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
~subject:"Portfolio-Management"
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
Calibrating the Black-Derman-T...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
100
Theory
100
Portfolio selection
43
Risikomanagement
28
Risk management
28
Reinsurance
22
Risikomodell
22
Risk model
22
Rückversicherung
21
Option pricing theory
20
Optionspreistheorie
20
Risikomaß
18
Risk measure
18
Derivat
17
Derivative
17
Hedging
15
CAPM
14
Mortality
14
Risiko
14
Risk
14
Sterblichkeit
14
Agrarversicherung
12
Agricultural insurance
12
Forecasting model
10
Insurance
10
Prognoseverfahren
10
Capital income
8
Economics of insurance
8
Kapitaleinkommen
8
Multivariate Verteilung
8
Multivariate distribution
8
Option trading
8
Optionsgeschäft
8
USA
8
United States
8
Versicherungsökonomik
8
Weather
8
Wetter
8
Measurement
7
more ...
less ...
Online availability
All
Undetermined
18
Free
12
Type of publication
All
Article
30
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
43
Author
All
Tan, Ken Seng
19
Boyle, Phelim P.
16
Tian, Weidong
10
Weng, Chengguo
6
Cong, Jianfa
3
Jiang, Ruihong
3
Uppal, Raman
3
Wang, Tan
3
Yang, Fan
3
Chen, Xianzhe
2
Chi, Yichun
2
Cui, Hengxin
2
Garlappi, Lorenzo
2
Jiang, Julia
2
Lin, Yijia
2
Liu, Jun
2
Liu, Kai
2
Tian, Ruilin
2
Wirjanto, Tony S.
2
Yu, Jifeng
2
Zeng, Xudong
2
Zhang, Jinggong
2
Zhang, Jingong
2
Bernard, Carole
1
Chen Zhou
1
Fan, Qi
1
Fang, Mingyu
1
Feng, Shui
1
Guo, Danqiao
1
Huang, Yuxia
1
Imai, Junichi
1
Ji, Liuyan
1
Jiang, Junya
1
Kolkiewicz, Adam
1
Li, Bin
1
Li, Zhongfei
1
Lin, Xiaodong
1
Lu, Yueliang Jacques
1
Ng, Kai-Wang
1
Puspita, Dila
1
more ...
less ...
Institution
All
Institute of Finance and Accounting <London>
1
Judge Institute of Management Studies
1
Published in...
All
Insurance / Mathematics & economics
5
North American actuarial journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advances in futures and options research : a research annual
1
Annals of finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / Centre for Economic Policy Research
1
European journal of operational research : EJOR
1
Financial engineering
1
IFA working paper
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of Islamic accounting and business research
1
Journal of economic theory
1
Journal of financial engineering
1
Journal of risk
1
Journal of sustainable finance & investment
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Pacific-Basin finance journal
1
Scandinavian actuarial journal
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
The journal of investing
1
The journal of investment strategies
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio management with constraints
Boyle, Phelim P.
;
Tian, Weidong
- In:
Mathematical finance : an international journal of …
17
(
2007
)
3
,
pp. 319-343
Persistent link: https://www.econbiz.de/10003626539
Saved in:
2
Large deviation techniques and financial applications
Boyle, Phelim P.
;
Feng, Shui
;
Tian, Weidong
- In:
Financial engineering
,
(pp. 971-1000)
.
2008
Persistent link: https://www.econbiz.de/10003567865
Saved in:
3
Contingent capital as an asset class
Tian, Weidong
- In:
The journal of investing
23
(
2014
)
1
,
pp. 98-106
Persistent link: https://www.econbiz.de/10011312851
Saved in:
4
Downside risk management of a defined benefit plan considering longevity basis risk
Lin, Yijia
;
Tan, Ken Seng
;
Tian, Ruilin
;
Yu, Jifeng
- In:
North American actuarial journal
18
(
2014
)
1
,
pp. 68-86
Persistent link: https://www.econbiz.de/10011339021
Saved in:
5
Sustainable portfolio management under climate change
Fang, Mingyu
;
Tan, Ken Seng
;
Wirjanto, Tony S.
- In:
Journal of sustainable finance & investment
9
(
2019
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012174982
Saved in:
6
Optimal hedging with basis risk under mean-variance criterion
Zhang, Jingong
;
Tan, Ken Seng
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011740687
Saved in:
7
Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection
Li, Zhongfei
;
Ng, Kai-Wang
;
Tan, Ken Seng
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 951-966
Persistent link: https://www.econbiz.de/10003380306
Saved in:
8
Markowitz-based Shariah compliant portfolio model with stochastic purification and probabilistic compliance screening constraints
Puspita, Dila
;
Kolkiewicz, Adam
;
Tan, Ken Seng
- In:
Journal of Islamic accounting and business research
14
(
2023
)
8
,
pp. 1300-1323
Persistent link: https://www.econbiz.de/10014452394
Saved in:
9
Diversification in catastrophe insurance markets
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
3
,
pp. 753-778
Persistent link: https://www.econbiz.de/10012656726
Saved in:
10
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
