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type_genre:"Article in journal"
~person:"Yao, Haixiang"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regime switching"
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Nichtparametrisches Verfahren
Regime switching
Portfolio selection
21
Portfolio-Management
21
Theorie
15
Theory
15
Pension fund
6
Pensionskasse
6
Dynamic programming
5
Dynamische Optimierung
5
Estimation theory
4
Nonparametric statistics
4
Schätztheorie
4
Stochastic process
4
Stochastischer Prozess
4
Altersvorsorge
3
Defined contribution pension fund
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Markov chain
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Markov-Kette
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Mathematical programming
3
Mathematische Optimierung
3
Retirement provision
3
Aktienindex
2
CAPM
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Capital income
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Cash Flow
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Cash flow
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DC pension plan
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Efficient frontier
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Hamilton-Jacobi-Bellman equation
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Kapitaleinkommen
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Lower partial moment
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Mortality
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Mortality risk
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Multi-period mean-variance model
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Nonparametric kernel estimation
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Portfolio optimization
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Article in journal
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Yao, Haixiang
Yang, Hailiang
4
Chen, Ping
3
Huang, Jinbo
3
Li, Yong
3
Wu, Huiling
3
Živkov, Dejan
3
Ben Salah, Hanene
2
Casas, Isabel
2
Chang, Tsangyao
2
Haley, M. Ryan
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Li, Zhongfei
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2
Manić, Slavica
2
Scaillet, Olivier
2
Su, Xiaoshan
2
Vortelinos, Dimitrios I.
2
Wang, Chao
2
Zeng, Yan
2
Zhang, Miao
2
Zhang, Zhimin
2
Đurašković, Jasmina
2
Abid, Fathi
1
Adabi, Bagher
1
Alagidede, Paul
1
Alvarez, José
1
Amengual, Dante
1
Andreu, Laura
1
Ang, Andrew
1
Asama Liammukda
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Aslanidis, Nektarios
1
Auer, Benjamin R.
1
Ausín, M. Concepción
1
Babalos, Vassilios
1
Bai, Manying
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Balaban, Suzana
1
Balcilar, Mehmet
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Banihashemi, Shokoofeh
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Computers & operations research : and their applications to problems of world concern ; an international journal
2
Economic modelling
2
Insurance / Mathematics & economics
2
Journal of banking & finance
1
Journal of economic dynamics & control
1
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1
Nonparametric mean-lower partial moment model and enhanced index investment
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Computers & operations research : and their …
144
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013264891
Saved in:
2
A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang
;
Huang, Jinbo
;
Li, Yong
;
Humphrey, …
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
Saved in:
3
Index tracking model, downside risk and non-parametric kernel estimation
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 103-128
Persistent link: https://www.econbiz.de/10011974395
Saved in:
4
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
Bian, Lihua
;
Li, Zhongfei
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011904623
Saved in:
5
Mean-variance portfolio selection with only risky assets under regime switching
Zhang, Miao
;
Chen, Ping
;
Yao, Haixiang
- In:
Economic modelling
62
(
2017
),
pp. 35-42
Persistent link: https://www.econbiz.de/10011813158
Saved in:
6
Multi-period defined contribution pension funds investment management with regime-switching and mortality risk
Yao, Haixiang
;
Chen, Ping
;
Li, Xun
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 103-113
Persistent link: https://www.econbiz.de/10011630616
Saved in:
7
Multi-period Markowitz's mean-variance portfolio selection with state-dependent exit probability
Wu, Huiling
;
Zeng, Yan
;
Yao, Haixiang
- In:
Economic modelling
36
(
2014
),
pp. 69-78
Persistent link: https://www.econbiz.de/10010412027
Saved in:
8
Mean-CVaR portfolio selection : a nonparametric estimation framework
Yao, Haixiang
;
Li, Zhongfei
;
Lai, Yongzeng
- In:
Computers & operations research : and their …
40
(
2013
)
4
,
pp. 1014-1022
Persistent link: https://www.econbiz.de/10009719644
Saved in:
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