//--> //--> //--> //-->
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:"Portfolio-Management"
subject:"Stochastischer Prozess"
~person:"Sethi, Suresh"
~person:"Wong, Hoi Ying"
~type_genre:"Aufsatz in Zeitschrift"
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
Stochastischer Prozess
Theorie
29
Theory
29
Portfolio selection
17
Stochastic process
8
Cointegration
7
Kointegration
7
Mortality
6
Sterblichkeit
6
Hedging
5
CAPM
4
Option pricing theory
4
Optionspreistheorie
4
Risiko
4
Risk
4
Time consistency
4
Time-inconsistency
4
Zeitkonsistenz
4
Erwartungsnutzen
3
Expected utility
3
Mean-variance
3
Risikoaversion
3
Risk aversion
3
Robust statistics
3
Robustes Verfahren
3
Analysis
2
Analysis of variance
2
Correlation
2
Currency option
2
Decision under uncertainty
2
Devisenoption
2
Entscheidung unter Unsicherheit
2
Korrelation
2
Lebensversicherung
2
Life insurance
2
Long-range dependence
2
Mathematical analysis
2
Mean reversion
2
Risikomanagement
2
more ...
less ...
Online availability
All
Undetermined
12
Free
1
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
20
Language
All
English
20
Author
All
Sethi, Suresh
Wong, Hoi Ying
Fabozzi, Frank J.
46
Escudero, Laureano F.
35
Wong, Wing Keung
31
Korn, Ralf
30
Escobar, Marcos
29
Li, Duan
25
Zagst, Rudi
23
Prigent, Jean-Luc
22
Siu, Tak Kuen
22
Gendreau, Michel
21
Markowitz, Harry
20
Phillips, Peter C. B.
20
Platen, Eckhard
20
McAleer, Michael
19
Chen, Zhiping
18
Forsyth, Peter A.
18
Gollier, Christian
18
Jarrow, Robert A.
18
Post, Thierry
18
Wang, Ruodu
17
Li, Zhongfei
16
Lioui, Abraham
16
Račev, Svetlozar T.
16
Gouriéroux, Christian
15
Levy, Haim
15
Rüschendorf, Ludger
15
Schenk-Hoppé, Klaus Reiner
15
Shapiro, Alexander
15
Vanduffel, Steven
15
Yao, Haixiang
15
Young, Virginia R.
15
Zhou, Guofu
15
Bayraktar, Erhan
14
Bertsimas, Dimitris
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Dai, Min
14
Jeanblanc, Monique
14
Kraft, Holger
14
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
5
European journal of operational research : EJOR
3
IMA journal of management mathematics
2
Operations research letters
2
The journal of futures markets
2
Economic modelling
1
Finance and stochastics
1
Finance research letters
1
Mathematics and financial economics
1
Quantitative finance
1
Scandinavian actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Scandinavian actuarial journal
2023
(
2023
)
2
,
pp. 123-152
Persistent link: https://www.econbiz.de/10014325034
Saved in:
2
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
Saved in:
3
Efficient social distancing during the COVID-19 pandemic : integrating economic and public health considerations
Chen, Kexin
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
304
(
2023
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10013454174
Saved in:
4
Pairs trading under delayed cointegration
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1627-1648
Persistent link: https://www.econbiz.de/10013367938
Saved in:
5
Volterra mortality model : actuarial valuation and risk management with long-range dependence
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012482737
Saved in:
6
Robust state-dependent mean-variance portfolio selection : a closed-loop approach
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 529-561
Persistent link: https://www.econbiz.de/10012585986
Saved in:
7
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
Saved in:
8
Lasso-based simulation for high-dimensional multi-period portfolio optimization
Li, Zhongyu
;
Tsang, Ka Ho
;
Wong, Hoi Ying
- In:
IMA journal of management mathematics
31
(
2020
)
3
,
pp. 257-280
Persistent link: https://www.econbiz.de/10012258670
Saved in:
9
Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility
Yan, Tingjin
;
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 699-724
Persistent link: https://www.econbiz.de/10012321867
Saved in:
10
A linear programming model for selection of sparse high-dimensional multiperiod portfolios
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 754-771
Persistent link: https://www.econbiz.de/10011987586
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->