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
~isPartOf:"Economic modelling"
~person:"Prigent, Jean-Luc"
~person:"Yao, Haixiang"
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
Quality expectations, reputati...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
10
Theory
10
Portfolio selection
9
Portfolio-Management
9
Dynamic programming
3
Dynamische Optimierung
3
Portfolio optimization
3
Ambiguity
2
Derivat
2
Derivative
2
Mathematical programming
2
Mathematische Optimierung
2
Multi-period mean-variance model
2
Regime switching
2
Risiko
2
Risikoaversion
2
Risk
2
Risk aversion
2
Uncertain time-horizon
2
Volatility
2
Volatilität
2
Anleihe
1
Beliefs evolution
1
Bond
1
CAPM
1
Capital income
1
Cash Flow
1
Cash flow
1
Compensating variation
1
Continuous time mean-variance
1
Decision under uncertainty
1
Efficient frontier
1
Entscheidung unter Unsicherheit
1
Erwartungsbildung
1
Expectation formation
1
Financial derivatives
1
Financial equilibrium
1
Financial market
1
Finanzmarkt
1
Hamilton-Jacobi-Bellman equation
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Conference paper
1
Konferenzbeitrag
1
Language
All
English
10
Author
All
Prigent, Jean-Luc
Yao, Haixiang
Afonso, Oscar
11
Anwar, Sajid
9
Chaudhuri, Sarbajit
8
Kit, Pong Wong
8
Yang, Chunpeng
7
Hertel, Thomas W.
6
Pisani, Massimiliano
6
Caporale, Guglielmo Maria
5
Gupta, Manash Ranjan
5
Hall, Stephen G.
5
Lahiri, Radhika
5
Marjit, Sugata
5
Minford, Patrick
5
Nijkamp, Peter
5
Sarkar, Biswajit
5
Semmler, Willi
5
Tamai, Toshiki
5
Yoon, Gawon
5
Zhou, Yu
5
Arouri, Mohamed
4
Beladi, Hamid
4
Bucci, Alberto
4
Butter, Frank A. G. den
4
Bárcena Ruiz, Juan Carlos
4
Ftiti, Zied
4
Gil, Pedro Mazeda
4
Gil-Alaña, Luis A.
4
Jawadi, Fredj
4
Jiang, Cuixia
4
Kim, Jeong-yoo
4
Kolasa, Marcin
4
Levaggi, Rosella
4
Li, Changying
4
Sequeira, Tiago Neves
4
Siu, Tak Kuen
4
Spyromitros, Eleftherios
4
Xiong, Xiong
4
Xu, Qifa
4
more ...
less ...
Published in...
All
Economic modelling
Insurance / Mathematics & economics
7
Finance : revue de l'Association Française de Finance
5
Computational economics
4
European journal of operational research : EJOR
4
International journal of business
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
29th International Conference of the French Finance Association (AFFI) 2012
2
International journal of theoretical and applied finance
2
Journal of empirical finance
2
Chapman & Hall/CRC financial mathematics series
1
Decision making and risk/return optimization in financial economics
1
Discussion paper
1
Discussion paper series / LSE Financial Markets Group
1
Finance and stochastics
1
International Conference of the French Finance Association (AFFI), May 11-13, 2011
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of mathematical finance
1
Journal of the Operational Research Society
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Pacific-Basin finance journal
1
Proceedings of the
1
Research paper / International Center for Financial Asset Management and Engineering
1
Risk management decisions and value under uncertainty
1
Risk management decisions and wealth management in financial economics
1
Springer Finance
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
The journal of futures markets
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang
;
Zeng, Yan
;
Chen, Shumin
- In:
Economic modelling
30
(
2013
),
pp. 492-500
Persistent link: https://www.econbiz.de/10009708888
Saved in:
2
Optimal portfolio positioning under ambiguity
Ben Ameur, H.
;
Prigent, Jean-Luc
- In:
Economic modelling
34
(
2013
),
pp. 89-97
Persistent link: https://www.econbiz.de/10010361938
Saved in:
3
Multi-period Markowitz's mean-variance portfolio selection with state-dependent exit probability
Wu, Huiling
;
Zeng, Yan
;
Yao, Haixiang
- In:
Economic modelling
36
(
2014
),
pp. 69-78
Persistent link: https://www.econbiz.de/10010412027
Saved in:
4
Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
Saved in:
5
Optimal positioning in financial derivatives under mixture distributions
Hentati-Kaffel, R.
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 115-124
Persistent link: https://www.econbiz.de/10011645569
Saved in:
6
Equilibrium of financial derivative markets under portfolio insurance constraints
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 278-291
Persistent link: https://www.econbiz.de/10011645654
Saved in:
7
Real estate investment : market volatility and optimal holding period under risk aversion
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Economic modelling
58
(
2016
),
pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
Saved in:
8
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:
9
Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Mkaouar, Farid
;
Prigent, Jean-Luc
;
Abid, Ilyes
- In:
Economic modelling
67
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011813816
Saved in:
10
Heterogeneous expectation, beliefs evolution and house
price
volatility
Zhang, Hao
;
Huang, Yuyuan
;
Yao, Haixiang
- In:
Economic modelling
53
(
2016
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011641077
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
