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type_genre:"Article in journal"
type_genre:"Kongressschrift"
~person:"Chen, Zhiping"
~person:"Platen, Eckhard"
~subject:"Portfolio-Management"
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Portfolio-Management
Theorie
59
Theory
59
Portfolio selection
29
Stochastic process
13
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13
Mathematical programming
8
Mathematische Optimierung
8
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Chen, Zhiping
Platen, Eckhard
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Forsyth, Peter A.
17
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17
Wong, Hoi Ying
17
Gollier, Christian
16
Post, Thierry
16
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Yao, Haixiang
15
Cui, Xiangyu
14
Cvitanić, Jakša
14
Rüschendorf, Ludger
14
Vanduffel, Steven
14
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13
Liang, Zongxia
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13
Siu, Tak Kuen
13
Zeng, Yan
13
Zhou, Guofu
13
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12
Guerard, John Baynard
12
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12
Li, Xun
12
Lo, Andrew W.
12
Maurer, Raimond
12
Račev, Svetlozar T.
12
Schenk-Hoppé, Klaus Reiner
12
Young, Virginia R.
12
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12
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Mathematical finance : an international journal of mathematics, statistics and financial theory
6
International journal of theoretical and applied finance
5
OR spectrum : quantitative approaches in management
3
Asia-Pacific financial markets
2
IMA journal of management mathematics
2
Insurance / Mathematics & economics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
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1
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ECONIS (ZBW)
29
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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
Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin
;
Zhu, Dan
;
Platen, Eckhard
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
Saved in:
3
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
4
Approximating the growth optimal portfolio and stock price bubbles
Platen, Eckhard
;
Rendek, Renata
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496905
Saved in:
5
Portfolio selection through Maslow's need hierarchy theory
Li, Zongxin
;
Chen, Zhiping
;
Hui, Yongchang
- In:
Applied economics
51
(
2019
)
4
,
pp. 364-372
Persistent link: https://www.econbiz.de/10012160546
Saved in:
6
Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping
;
Wang, Liyuan
;
Chen, Ping
;
Yao, Haixiang
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
Saved in:
7
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:
8
Dynamic network DEA approach with diversification to multi-period performance evaluation of funds
Lin, Ruiyue
;
Chen, Zhiping
;
Hu, Qianhui
;
Li, Zongxin
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
3
,
pp. 821-860
Persistent link: https://www.econbiz.de/10011707238
Saved in:
9
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
10
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
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