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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Peng, Xingchun"
~subject:"Share price"
~subject:"Wettbewerb"
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Portfolio-Management
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Peng, Xingchun
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Insurance / Mathematics & economics
Scandinavian actuarial journal
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Optimal investment, consumption and life insurance purchase with learning about return predictability
Peng, Xingchun
;
Li, Baihui
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 70-95
Persistent link: https://www.econbiz.de/10014466205
Saved in:
2
Optimal investment and risk control for an insurer under inside information
Peng, Xingchun
;
Wang, Wenyuan
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 104-116
Persistent link: https://www.econbiz.de/10011530931
Saved in:
3
Optimal proportional reinsurance and investment under partial information
Peng, Xingchun
;
Hu, Yijun
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 416-428
Persistent link: https://www.econbiz.de/10010195913
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