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~isPartOf:"Analytical models for financial modeling and risk management"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Korn, Ralf"
~person:"Zhao, Hui"
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Search: subject_exact:"Portfolioanalyse"
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Portfolio selection
7
Portfolio-Management
7
Theorie
5
Theory
5
Altersvorsorge
3
Mean-variance criterion
3
Pension fund
3
Pensionskasse
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Korn, Ralf
Zhao, Hui
Liang, Zongxia
15
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13
Young, Virginia R.
12
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10
Li, Danping
8
Shen, Yang
8
Guan, Guohui
7
Mao, Tiantian
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Cossette, Hélène
4
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He, Lin
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Laeven, Roger J. A.
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Li, Bin
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Liang, Xiaoqing
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Lu, Yi
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Marceau, Etienne
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Shevchenko, Pavel V.
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Analytical models for financial modeling and risk management
Insurance / Mathematics & economics
International journal of theoretical and applied finance
7
Mathematical methods of operations research
5
Berichte zur Stochastik und verwandten Gebieten
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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IMA journal of management mathematics
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Risks : open access journal
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ECONIS (ZBW)
7
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1
Managing reputational risk in the decumulation phase of a pension fund
Boado-Penas, M. Carmen
;
Brinker, Leonie V.
;
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 52-68
Persistent link: https://www.econbiz.de/10014282469
Saved in:
2
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion
Zhao, Hui
;
Shen, Yang
;
Zeng, Yan
;
Zhang, WenJun
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 159-180
Persistent link: https://www.econbiz.de/10012105537
Saved in:
3
Dynamic hybrid products with guarantees : an optimal portfolio framework
Hambardzumyan, Hayk
;
Korn, Ralf
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011990433
Saved in:
4
Constant proportion portfolio insurance in defined contribution pension plan management
Temocin, Busra Zeynep
;
Korn, Ralf
;
Selcuk-Kestel, A. Sevtap
- In:
Analytical models for financial modeling and risk management
,
(pp. 329-348)
.
2018
Persistent link: https://www.econbiz.de/10011897186
Saved in:
5
Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
;
Yi, Bo
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 6-20
Persistent link: https://www.econbiz.de/10011691490
Saved in:
6
Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 28-44
Persistent link: https://www.econbiz.de/10011396861
Saved in:
7
Portfolio selection problem with multiple risky assets under the constant elasticity of variance model
Zhao, Hui
;
Rong, Ximin
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 179-190
Persistent link: https://www.econbiz.de/10009501687
Saved in:
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