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~isPartOf:"Economic modelling"
~person:"Jiang, Cuixia"
~person:"Siu, Tak Kuen"
~subject:"CVaR-based portfolio"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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CVaR-based portfolio
Kapitaleinkommen
Portfolio-Management
Portfolio selection
6
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5
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2
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Jiang, Cuixia
Siu, Tak Kuen
Yang, Chunpeng
9
Prigent, Jean-Luc
5
Nguyen, Duc Khuong
4
Yao, Haixiang
4
Zhang, Rengui
4
Jawadi, Fredj
3
Sheng, Jiliang
3
Umar, Zaghum
3
Wu, Huiling
3
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3
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3
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2
Arouri, Mohamed
2
Bahaji, Hamza
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Bouri, Elie
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2
Chen, Shumin
2
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2
Gatfaoui, Hayette
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Hammoudeh, Shawkat
2
Huang, Xiaoxia
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2
Li, Jinfang
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Ma, Guiyuan
2
Maurer, Frantz
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Ormos, Mihály
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Roubaud, David
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Sha, Yezhou
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Economic modelling
Annals of operations research
2
European journal of operational research : EJOR
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IMA journal of management mathematics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Asia-Pacific financial markets
1
Insurance / Mathematics & economics
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
6
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1
On mean-variance portfolio selection under a hidden Markovian regime-switching model
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alex
- In:
Economic modelling
27
(
2010
)
3
,
pp. 678-686
Persistent link: https://www.econbiz.de/10003995557
Saved in:
2
Asset allocation under stochastic interest rate with regime switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
Saved in:
3
Optimal reinsurance policies with two reinsurers in continuous time
Meng, Hui
;
Zhou, Ming
;
Siu, Tak Kuen
- In:
Economic modelling
59
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011647797
Saved in:
4
A large CVaR-based portfolio selection model with weight constraints
Xu, Qifa
;
Zhou, Yingying
;
Jiang, Cuixia
;
Yu, Keming
; …
- In:
Economic modelling
59
(
2016
),
pp. 436-447
Persistent link: https://www.econbiz.de/10011647901
Saved in:
5
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
Saved in:
6
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
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