved in:
4
Robust dividend, financing, and reinsurance strategies under model uncertainty with proportional transaction costs
Guan, Guohui
;
He, Lin
;
Liang, Zongxia
;
Liu, Yang
; …
- In:
North American actuarial journal : NAAJ ; leading the …
28
(
2024
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10014566476
Saved in:
5
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
Saved in:
6
Consumption-investment decisions with endogenous reference point and drawdown constraint
Liang, Zongxia
;
Luo, Xiaodong
;
Yuan, Fengyi
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 285-334
Persistent link: https://www.econbiz.de/10014328923
Saved in:
7
Weak equilibria for time-inconsistent control : with applications to investment-withdrawal decisions
Liang, Zongxia
;
Yuan, Fengyi
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 891-945
Persistent link: https://www.econbiz.de/10014329919
Saved in:
8
A Stackelberg reinsurance-investment game underα-maxminmean-variance criterion and stochastic volatility
Guana, Guohui
;
Liang, Zongxia
;
Song, Yilun
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 28-63
Persistent link: https://www.econbiz.de/10014519918
Saved in:
9
Optimal mix among PAYGO, EET and individual savings
He, Lin
;
Liang, Zongxia
;
Ren, Zhaojie
;
Song, Yilun
- In:
Scandinavian actuarial journal
2024
(
2024
)
5
,
pp. 463-505
Persistent link: https://www.econbiz.de/10014520572
Saved in:
10
Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
He, Lin
;
Liang, Zongxia
;
Song, Yilun
;
Qi, Ye
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 188-202
Persistent link: https://www.econbiz.de/10013271971
Saved in:
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