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Portfolio-Management
Asset pricing
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asset pricing
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Zaremba, Adam
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Weigert, Florian
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Post, Thierry
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Gollier, Christian
5
Grobys, Klaus
5
Hu, Duni
5
Wang, Hailong
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Dindo, Pietro
4
Liang, Zongxia
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Ormos, Mihály
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Ruenzi, Stefan
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Chabi-Yo, Fousseni
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Dapena, José P.
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Dreyer, Johannes Kabderian
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Guan, Guohui
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Huggenberger, Markus
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Kan, Raymond
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Long, Huaigang
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Muralidhar, Arun S.
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Seiferling, Thomas
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Seifried, Frank Thomas
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Smith, William T.
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Umutlu, Mehmet
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Wang, Yan
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Alhenawi, Yasser
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Almeida, Caio
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Arvanitis, Stelios
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Bengoa, Dolores S.
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Bianchi, Robert
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Blitz, David
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Bornholt, Graham
2
Botshekan, Mahmoud
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Božović, Miloš
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Buchner, Axel
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Bóta, Gábor
2
Cheng, Fengchao
2
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Journal of banking & finance
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Finance research letters
14
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Journal of empirical finance
9
Discussion papers / CEPR
8
Journal of financial economics
8
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8
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International review of financial analysis
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Journal of investment management : JOIM
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The European journal of finance
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Economic modelling
4
International review of economics & finance : IREF
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3
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European financial management : the journal of the European Financial Management Association
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Financial markets and portfolio management
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International Journal of Financial Studies : open access journal
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International journal of theoretical and applied finance
3
Investment management and financial innovations
3
Journal of international money and finance
3
LEM working paper series
3
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3
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3
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3
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
2
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2
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2
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ECONIS (ZBW)
379
EconStor
8
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1
Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia
;
Ma, Ming
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
Saved in:
2
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 99-109
Persistent link: https://www.econbiz.de/10010515914
Saved in:
3
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 105-115
Persistent link: https://www.econbiz.de/10010366200
Saved in:
4
Modeling a dynamic portfolio for pension plans in emerging markets with myopic and nonmyopic behavior
Pimentel, Livia F.
;
Santiago, Leonardo P.
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 14-26
Persistent link: https://www.econbiz.de/10011561376
Saved in:
5
Valuing customer portfolios with endogenous mass and direct marketing interventions using a stochastic dynamic programming decomposition
Esteban-Bravo, Mercedes
;
Vidal-Sanz, Jose M.
;
Yildirim, …
- In:
Marketing science : the marketing journal of the …
33
(
2014
)
5
,
pp. 621-640
Persistent link: https://www.econbiz.de/10010468418
Saved in:
6
Optimal management of DC pension plan in stochastic interest rate and stochastic volatility framework
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 58-66
Persistent link: https://www.econbiz.de/10010402734
Saved in:
7
Dynamic hedging in incomplete markets using risk measures
Gaillardetz, Patrice
;
Hachem, Saeb
- In:
IMA journal of management mathematics
33
(
2022
)
2
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012798787
Saved in:
8
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
9
Optimal trading strategies with limit orders
Agliardi, Rossella
;
Gençay, Ramazan
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011686803
Saved in:
10
Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan
Wang, Suxin
;
Wang, Peiqi
;
Zhang, Shuhua
- In:
IMA journal of management mathematics
34
(
2023
)
2
,
pp. 383-414
Persistent link: https://www.econbiz.de/10014313755
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