//--> //--> //-->
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:"Working paper series"
subject:"Portfolio-Management"
~isPartOf:"Economic modelling"
~person:"Ba, Shusong"
~person:"Yao, Haixiang"
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-Management
Theorie
7
Theory
7
Portfolio selection
5
Dynamic programming
3
Dynamische Optimierung
3
Mathematical programming
2
Mathematische Optimierung
2
Multi-period mean-variance model
2
Regime switching
2
Uncertain time-horizon
2
Alpha
1
Beliefs evolution
1
CAPM
1
Cash Flow
1
Cash flow
1
Continuous time mean-variance
1
Diversification
1
Efficient frontier
1
Erwartungsbildung
1
Expectation formation
1
Externalities
1
Externality
1
Externer Effekt
1
First domino
1
Hamilton-Jacobi-Bellman equation
1
Hedge fund
1
Hedgefonds
1
Heterogeneous agent model
1
Heterogeneous expectation
1
High-water mark
1
House price volatility
1
Immobilienpreis
1
Leistungsanreiz
1
Liquidation risk
1
Manager's effort
1
Mean-variance
1
Multiple risky assets
1
No risk-free asset
1
Performance incentive
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Ba, Shusong
Yao, Haixiang
Gay, Roger
5
Prigent, Jean-Luc
5
Dempster, Michael A. H.
4
Yang, Chunpeng
4
Hlawatsch, Stefan
3
Reichling, Peter
3
Siu, Tak Kuen
3
Zeng, Yan
3
Chen, Shumin
2
Evstigneev, Igor V.
2
Jawadi, Fredj
2
Jiang, Cuixia
2
Kennedy, Richard
2
Ma, Guiyuan
2
Medova, E. A.
2
Schenk-Hoppé, K. R.
2
Sheng, Jiliang
2
Siu, Chi Chung
2
Wu, Huiling
2
Xu, Qifa
2
Yang, Jun
2
Yu, Keming
2
Zhang, Wei-guo
2
Zhang, Xili
2
Zhou, Jian
2
Zhu, Song-Ping
2
Abbas, Qaisar
1
Abid, Ilyes
1
Ali Shah, Syed Zulfiqar
1
Amédée-Manesme, Charles-Olivier
1
An, Yunbi
1
Andrieş, Alin Marius
1
Arbeleche, S.
1
Artis, Michael J.
1
Ayub, Usman
1
Bagliano, Fabio C.
1
Bahaji, Hamza
1
Bai, Manying
1
more ...
less ...
Published in...
All
Working paper series
Economic modelling
Insurance / Mathematics & economics
6
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of the Operational Research Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal effort under high-water mark contracts
Zhao, Li
;
Huang, Wenli
;
Ba, Shusong
- In:
Economic modelling
68
(
2018
),
pp. 599-610
Persistent link: https://www.econbiz.de/10011936152
Saved in:
2
Mean-variance portfolio selection with only risky assets under regime switching
Zhang, Miao
;
Chen, Ping
;
Yao, Haixiang
- In:
Economic modelling
62
(
2017
),
pp. 35-42
Persistent link: https://www.econbiz.de/10011813158
Saved in:
3
Multi-period Markowitz's mean-variance portfolio selection with state-dependent exit probability
Wu, Huiling
;
Zeng, Yan
;
Yao, Haixiang
- In:
Economic modelling
36
(
2014
),
pp. 69-78
Persistent link: https://www.econbiz.de/10010412027
Saved in:
4
Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
Saved in:
5
Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang
;
Zeng, Yan
;
Chen, Shumin
- In:
Economic modelling
30
(
2013
),
pp. 492-500
Persistent link: https://www.econbiz.de/10009708888
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->