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On minimizing drawdown risks of lifetime investments
Chen, Xinfu; Landriault, David; Li, Bin; Li, Dongchen - In: Insurance / Mathematics & economics 65 (2015), pp. 46-54
Persistent link: https://www.econbiz.de/10011422864
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Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information
Liang, Zongxia; Song, Min - In: Insurance / Mathematics & economics 65 (2015), pp. 66-76
Persistent link: https://www.econbiz.de/10011422871
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A directional multivariate value at risk
Torres, Raúl; Lillo, Rosa E.; Laniado, Henry - In: Insurance / Mathematics & economics 65 (2015), pp. 111-123
Persistent link: https://www.econbiz.de/10011422886
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Comparisons on aggregate risks from two sets of heterogeneous portfolios
Zhang, Yiying; Zhao, Peng - In: Insurance / Mathematics & economics 65 (2015), pp. 124-135
Persistent link: https://www.econbiz.de/10011422894
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A modified Markowitz multi-period dynamic portfolio selection model based on the LDIW-PSO
Shao, Shuai; Yang, Li-qun; Zhang, Yuan-biao; Meng, Zhi-hui - In: International journal of economics and finance 8 (2016) 1, pp. 90-98
Persistent link: https://www.econbiz.de/10011427780
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Time-consistent investment strategy under partial information
Li, Yongwu; Qiao, Han; Wang, Shouyang; Zhang, Ling - In: Insurance / Mathematics & economics 65 (2015), pp. 187-197
Persistent link: https://www.econbiz.de/10011428653
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Minimization of absolute ruin probability under negative correlation assumption
Liang, Zongxia; Long, Mingsi - In: Insurance / Mathematics & economics 65 (2015), pp. 247-258
Persistent link: https://www.econbiz.de/10011428668
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Finding compromise solutions in project portfolio selection with multiple experts by inverse optimization
Roland, Julien; Figueira, José Rui; De Smet, Yves - In: Computers & operations research : and their … 66 (2016), pp. 12-19
Persistent link: https://www.econbiz.de/10011428981
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Optimal management of wind and solar energy resources
Thomaidis, Nikolaos S.; Santos-Alamillos, Francisco J.; … - In: Computers & operations research : and their … 66 (2016), pp. 284-291
Persistent link: https://www.econbiz.de/10011429020
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Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs
Mendes, Ronã Rinston Amaury; Paiva, A. P.; Peruchi, R. S. - In: Computers & operations research : and their … 66 (2016), pp. 434-444
Persistent link: https://www.econbiz.de/10011429147