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Optimal investment under partial information and robust VAR-type constraint
Bäuerle, Nicole; Chen, An - In: International journal of theoretical and applied … 26 (2023) 4/5, pp. 1-18
Persistent link: https://www.econbiz.de/10014497281
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Optimal collective investment : The impact of sharing rules, management fees and guarantees
Chen, An; Nguyen, Thai; Rach, Manuel Matthias - In: Journal of banking & finance 123 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012662259
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Mergers and acquisitions : collar contracts
Chen, An; Hilpert, Christian - In: Journal of risk 17 (2014/2015) 4, pp. 101-133
Persistent link: https://www.econbiz.de/10013262936
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Optimal investment and consumption when allowing terminal debt
Chen, An; Vellekoop, Michel - In: European journal of operational research : EJOR 258 (2017) 1, pp. 385-397
Persistent link: https://www.econbiz.de/10011642230
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Optimal investment under VaR-Regulation and Minimum Insurance
Chen, An; Nguyen, Thai; Stadje, Mitja - In: Insurance / Mathematics & economics 79 (2018), pp. 194-209
Persistent link: https://www.econbiz.de/10011825449
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Risk management with multiple VaR constraints
Chen, An; Thai Huu Nguyen; Stadje, Mitja - In: Mathematical methods of operations research 88 (2018) 2, pp. 297-337
Persistent link: https://www.econbiz.de/10011935692
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Risk management under weighted limited expected loss
Chen, An; Nguyen, Thai - In: Quantitative finance 24 (2024) 5, pp. 593-612
Persistent link: https://www.econbiz.de/10014552107
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Collective longevity swap : a novel longevity risk transfer solution and its economic pricing
Chen, An; Li, Hong; Schultze, Mark - In: Journal of economic behavior & organization : JEBO 201 (2022), pp. 227-249
Persistent link: https://www.econbiz.de/10013426478