//--> //--> //-->
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:"Risk"
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
Risk
Theorie
67
Theory
67
Portfolio selection
66
Portfolio-Management
62
Mathematical programming
21
Mathematische Optimierung
21
Cointegration
13
Time consistency
13
Zeitkonsistenz
13
Kointegration
10
Stochastic process
10
Stochastischer Prozess
10
Risikomanagement
9
Risikomaß
9
Risk management
9
Risk measure
9
Prospect theory
7
Risiko
7
Risikoaversion
7
Risk aversion
7
Anlageverhalten
6
Behavioural finance
6
Mortality
6
Prospect Theory
6
Sterblichkeit
6
Capital income
5
Experiment
5
Kapitaleinkommen
5
Option pricing theory
5
Optionspreistheorie
5
Dynamic programming
4
Dynamische Optimierung
4
Erwartungsnutzen
4
Expected utility
4
Option trading
4
Optionsgeschäft
4
Bounded rationality
3
Conditional value-at-risk
3
Correlation
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Chiu, Mei Choi
4
Wong, Hoi Ying
4
Li, Duan
3
Zhu, Shushang
2
Gao, Jianjun
1
Jin, Xiaodong
1
Li, Donghui
1
Li, Yingjie
1
Wong, Tat Wing
1
Xiong, Yan
1
Zhao, Jing
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
3
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
Operations research letters
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
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 investment for insurers with correlation risk : risk aversion and investment horizon
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
IMA journal of management mathematics
29
(
2018
)
2
,
pp. 207-227
Persistent link: https://www.econbiz.de/10011888612
Saved in:
5
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:
6
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun
;
Xiong, Yan
;
Li, Duan
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
Saved in:
7
A robust set-valued scenario approach for handling modeling risk in portfolio optimization
Zhu, Shushang
;
Jin, Xiaodong
;
Li, Duan
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 11-40
Persistent link: https://www.econbiz.de/10011480704
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->