//--> //--> //-->
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
isPartOf:"Journal of economic dynamics & control"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematics and financial economics"
~person:"Chiu, Mei Choi"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
5
Theory
5
Cointegration
3
Kointegration
3
Mortality
3
Portfolio-Management
3
Sterblichkeit
3
Hedging
2
Risikomanagement
2
Risk management
2
Stochastic mortality
2
Stochastic process
2
Stochastischer Prozess
2
Actuarial mathematics
1
Affine Volterra processes
1
Asset-liability management
1
BSDE
1
Basis risk
1
Bilanzstrukturmanagement
1
Correlation
1
Correlation risk
1
Demand
1
Demand of longevity bonds
1
Erwartungsnutzen
1
Expected utility
1
Korrelation
1
Lebensversicherung
1
Life insurance
1
Long-range dependence
1
Longevity risk
1
Longevity security market
1
Mean-variance criteria
1
Mean–variance hedging
1
Nachfrage
1
Nash equilibrium
1
Nash-Gleichgewicht
1
Nonzero sum games
1
Relative performance
1
Risiko
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Chiu, Mei Choi
Liang, Zongxia
12
Zeng, Yan
10
Li, Zhongfei
9
Guan, Guohui
6
Li, Danping
6
Mao, Tiantian
6
Yao, Haixiang
6
Young, Virginia R.
6
Koch Medina, Pablo
5
Lioui, Abraham
5
Munk, Claus
5
Rosazza Gianin, Emanuela
5
Wang, Ruodu
5
Wong, Hoi Ying
5
Branger, Nicole
4
Chen, Ping
4
Cvitanić, Jakša
4
Dhaene, Jan
4
Furman, Edward
4
Landsman, Zinoviy
4
Li, Bin
4
Rüschendorf, Ludger
4
Schenk-Hoppé, Klaus Reiner
4
Shen, Yang
4
Tang, Qihe
4
Yam, Sheung Chi Phillip
4
Zhao, Hui
4
Bayraktar, Erhan
3
Bellini, Fabio
3
Chen, An
3
Chen, Zhiping
3
Cossette, Hélène
3
Farkas, Walter
3
Gan, Guojun
3
Gu, Ailing
3
Guillén, Montserrat
3
Huang, Chi-fu
3
Jarrow, Robert A.
3
Kraft, Holger
3
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Insurance / Mathematics & economics
Mathematics and financial economics
Operations research letters
2
Economic modelling
1
European journal of operational research : EJOR
1
IMA journal of management mathematics
1
Quantitative finance
1
Scandinavian actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Mean-variance asset-liability management with asset correlation risk and insurance liabilities
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 300-310
Persistent link: https://www.econbiz.de/10010469984
Saved in:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->