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~accessRights:"restricted"
~person:"Li, Danping"
~person:"Yao, Haixiang"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject:"Portfolio-Management"
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Portfolio selection
25
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16
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7
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7
Mean-variance criterion
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Li, Danping
Yao, Haixiang
Fabozzi, Frank J.
34
Kang, Sang Hoon
29
Zaremba, Adam
27
Escobar, Marcos
25
Hammoudeh, Shawkat
21
Mensi, Walid
21
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21
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18
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17
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17
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17
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16
Bouri, Elie
15
Chen, An
15
Ur Rehman, Mobeen
15
Wang, Ruodu
15
Xuan Vinh Vo
15
Auer, Benjamin R.
14
Bernard, Carole
14
Li, Duan
14
Shahzad, Syed Jawad Hussain
14
Yousaf, Imran
14
Zagst, Rudi
14
Capponi, Agostino
13
Cui, Xiangyu
13
Nguyen, Duc Khuong
13
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13
Yang, Jinqiang
13
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12
Goodell, John W.
12
Grobys, Klaus
12
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12
Kwon, Roy H.
12
Tan, Ken Seng
12
Jang, Bong-Gyu
11
Lu, Xiaomeng
11
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Insurance / Mathematics & economics
11
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3
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1
Economic modelling
1
European journal of operational research : EJOR
1
IMA journal of management mathematics
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ECONIS (ZBW)
25
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1
Partial moments and indexation investment strategies
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Journal of empirical finance
67
(
2022
),
pp. 39-59
Persistent link: https://www.econbiz.de/10013464372
Saved in:
2
Stackelberg differential game for reinsurance : mean-variance framework and random horizon
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 42-55
Persistent link: https://www.econbiz.de/10013271955
Saved in:
3
Nonparametric mean-lower partial moment model and enhanced index investment
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Computers & operations research : and their …
144
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013264891
Saved in:
4
Six-factor asset pricing and portfolio investment via deep learning : evidence from Chinese stock market
Yao, Haixiang
;
Xia, Shenghao
;
Liu, Hao
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013552823
Saved in:
5
Dynamic trading with uncertain exit time and transaction costs in a general Markov market
Yao, Haixiang
;
Li, Danping
;
Wu, Huiling
- In:
International review of financial analysis
84
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013472813
Saved in:
6
A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang
;
Huang, Jinbo
;
Li, Yong
;
Humphrey, …
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
Saved in:
7
Bowley solution of a mean-variance game in insurance
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 35-43
Persistent link: https://www.econbiz.de/10012545274
Saved in:
8
Multi-period asset-liability management with cash flows and probability constraints : a mean-field formulation approach
Li, Xun
;
Wu, Xianping
;
Yao, Haixiang
- In:
Journal of the Operational Research Society
71
(
2020
)
10
,
pp. 1563-1580
Persistent link: https://www.econbiz.de/10012314367
Saved in:
9
Optimal asset allocation with heterogeneous discounting and stochastic income under CEV model
Li, Danping
;
Lai, Yongzeng
;
Li, Lin
- In:
Journal of the Operational Research Society
71
(
2020
)
12
,
pp. 2013-2026
Persistent link: https://www.econbiz.de/10012314419
Saved in:
10
Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping
;
Wang, Liyuan
;
Chen, Ping
;
Yao, Haixiang
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
Saved in:
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