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Low-volatility cycles : the influence of valuation and momentum on low-volatility portfolios
Garcia-Feijóo, Luis; Kochard, Lawrence; Sullivan, Rodney N. - In: Financial analysts' journal : FAJ 71 (2015) 3, pp. 47-60
Persistent link: https://www.econbiz.de/10011283147
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Risk-based dynamic asset allocation with extreme tails and correlations
Wang, Peng; Sullivan, Rodney N.; Ge, Yizhi - In: The journal of portfolio management : a publication of … 38 (2012) 4, pp. 26-42
Persistent link: https://www.econbiz.de/10009669596
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Using a Z-score approach to combine value and momentum in tactical asset allocation
Wang, Peng; Kochard, Larry - In: The journal of wealth management 15 (2012/13) 1, pp. 52-71
Persistent link: https://www.econbiz.de/10009551723
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Liquidity-driven dynamic asset allocation
Xiong, James X.; Sullivan, Rodney N.; Wang, Peng - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 102-111
Persistent link: https://www.econbiz.de/10009750747
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Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
Wang, Suxin; Lu, Yi - In: Insurance / Mathematics & economics 89 (2019), pp. 46-62
Persistent link: https://www.econbiz.de/10012133507
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Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process
Liang, Xiaoqing; Lu, Yi - In: Insurance / Mathematics & economics 77 (2017), pp. 119-132
Persistent link: https://www.econbiz.de/10011783928
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Analysis of survivorship life insurance portfolios with stochastic rates of return
Chen, Li; Lin, Luyao; Lu, Yi; Parker, Gary - In: Insurance / Mathematics & economics 75 (2017), pp. 16-31
Persistent link: https://www.econbiz.de/10011740696
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Optimal investment strategies and intergenerational risk sharing for target benefit pension plans
Wang, Suxin; Lu, Yi; Sanders, Barbara - In: Insurance / Mathematics & economics 80 (2018), pp. 1-14
Persistent link: https://www.econbiz.de/10011872903
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Redistribution in collective pension arrangements without a sponsor guarantee : hidden versus explicit risk transactions
Yi, Lu; Sanders, Barbara; Bégin, Jean-François - In: Journal of pension economics and finance : JPEF 21 (2022) 2, pp. 260-293
Persistent link: https://www.econbiz.de/10013166078
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Wealth fluctuations and investment in risky assets : the UK micro evidence on households asset allocation
Payá, Ivan; Wang, Peng - In: Journal of empirical finance 38 (2016), pp. 221-235
Persistent link: https://www.econbiz.de/10011663298