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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Economic modelling"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Dhaene, Jan"
~subject:"Zinsstruktur"
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Portfolio selection
Zinsstruktur
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Dhaene, Jan
Zeng, Yan
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Journal of financial and quantitative analysis : JFQA
Economic modelling
Insurance / Mathematics & economics
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
3
AFI
2
Discussion paper / Tinbergen Institute
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
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2
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
Zhou, Ming
;
Dhaene, Jan
;
Yao, Jing
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 92-100
Persistent link: https://www.econbiz.de/10011825398
Saved in:
3
Reducing risk by merging counter-monotonic risks
Cheung, Ka Chun
;
Dhaene, Jan
;
Lo, Ambrose
;
Tang, Qihe
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 58-65
Persistent link: https://www.econbiz.de/10010259677
Saved in:
4
Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 90-97
Persistent link: https://www.econbiz.de/10003985403
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