//--> //--> //--> //-->
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:"European journal of operational research : EJOR"
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
Asset and liability management...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
9
Theory
9
Portfolio selection
7
Portfolio-Management
7
Mathematical programming
6
Mathematische Optimierung
6
Risiko
3
Risk
3
Stochastic process
3
Stochastischer Prozess
3
Cointegration
2
Erwartungsnutzen
2
Expected utility
2
Finance
2
Kointegration
2
Martingal
2
Martingale
2
Martingale approach
2
Nichtlineare Optimierung
2
Nonlinear programming
2
Business policy
1
Commodity derivative
1
Conditional value at risk
1
Constraint
1
Correlation
1
Crash risk
1
Derivat
1
Derivative
1
Dynamic mean-risk portfolio selection
1
Dynamic programming
1
Dynamische Optimierung
1
Einzelhandel
1
Estimation theory
1
Exercise boundary
1
Expected utility maximization
1
Financial market
1
Finanzmarkt
1
Insurance
1
Integer programming
1
Interest rate
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Undetermined
8
Author
All
Li, Duan
16
Chiu, Mei Choi
5
Wong, Hoi Ying
5
Sun, Xiaoling
4
Yan, Houmin
3
Biswal, M.P.
2
Choi, Tsan-Ming
2
Cui, Xueting
2
Gao, Jianjun
2
Li, Donghui
2
Li, Yingjie
2
Wu, Baiyi
2
Xia, Yong
2
Zhao, Jing
2
Zheng, Xiaojin
2
Zhu, Shushang
2
Biswal, N.P.
1
Chen, Kexin
1
Choi, Tsan-Ming (Jason)
1
Cui, Xiangyu
1
Hsia, Yong
1
Jiang, Rujun
1
Li, Xun
1
Li, Zhongfei
1
Sheu, Ruey-Lin
1
Sheu, Ruey-lin
1
Wang, Ling
1
Xiong, Yan
1
Yang, Jian-Bo
1
Yao, Haixiang
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Journal of economic dynamics & control
11
European Journal of Operational Research
10
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Insurance / Mathematics & economics
7
Operations research letters
7
Mathematics of operations research
5
Journal of banking & finance
4
Papers / arXiv.org
4
INFORMS journal on computing : JOC
3
Insurance: Mathematics and Economics
3
Journal of Economic Dynamics and Control
3
Mathematical Finance
3
The journal of computational finance
3
Annals of operations research
2
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
2
Computational Optimization and Applications
2
Journal of Banking & Finance
2
Journal of Global Optimization
2
Journal of risk
2
Journal of the Operational Research Society : OR
2
Omega : the international journal of management science
2
Operations research
2
Risk analysis : an international journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Computational optimization and applications : an international journal
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Economic modelling
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
IMA journal of management mathematics
1
International Journal of Production Economics
1
International journal of production economics
1
Journal of economic theory
1
Journal of infrastructure systems
1
Journal of the Operational Research Society
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Omega
1
Operations research : the journal of the Operations Research Society of America
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
OLC EcoSci
8
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Commodity derivatives pricing with cointegration and stochastic covariances
Chiu, Mei Choi
;
Wong, Hoi Ying
;
Zhao, Jing
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 476-486
Persistent link: https://www.econbiz.de/10011338124
Saved in:
2
Mean-variance asset-liability management : cointegrated assets and insurance liability
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
223
(
2012
)
3
,
pp. 785-793
Persistent link: https://www.econbiz.de/10009656135
Saved in:
3
Dynamic safety first expected utility model
Chiu, Mei Choi
;
Wong, Hoi Ying
;
Zhao, Jing
- In:
European journal of operational research : EJOR
271
(
2018
)
1
,
pp. 141-154
Persistent link: https://www.econbiz.de/10011882786
Saved in:
4
Optimal expansion of business opportunity
Wang, Ling
;
Chen, Kexin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
309
(
2023
)
1
,
pp. 432-445
Persistent link: https://www.econbiz.de/10014290583
Saved in:
5
Mean–variance asset–liability management: Cointegrated assets and insurance liability
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
223
(
2012
)
3
,
pp. 785-794
Persistent link: https://www.econbiz.de/10010023405
Saved in:
6
Mean-variance analysis of a single supplier and retailer supply chain under a returns policy
Choi, Tsan-Ming
;
Li, Duan
;
Yan, Houmin
- In:
European journal of operational research : EJOR
184
(
2008
)
1
,
pp. 356-376
Persistent link: https://www.econbiz.de/10003768218
Saved in:
7
Improved estimation of duality gap in binary quadratic programming using a weighted distance measure
Xia, Yong
;
Sheu, Ruey-lin
;
Sun, Xiaoling
;
Li, Duan
- In:
European journal of operational research : EJOR
218
(
2012
)
2
,
pp. 351-357
Persistent link: https://www.econbiz.de/10009505414
Saved in:
8
Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
Zheng, Xiaojin
;
Sun, Xiaoling
;
Li, Duan
;
Cui, Xueting
- In:
European journal of operational research : EJOR
221
(
2012
)
1
,
pp. 38-48
Persistent link: https://www.econbiz.de/10009553172
Saved in:
9
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Li, Yingjie
;
Zhu, Shushang
;
Li, Donghui
;
Li, Duan
- In:
European journal of operational research : EJOR
228
(
2013
)
3
,
pp. 556-570
Persistent link: https://www.econbiz.de/10009758081
Saved in:
10
Optimal muli-period mean-variance policy under no-shorting constraint
Cui, Xiangyu
;
Gao, Jianjun
;
Li, Xun
;
Li, Duan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 459-468
Persistent link: https://www.econbiz.de/10010356724
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->