//--> //--> //--> //-->
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
~accessRights:"restricted"
~person:"Cui, Xiangyu"
~person:"Liang, Zongxia"
~subject:"Theorie"
~subject:"World"
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:"Portfolio-Management"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
World
Portfolio selection
27
Portfolio-Management
27
Theory
23
Time consistency
7
Zeitkonsistenz
7
Pension fund
4
Pensionskasse
4
Reinsurance
4
Risikomaß
4
Risk measure
4
Rückversicherung
4
Stochastic process
4
Stochastischer Prozess
4
Altersvorsorge
3
Dynamic programming
3
Mathematical programming
3
Mathematische Optimierung
3
Probability theory
3
Retirement provision
3
Risiko
3
Risikoaversion
3
Risk
3
Risk aversion
3
Time-consistent strategy
3
Wahrscheinlichkeitsrechnung
3
CAPM
2
Capital income
2
Defined contribution pension plan
2
Dynamische Optimierung
2
Equilibrium control law
2
Kapitaleinkommen
2
Martingale method
2
Optimal investment
2
Probability weighting
2
Proportional reinsurance
2
Risikomanagement
2
Risk management
2
time consistency in efficiency
2
Absolute ruin probability
1
more ...
less ...
Online availability
All
Undetermined
Free
11
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Cui, Xiangyu
Liang, Zongxia
Fabozzi, Frank J.
25
Escobar, Marcos
22
Zaremba, Adam
17
Wang, Ruodu
16
Forsyth, Peter A.
14
Uppal, Raman
14
Wong, Wing Keung
14
Prigent, Jean-Luc
13
Vanduffel, Steven
12
Zagst, Rudi
12
Bernard, Carole
11
Kwon, Roy H.
11
Lee, Cheng F.
11
Li, Duan
11
Soner, Halil Mete
11
Tan, Ken Seng
11
Capponi, Agostino
10
Chen, An
10
Chen, Zhiping
10
Kim, Woo Chang
10
Muhle-Karbe, Johannes
10
Righi, Marcelo Brutti
10
Tiwari, Aviral Kumar
10
Wong, Hoi Ying
10
Bouri, Elie
9
Dai, Min
9
Dai, Zhifeng
9
Guan, Guohui
9
Guerard, John Baynard
9
Jang, Bong-Gyu
9
Kang, Sang Hoon
9
Ledoit, Olivier
9
Li, Zhongfei
9
Post, Thierry
9
Satchell, Stephen
9
Wolf, Michael
9
Yao, Haixiang
9
Engle, Robert F.
8
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
7
European journal of operational research : EJOR
2
Journal of the Operational Research Society
2
Journal of the Operational Research Society : OR
2
Insurance : mathematics and economics
1
Journal of economic dynamics & control
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Mathematics and financial economics
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Operational research : an international journal
1
Operations research
1
Operations research letters
1
Scandinavian actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal annuitization and asset allocation under linear habit formation
Guan, Guohui
;
Liang, Zongxia
;
Ma, Xingjian
- In:
Insurance : mathematics and economics
114
(
2024
),
pp. 176-191
Persistent link: https://www.econbiz.de/10015049389
Saved in:
2
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:
3
Robust dividend, financing, and reinsurance strategies under model uncertainty with proportional transaction costs
Guan, Guohui
;
He, Lin
;
Liang, Zongxia
;
Liu, Yang
; …
- In:
North American actuarial journal : NAAJ ; leading the …
28
(
2024
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10014566476
Saved in:
4
Time consistent in efficiency dynamic mean-variance policy
Shi, Yun
;
Li, Duan
;
Cui, Xiangyu
- In:
Journal of the Operational Research Society
74
(
2023
)
1
,
pp. 195-208
Persistent link: https://www.econbiz.de/10014231704
Saved in:
5
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:
6
Beta and coskewness pricing : perspective from probability weighting
Shi, Yun
;
Cui, Xiangyu
;
Zhou, Xun Yu
- In:
Operations research
71
(
2023
)
2
,
pp. 776-790
Persistent link: https://www.econbiz.de/10014308639
Saved in:
7
Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
He, Lin
;
Liang, Zongxia
;
Song, Yilun
;
Qi, Ye
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 188-202
Persistent link: https://www.econbiz.de/10013271971
Saved in:
8
Multi-period mean-variance portfolio optimization with management fees
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
- In:
Operational research : an international journal
21
(
2021
)
2
,
pp. 1333-1354
Persistent link: https://www.econbiz.de/10012584207
Saved in:
9
Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem
Cui, Xiangyu
;
Li, Xun
;
Yang, Lanzhi
- In:
Operations research letters
48
(
2020
)
6
,
pp. 693-696
Persistent link: https://www.econbiz.de/10012430065
Saved in:
10
Consumption-investment problem with pathwise ambiguity under logarithmic utility
Liang, Zongxia
;
Ma, Ming
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 519-541
Persistent link: https://www.econbiz.de/10012055872
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->