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~accessRights:"restricted"
~person:"Yao, Haixiang"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
~type_genre:"Glossary included"
~type_genre:"Sammlung"
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Kapitaleinkommen
Portfolio-Management
Portfolio selection
14
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9
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4
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4
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3
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14
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Yao, Haixiang
Fabozzi, Frank J.
36
Zaremba, Adam
33
Kang, Sang Hoon
29
Escobar, Marcos
25
Hammoudeh, Shawkat
22
Tiwari, Aviral Kumar
22
Mensi, Walid
21
Yoon, Seong-min
20
Gupta, Rangan
18
Shahzad, Syed Jawad Hussain
18
Vanduffel, Steven
18
Xuan Vinh Vo
18
Forsyth, Peter A.
17
Ur Rehman, Mobeen
17
Wong, Wing Keung
17
Young, Virginia R.
17
Bouri, Elie
16
Chen, An
16
Satchell, Stephen
16
Wang, Ruodu
16
Xiong, Xiong
16
Auer, Benjamin R.
15
Goodell, John W.
15
Zhang, Wei
15
Bernard, Carole
14
Hernandez, Jose Arreola
14
Li, Duan
14
Zagst, Rudi
14
Capponi, Agostino
13
Cui, Xiangyu
13
Dai, Zhifeng
13
Demirer, Rıza
13
Lu, Xiaomeng
13
Nguyen, Duc Khuong
13
Wang, Yudong
13
Wong, Hoi Ying
13
Yang, Jinqiang
13
Yousaf, Imran
13
Grobys, Klaus
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Insurance / Mathematics & economics
4
Computers & operations research : and their applications to problems of world concern ; an international journal
1
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1
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economic dynamics & control
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ECONIS (ZBW)
14
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1
Multi-period asset-liability management with cash flows and probability constraints : a mean-field formulation approach
Li, Xun
;
Wu, Xianping
;
Yao, Haixiang
- In:
Journal of the Operational Research Society
71
(
2020
)
10
,
pp. 1563-1580
Persistent link: https://www.econbiz.de/10012314367
Saved in:
2
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:
3
Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping
;
Wang, Liyuan
;
Chen, Ping
;
Yao, Haixiang
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
Saved in:
4
Optimal investment management for a defined contribution pension fund under imperfect information
Zhang, Ling
;
Zhang, Hao
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 210-224
Persistent link: https://www.econbiz.de/10011825476
Saved in:
5
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing
Gu, Ailing
;
Viens, Frederi G.
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 93-109
Persistent link: https://www.econbiz.de/10011872916
Saved in:
6
Mean-variance portfolio selection with only risky assets under regime switching
Zhang, Miao
;
Chen, Ping
;
Yao, Haixiang
- In:
Economic modelling
62
(
2017
),
pp. 35-42
Persistent link: https://www.econbiz.de/10011813158
Saved in:
7
Index tracking model, downside risk and non-parametric kernel estimation
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 103-128
Persistent link: https://www.econbiz.de/10011974395
Saved in:
8
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:
9
A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang
;
Huang, Jinbo
;
Li, Yong
;
Humphrey, …
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
Saved in:
10
Multi-period defined contribution pension funds investment management with regime-switching and mortality risk
Yao, Haixiang
;
Chen, Ping
;
Li, Xun
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 103-113
Persistent link: https://www.econbiz.de/10011630616
Saved in:
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