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subject:"Kreditgeschäft"
subject:"Portfolio-Management"
~person:"Baptista, Alexandre M."
~person:"Tan, Ken Seng"
~type_genre:"Article in journal"
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Kreditgeschäft
Portfolio-Management
Risikomanagement
21
Risk management
21
Theorie
16
Theory
16
Portfolio selection
13
Risikomaß
9
Risk measure
9
Reinsurance
6
Rückversicherung
6
Risiko
5
Risk
5
Hedging
4
Mortality
4
Risikomodell
4
Risk model
4
Sterblichkeit
4
Multivariate Verteilung
3
Multivariate distribution
3
Agrarversicherung
2
Agricultural insurance
2
Bank regulation
2
Bankenregulierung
2
Basel Accord
2
Basler Akkord
2
Benchmarking
2
Conditional value at risk
2
Statistical distribution
2
Statistische Verteilung
2
Tail risk
2
Weather
2
Wetter
2
reinsurance
2
ARCH model
1
ARCH-Modell
1
Altersvorsorge
1
Asymptotic analysis
1
Ausreißer
1
Bank risk
1
Bankrisiko
1
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Undetermined
6
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Article
13
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Article in journal
Aufsatz in Zeitschrift
13
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English
13
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Baptista, Alexandre M.
Tan, Ken Seng
Wang, Ruodu
12
Fabozzi, Frank J.
11
Hammoudeh, Shawkat
11
Mao, Tiantian
8
Alexander, Gordon J.
7
Guillén, Montserrat
7
Janabi, Mazin A. M. al
7
Yang, Fan
7
Bhansali, Vineer
6
Kakushadze, Zura
6
Martellini, Lionel
6
Righi, Marcelo Brutti
6
Zhu, Shushang
6
Chen, An
5
Chen, Zhiping
5
Godin, Frédéric
5
Jacobs, Michael <Jr.>
5
Li, Duan
5
Mensi, Walid
5
Mitra, Sovan
5
Regis, Luca
5
Rösch, Daniel
5
Rüschendorf, Ludger
5
Satchell, Stephen
5
Arora, Anju
4
Bernard, Carole
4
Boonen, Tim J.
4
Brandtner, Mario
4
Cossette, Hélène
4
Ghorbel, Ahmed
4
Härdle, Wolfgang
4
Kang, Sang Hoon
4
Karagozoglu, Ahmet K.
4
Lin, Yijia
4
Luciano, Elisa
4
Marceau, Etienne
4
McAleer, Michael
4
Pérez Amaral, Teodosio
4
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Insurance / Mathematics & economics
3
Journal of banking & finance
2
European journal of operational research : EJOR
1
Journal of economic dynamics & control
1
Journal of financial intermediation
1
Journal of monetary economics
1
Journal of risk
1
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
1
North American actuarial journal
1
Scandinavian actuarial journal
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ECONIS (ZBW)
13
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1
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
2
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
3
Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
Saved in:
4
Asymptotic analysis of portfolio diversification
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
;
Chen Zhou
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 302-325
Persistent link: https://www.econbiz.de/10013380569
Saved in:
5
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:
6
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:
7
Conditional value-at-risk-based optimal partial hedging
Cong, Jianfa
;
Tan, Ken Seng
;
Wang, Chengguo
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 49-83
Persistent link: https://www.econbiz.de/10013262926
Saved in:
8
Active portfolio management with benchmarking : a frontier based on alpha
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2185-2197
Persistent link: https://www.econbiz.de/10008737950
Saved in:
9
Stress testing by financial intermediaries : implications for portfolio selection and asset pricing
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of financial intermediation
18
(
2009
)
1
,
pp. 65-92
Persistent link: https://www.econbiz.de/10003813182
Saved in:
10
Reducing estimation risk in optimal portfolio selection when short sales are allowed
Alexander, Gordon J.
;
Baptista, Alexandre M.
;
Yan, Shu
- In:
Managerial and decision economics : MDE ; the …
30
(
2009
)
5
,
pp. 281-305
Persistent link: https://www.econbiz.de/10003869912
Saved in:
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