Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Li, Zhongfei"
~subject:"Portfolio-Management"
~subject:"Wohlfahrtsanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Optimal unemployment insurance...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Wohlfahrtsanalyse
Theorie
12
Theory
12
Portfolio selection
9
Altersvorsorge
5
Pension fund
5
Pensionskasse
5
Retirement provision
5
DC pension plan
4
Risikoaversion
4
Risk aversion
4
Robust statistics
3
Robustes Verfahren
3
Dynamic programming
2
Dynamische Optimierung
2
Equilibrium strategy
2
Interest rate
2
Loss aversion
2
Martingale approach
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic interest rate
2
Stochastic process
2
Stochastischer Prozess
2
Zins
2
AAM
1
Agency theory
1
Anlageverhalten
1
Barrier strategy
1
Behavioural finance
1
Betriebliche Altersversorgung
1
Betriebliche Liquidität
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
CAPM
1
Capacity planning
1
Capital income
1
Conic programmes
1
Cordon toll pricing
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Li, Zhongfei
Escobar, Marcos
22
Fabozzi, Frank J.
21
Wang, Ruodu
16
Wong, Wing Keung
15
Chen, An
14
Forsyth, Peter A.
14
Mukherjee, Arijit
14
Wang, Leonard F. S.
14
Liang, Zongxia
13
Prigent, Jean-Luc
13
Uppal, Raman
13
Kwon, Roy H.
12
Vanduffel, Steven
12
Wong, Hoi Ying
12
Zagst, Rudi
12
Bernard, Carole
11
Chen, Zhiping
11
Cui, Xiangyu
11
Kim, Woo Chang
11
Lee, Cheng F.
11
Li, Duan
11
Muhle-Karbe, Johannes
11
Soner, Halil Mete
11
Tan, Ken Seng
11
Capponi, Agostino
10
Guan, Guohui
10
Righi, Marcelo Brutti
10
Yao, Haixiang
10
Dai, Min
9
Jang, Bong-Gyu
9
Kim, Jang Ho
9
Ledoit, Olivier
9
Li, Bin
9
Li, Danping
9
Michaelides, Alexander G.
9
Mitchell, Olivia S.
9
Post, Thierry
9
Wolf, Michael
9
Acemoglu, Daron
8
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
5
European journal of operational research : EJOR
1
Mathematical methods of operations research
1
Operations research letters
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model
Sun, Jingyun
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 158-172
Persistent link: https://www.econbiz.de/10011457232
Saved in:
2
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
Bian, Lihua
;
Li, Zhongfei
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011904623
Saved in:
3
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
;
Sun, Jingyun
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
Saved in:
4
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
5
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
Saved in:
6
Optimal investment strategy under time-inconsistent preferences and high-water mark contract
A, Chunxiang
;
Li, Zhongfei
;
Wang, Fan
- In:
Operations research letters
44
(
2016
)
2
,
pp. 212-218
Persistent link: https://www.econbiz.de/10011457325
Saved in:
7
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
Saved in:
8
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity
Kang, Zhilin
;
Li, Xun
;
Li, Zhongfei
;
Zhu, Shushang
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 105-121
Persistent link: https://www.econbiz.de/10012194623
Saved in:
9
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
