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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Stochastischer Prozess"
~subject:"Zinsstruktur"
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Portfolio selection
Stochastischer Prozess
Zinsstruktur
Theorie
1,369
Theory
1,369
Portfolio-Management
325
Risk
281
Risiko
276
Risk model
179
Risikomodell
178
Risk measure
175
Risikomaß
174
Risk management
160
Risikomanagement
159
Stochastic process
158
Statistical distribution
142
Statistische Verteilung
142
Probability theory
120
Wahrscheinlichkeitsrechnung
120
Mortality
116
Sterblichkeit
116
USA
112
United States
112
Reinsurance
103
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102
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94
Life insurance
94
CAPM
82
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79
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79
Multivariate Verteilung
67
Multivariate distribution
67
Altersvorsorge
58
Retirement provision
58
Forecasting model
56
Prognoseverfahren
56
Dividend
53
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53
Insurance
53
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Liang, Zongxia
11
Zeng, Yan
11
Li, Zhongfei
10
Young, Virginia R.
7
Mao, Tiantian
6
Tang, Qihe
6
Yao, Haixiang
6
Avanzi, Benjamin
5
Furman, Edward
5
Guan, Guohui
5
Li, Danping
5
Li, Xiaohu
5
Shen, Yang
5
Wang, Ruodu
5
Wong, Bernard
5
Wong, Hoi Ying
5
Zhuo, Jin
5
Cai, Jun
4
Chen, Ping
4
Chiu, Mei Choi
4
Dhaene, Jan
4
Hainaut, Donatien
4
Lai, Yongzeng
4
Landsman, Zinoviy
4
Li, Shuanming
4
Liang, Zhibin
4
Peng, Xingchun
4
Rüschendorf, Ludger
4
Siu, Tak Kuen
4
Trufin, Julien
4
Wei, Jiaqin
4
Yam, Sheung Chi Phillip
4
Yang, Hailiang
4
Zhao, Hui
4
Bayraktar, Erhan
3
Chi, Yichun
3
Cossette, Hélène
3
Denuit, Michel
3
Eisenberg, Julia
3
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3
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Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
European journal of operational research : EJOR
678
NBER working paper series
364
Journal of banking & finance
321
Working paper / National Bureau of Economic Research, Inc.
316
NBER Working Paper
301
Finance and stochastics
279
International journal of theoretical and applied finance
273
Mathematical finance : an international journal of mathematics, statistics and financial theory
267
Journal of economic dynamics & control
255
Finance research letters
190
Computers & operations research : and their applications to problems of world concern ; an international journal
180
Economics letters
164
Journal of financial economics
157
Journal of econometrics
155
Risks : open access journal
153
Operations research
152
The review of financial studies
152
Quantitative finance
151
Research paper series / Swiss Finance Institute
149
Discussion paper / Centre for Economic Policy Research
147
Management science : journal of the Institute for Operations Research and the Management Sciences
147
Discussion paper / Tinbergen Institute
141
The journal of finance : the journal of the American Finance Association
141
Operations research letters
140
Journal of empirical finance
136
International journal of production research
127
Economic modelling
126
Journal of economic theory
118
Working paper
118
SpringerLink / Bücher
108
The European journal of finance
105
Computational economics
104
Mathematical methods of operations research
102
Mathematics of operations research
101
Swiss Finance Institute Research Paper
101
The journal of portfolio management : a publication of Institutional Investor
101
Applied mathematical finance
95
International review of economics & finance : IREF
94
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
465
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11
Optimal retirement savings over the life cycle : a deterministic analysis in closed form
Fischer, Marcel
;
Jensen, Bjarne Astrup
;
Koch, Marlene
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 48-58
Persistent link: https://www.econbiz.de/10014446721
Saved in:
12
Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 80-96
Persistent link: https://www.econbiz.de/10014446728
Saved in:
13
A note on portfolios of averages of lognormal variables
Boyle, Phelim P.
;
Jiang, Ruihong
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 97-109
Persistent link: https://www.econbiz.de/10014446731
Saved in:
14
Valuation of general GMWB annuities in a low interest rate environment
Fontana, Claudio
;
Rotondi, Francesco
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
Saved in:
15
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
16
Dependence modeling of frequency-severity of insurance claims using waiting time
Gao, Guangyuan
;
Li, Jiahong
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 29-51
Persistent link: https://www.econbiz.de/10014282468
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17
Pricing time-to-event contingent cash flows : a discrete-time survival analysis approach
Lautier, Jackson P.
;
Pozdnyakov, Vladimir
;
Yan, Jun
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 53-71
Persistent link: https://www.econbiz.de/10014282475
Saved in:
18
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
Mi, Hui
;
Xu, Zuo Quan
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 82-105
Persistent link: https://www.econbiz.de/10014282477
Saved in:
19
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
20
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
Barczy, Mátyás
;
Nedényi, Fanni K.
;
Sütő, László
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 107-128
Persistent link: https://www.econbiz.de/10013534514
Saved in:
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