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type_genre:"Amtsdruckschrift"
~person:"Guan, Guohui"
~type_genre:"Article in journal"
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Pension fund
7
Pensionskasse
7
Portfolio selection
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Portfolio-Management
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5
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5
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4
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Guan, Guohui
Mitchell, Olivia S.
25
Yermo, Juan
22
Blake, David
18
Clark, Gordon L.
16
Bateman, Hazel
15
Stewart, Fiona
15
Drew, Michael E.
14
Ponds, Eduard
14
Bikker, Jacob A.
13
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13
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12
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12
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12
Liang, Zongxia
12
Thorp, Susan
12
Chen, An
11
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11
Ferruz Agudo, Luis
11
Andreu, Laura
10
Clark, Robert L.
9
Gallery, Natalie
9
Josa-Fombellida, Ricardo
9
Stanford, Jon D.
9
Piggott, John
8
Rauh, Joshua
8
Bovenberg, Ary Lans
7
Clare, Andrew D.
7
Sarto, José Luis
7
Sutcliffe, Charles M. S.
7
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7
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7
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7
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6
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Insurance / Mathematics & economics
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European journal of operational research : EJOR
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Scandinavian actuarial journal
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ECONIS (ZBW)
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1
Optimal management of DB pension fund under both underfunded and overfunded cases
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
Scandinavian actuarial journal
2024
(
2024
)
6
,
pp. 583-624
Persistent link: https://www.econbiz.de/10015052471
Saved in:
2
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
Saved in:
3
Robust equilibrium strategies in a defined benefit pension plan game
Guan, Guohui
;
Hu, Jiaqi
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 193-217
Persistent link: https://www.econbiz.de/10013380514
Saved in:
4
Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 224-237
Persistent link: https://www.econbiz.de/10011533911
Saved in:
5
A stochastic Nash equilibrium portfolio game between two DC pension funds
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 237-244
Persistent link: https://www.econbiz.de/10011597279
Saved in:
6
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 99-109
Persistent link: https://www.econbiz.de/10010515914
Saved in:
7
Optimal management of DC pension plan in stochastic interest rate and stochastic volatility framework
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 58-66
Persistent link: https://www.econbiz.de/10010402734
Saved in:
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