Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Cointegration"
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
Cointegration
Portfolio selection
67
Theorie
64
Theory
64
Portfolio-Management
63
Mathematical programming
21
Mathematische Optimierung
21
Time consistency
14
Zeitkonsistenz
14
Kointegration
11
Risikomaß
11
Risk measure
11
Stochastic process
11
Stochastischer Prozess
11
Prospect theory
10
Risikomanagement
10
Risk management
10
Prospect Theory
9
Risiko
8
Risikoaversion
8
Risk
8
Risk aversion
8
Risikomodell
7
Risk model
7
Anlageverhalten
6
Behavioural finance
6
Mortality
6
Option pricing theory
6
Optionspreistheorie
6
Sterblichkeit
6
Option trading
5
Optionsgeschäft
5
Capital income
4
Derivat
4
Derivative
4
Dynamic programming
4
Dynamische Optimierung
4
Kapitaleinkommen
4
Bounded rationality
3
Conditional value-at-risk
3
more ...
less ...
Online availability
All
Undetermined
7
Free
1
Type of publication
All
Article
13
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
11
Undetermined
3
Author
All
Chiu, Mei Choi
14
Wong, Hoi Ying
14
Wong, Tat Wing
3
Chen, Kexin
1
Kwok, Kai Yin
1
Yan, Tingjin
1
Zhao, Jing
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
3
European journal of operational research : EJOR
2
Insurance: Mathematics and Economics
2
Operations research letters
2
European Journal of Operational Research
1
Journal of economic dynamics & control
1
Quantitative finance
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
RePEc
3
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mean–variance portfolio selection of cointegrated assets
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Journal of economic dynamics & control
35
(
2011
)
8
,
pp. 1369-1385
Persistent link: https://www.econbiz.de/10009241386
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
Mean-variance principle of managing cointegrated risky assets and random liabilities
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Operations research letters
41
(
2013
)
1
,
pp. 98-106
Persistent link: https://www.econbiz.de/10009720178
Saved in:
4
Optimal investment for an insurer with cointegrated assets : CRRA utility
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 52-64
Persistent link: https://www.econbiz.de/10009719005
Saved in:
5
Time-consistent mean-variance hedging of longevity risk : effect of cointegration
Wong, Tat Wing
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 56-67
Persistent link: https://www.econbiz.de/10010385032
Saved in:
6
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:
7
Managing mortality risk with longevity bonds when mortality rates are cointegrated
Wong, Tat Wing
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 987-1023
Persistent link: https://www.econbiz.de/10011749231
Saved in:
8
Demand for longevity securities under relative performance concerns : stochastic differential games with cointegration
Kwok, Kai Yin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 353-366
Persistent link: https://www.econbiz.de/10011630877
Saved in:
9
Robust dynamic pairs trading with cointegration
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Operations research letters
46
(
2018
)
2
,
pp. 225-232
Persistent link: https://www.econbiz.de/10011824890
Saved in:
10
Pairs trading under delayed cointegration
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1627-1648
Persistent link: https://www.econbiz.de/10013367938
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
