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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Economic modelling"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Yam, Sheung Chi Phillip"
~subject:"Zinsstruktur"
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Portfolio selection
Zinsstruktur
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Portfolio-Management
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Yam, Sheung Chi Phillip
Zeng, Yan
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11
Li, Zhongfei
10
Yao, Haixiang
10
Mao, Tiantian
6
Young, Virginia R.
6
Chen, Ping
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Guan, Guohui
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Journal of financial and quantitative analysis : JFQA
Economic modelling
Insurance / Mathematics & economics
European journal of operational research : EJOR
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics of operations research
1
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
1
Risk and decision analysis
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ECONIS (ZBW)
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1
Risk-adjusted Bowley reinsurance under distorted probabilities
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 64-72
Persistent link: https://www.econbiz.de/10012058684
Saved in:
2
Mean-risk portfolio management with bankruptcy prohibition
Wong, K. C.
;
Yam, Sheung Chi Phillip
;
Zeng, Jinli
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 153-172
Persistent link: https://www.econbiz.de/10011990627
Saved in:
3
Markowitz’s mean-variance asset-liability management with regime switching : a time-consistent approach
Wei, J.
;
Wong, K. C.
;
Yam, Sheung Chi Phillip
;
Yung, S. P.
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 281-291
Persistent link: https://www.econbiz.de/10009785391
Saved in:
4
Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
Chen, Ping
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 871-883
Persistent link: https://www.econbiz.de/10010227791
Saved in:
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