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type_genre:"Article in journal"
type_genre:"Kongressschrift"
~person:"Chen, Zhiping"
~subject:"Asymmetrische Information"
~subject:"Portfolio-Management"
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Asymmetrische Information
Portfolio-Management
Theorie
26
Theory
26
Portfolio selection
14
Mathematical programming
8
Mathematische Optimierung
8
Risikomaß
7
Risk measure
7
Stochastic process
7
Stochastischer Prozess
7
Risiko
6
Risikomanagement
6
Risk
6
Risk management
6
Time consistency
6
Data envelopment analysis
5
Data-Envelopment-Analyse
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Zeitkonsistenz
5
Dynamic programming
4
Dynamische Optimierung
4
Measurement
4
Messung
4
Robust statistics
3
Robustes Verfahren
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Technical efficiency
3
Technische Effizienz
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data envelopment analysis
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ARCH model
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ARCH-Modell
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Markov chain
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Markov-Kette
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Multi-period risk measure
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Statistical distribution
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Statistische Verteilung
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Transaction costs
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directional distance function
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infeasibility
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super-efficiency
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Article in journal
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English
14
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Chen, Zhiping
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
26
Wong, Wing Keung
25
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Jarrow, Robert A.
18
Yannelis, Nicholas C.
18
Forsyth, Peter A.
17
Gollier, Christian
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Levy, Haim
16
Liu, Hong
16
Martimort, David
16
Post, Thierry
16
Brennan, Michael J.
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Yao, Haixiang
15
Cui, Xiangyu
14
Cvitanić, Jakša
14
Lien, Da-hsiang Donald
14
Rüschendorf, Ludger
14
Vanduffel, Steven
14
Zhou, Guofu
14
Detemple, Jérôme B.
13
Kwon, Roy H.
13
Liang, Zongxia
13
Postlewaite, Andrew
13
Sass, Jörn
13
Siu, Tak Kuen
13
Young, Virginia R.
13
Zeng, Yan
13
Bossaerts, Peter L.
12
Dai, Min
12
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OR spectrum : quantitative approaches in management
3
IMA journal of management mathematics
2
Insurance / Mathematics & economics
2
Applied economics
1
China finance review international
1
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Top : an official journal of the Spanish Society of Statistics and Operations Research
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ECONIS (ZBW)
14
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Optimal policy for a time consistent mean-variance model with regime switching
Li, Gang
;
Chen, Zhiping
;
Liu, Jia
- In:
IMA journal of management mathematics
27
(
2016
)
2
,
pp. 211-234
Persistent link: https://www.econbiz.de/10011567026
Saved in:
8
Composite time-consistent multi-period risk measure and its application in optimal portfolio selection
Chen, Zhiping
;
Liu, Jia
;
Li, Gang
;
Yan, Zhe
- In:
Top : an official journal of the Spanish Society of …
24
(
2016
)
3
,
pp. 515-540
Persistent link: https://www.econbiz.de/10011671484
Saved in:
9
Time-consistent investment policies in Markovian markets : a case of mean-variance analysis
Chen, Zhiping
;
Li, Gang
;
Zhao, Yonggan
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 293-316
Persistent link: https://www.econbiz.de/10010424358
Saved in:
10
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:
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