//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Zhao, Hui"
~subject:"Messung"
~subject:"Zinsstruktur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Messung
Zinsstruktur
Portfolio-Management
4
Theorie
4
Theory
4
Mean-variance criterion
3
Reinsurance
2
Rückversicherung
2
Actuarial mathematics
1
Altersvorsorge
1
Betriebliche Altersversorgung
1
Constant elasticity of variance (CEV) model
1
Credit default swap
1
Credit derivative
1
Credit risk
1
DC pension plan
1
Decision under uncertainty
1
Default risk
1
Entscheidung unter Unsicherheit
1
Excess-of-loss reinsurance
1
Finanzmathematik
1
Inflation
1
Interest rate
1
Kreditderivat
1
Kreditrisiko
1
Mathematical finance
1
Model uncertainty
1
Occupational pension plan
1
Pension fund
1
Pensionskasse
1
Reinsurance and investment
1
Retirement provision
1
Risikoaversion
1
Risikoprämie
1
Risk aversion
1
Risk premium
1
Robust equilibrium strategy
1
Stochastic control
1
Stochastic inflation index
1
Stochastic interest rate
1
Stochastic process
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Zhao, Hui
Liang, Zongxia
11
Zeng, Yan
10
Li, Zhongfei
9
Mao, Tiantian
6
Yao, Haixiang
6
Young, Virginia R.
6
Furman, Edward
5
Guan, Guohui
5
Laeven, Roger J. A.
5
Landsman, Zinoviy
5
Li, Danping
5
Sordo, Miguel A.
5
Tan, Ken Seng
5
Wang, Ruodu
5
Weng, Chengguo
5
Chen, Ping
4
Cheung, Ka Chun
4
Dhaene, Jan
4
Goovaerts, Marc J.
4
Guillén, Montserrat
4
Hu, Taizhong
4
Li, Jinzhu
4
Rüschendorf, Ludger
4
Shen, Yang
4
Tang, Qihe
4
Trufin, Julien
4
Tsanakas, Andreas
4
Wong, Hoi Ying
4
Yam, Sheung Chi Phillip
4
Asimit, Alexandru V.
3
Bellini, Fabio
3
Chiu, Mei Choi
3
Cossette, Hélène
3
Denuit, Michel
3
Gan, Guojun
3
Gu, Ailing
3
Kaas, R.
3
Koch Medina, Pablo
3
Lai, Yongzeng
3
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
IMA journal of management mathematics
2
European journal of operational research : EJOR
1
Modern economy
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion
Zhao, Hui
;
Shen, Yang
;
Zeng, Yan
;
Zhang, WenJun
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 159-180
Persistent link: https://www.econbiz.de/10012105537
Saved in:
2
Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
;
Yi, Bo
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 6-20
Persistent link: https://www.econbiz.de/10011691490
Saved in:
3
Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 28-44
Persistent link: https://www.econbiz.de/10011396861
Saved in:
4
Portfolio selection problem with multiple risky assets under the constant elasticity of variance model
Zhao, Hui
;
Rong, Ximin
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 179-190
Persistent link: https://www.econbiz.de/10009501687
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->