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subject:"Kreditgeschäft"
subject:"Portfolio-Management"
~person:"Chen, Zhiping"
~type_genre:"Article in journal"
~type_genre:"Glossary included"
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Kreditgeschäft
Portfolio-Management
Risikomanagement
6
Risk management
6
Theorie
6
Theory
6
Portfolio selection
5
Risiko
5
Risk
5
Risikomaß
4
Risk measure
4
Measurement
3
Messung
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Multi-period risk measure
2
Distributionally robust optimization
1
Dynamic portfolio selection
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Dynamic programming
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Dynamische Optimierung
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Generalized convex multi-period risk measure
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Investitionsentscheidung
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Investment analysis
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Investment decision
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Markov chain
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Markov-Kette
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Mathematical programming
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Mathematische Optimierung
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Multi-period investment decision
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Nichtlineare Regression
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Nonlinear regression
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Regime switching
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Reinsurance
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Robust statistics
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Robustes Verfahren
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Rückversicherung
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Scenario tree
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Scenario tree generation approach
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Article in journal
Glossary included
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English
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Chen, Zhiping
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
Tan, Ken Seng
7
Yang, Fan
7
Baptista, Alexandre M.
6
Bhansali, Vineer
6
Chen, An
6
Jacobs, Michael <Jr.>
6
Kakushadze, Zura
6
Martellini, Lionel
6
Righi, Marcelo Brutti
6
Zhu, Shushang
6
Godin, Frédéric
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
Nguyen, Thai
4
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China finance review international
1
European journal of operational research : EJOR
1
IMA journal of management mathematics
1
Journal of banking & finance
1
Top : transactions in operations research
1
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ECONIS (ZBW)
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1
Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework
Yang, Peng
;
Chen, Zhiping
- In:
IMA journal of management mathematics
34
(
2023
)
4
,
pp. 661-694
Persistent link: https://www.econbiz.de/10014389017
Saved in:
2
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching
Liu, Jia
;
Chen, Zhiping
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 373-385
Persistent link: https://www.econbiz.de/10011813114
Saved in:
3
Composite time-consistent multi-period risk measure and its application in optimal portfolio selection
Chen, Zhiping
;
Liu, Jia
;
Li, Gang
;
Yan, Zhe
- In:
Top : transactions in operations research
24
(
2016
)
3
,
pp. 515-540
Persistent link: https://www.econbiz.de/10011671484
Saved in:
4
Multi-period investment decision problem based on time consistent generalized convex risk measure and extremum scenarios
Li Yang
;
Chen, Zhiping
;
Hu, Qianhui
- In:
China finance review international
4
(
2014
)
4
,
pp. 360-384
Persistent link: https://www.econbiz.de/10011339001
Saved in:
5
Two-sided coherent risk measures and their application in realistic portfolio optimization
Chen, Zhiping
;
Wang, Yi
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2667-2673
Persistent link: https://www.econbiz.de/10003796150
Saved in:
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