//--> //--> //--> //-->
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
type_genre:"Biographie"
type_genre:"Sammelwerk"
~person:"Wong, Hoi Ying"
~subject:"Portfolio selection"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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
Share price
Theorie
29
Theory
29
Portfolio-Management
17
Stochastic process
8
Stochastischer Prozess
8
Cointegration
7
Kointegration
7
Mortality
6
Sterblichkeit
6
Hedging
5
CAPM
4
Option pricing theory
4
Optionspreistheorie
4
Risiko
4
Risk
4
Time consistency
4
Time-inconsistency
4
Zeitkonsistenz
4
Erwartungsnutzen
3
Expected utility
3
Mean-variance
3
Risikoaversion
3
Risk aversion
3
Robust statistics
3
Robustes Verfahren
3
Analysis
2
Analysis of variance
2
Correlation
2
Currency option
2
Decision under uncertainty
2
Devisenoption
2
Entscheidung unter Unsicherheit
2
Korrelation
2
Lebensversicherung
2
Life insurance
2
Long-range dependence
2
Mathematical analysis
2
Mean reversion
2
Risikomanagement
2
more ...
less ...
Online availability
All
Undetermined
10
Free
1
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Biographie
Sammelwerk
Aufsatz in Zeitschrift
Article in journal
17
Language
All
English
17
Author
All
Wong, Hoi Ying
Fabozzi, Frank J.
60
Wong, Wing Keung
31
Korn, Ralf
29
Escobar, Marcos
26
Jarrow, Robert A.
26
Li, Duan
25
Markowitz, Harry
23
Levy, Haim
22
Zagst, Rudi
21
Gupta, Rangan
20
Prigent, Jean-Luc
20
Satchell, Stephen
19
Forsyth, Peter A.
17
Gollier, Christian
17
He, Xue-zhong
17
Lo, Andrew W.
17
Platen, Eckhard
17
Wang, Ruodu
17
Zhou, Guofu
17
Cvitanić, Jakša
16
Lioui, Abraham
16
Post, Thierry
16
Siu, Tak Kuen
16
Timmermann, Allan
16
Li, Zhongfei
15
Yao, Haixiang
15
Chen, Zhiping
14
Cui, Xiangyu
14
Faff, Robert W.
14
Guerard, John Baynard
14
Pedersen, Lasse Heje
14
Pham, Huyên
14
Rüschendorf, Ludger
14
Schenk-Hoppé, Klaus Reiner
14
Vanduffel, Steven
14
Ziemba, William T.
14
Brennan, Michael J.
13
Campbell, John Y.
13
Dai, Min
13
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
4
European journal of operational research : EJOR
2
IMA journal of management mathematics
2
Operations research letters
2
Economic modelling
1
Finance and stochastics
1
Finance research letters
1
Mathematics and financial economics
1
Quantitative finance
1
Scandinavian actuarial journal
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Scandinavian actuarial journal
2023
(
2023
)
2
,
pp. 123-152
Persistent link: https://www.econbiz.de/10014325034
Saved in:
2
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
Saved in:
3
Pairs trading under delayed cointegration
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1627-1648
Persistent link: https://www.econbiz.de/10013367938
Saved in:
4
Robust state-dependent mean-variance portfolio selection : a closed-loop approach
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 529-561
Persistent link: https://www.econbiz.de/10012585986
Saved in:
5
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
Saved in:
6
Lasso-based simulation for high-dimensional multi-period portfolio optimization
Li, Zhongyu
;
Tsang, Ka Ho
;
Wong, Hoi Ying
- In:
IMA journal of management mathematics
31
(
2020
)
3
,
pp. 257-280
Persistent link: https://www.econbiz.de/10012258670
Saved in:
7
Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility
Yan, Tingjin
;
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 699-724
Persistent link: https://www.econbiz.de/10012321867
Saved in:
8
A linear programming model for selection of sparse high-dimensional multiperiod portfolios
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 754-771
Persistent link: https://www.econbiz.de/10011987586
Saved in:
9
Time-consistent mean-variance hedging of an illiquid asset with a cointegrated liquid asset
Chen, Kexin
;
Wong, Hoi Ying
- In:
Finance research letters
29
(
2019
),
pp. 184-192
Persistent link: https://www.econbiz.de/10012418589
Saved in:
10
Robust dynamic pairs trading with cointegration
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Operations research letters
46
(
2018
)
2
,
pp. 225-232
Persistent link: https://www.econbiz.de/10011824890
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->