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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The journal of asset management"
~subject:"Portfolio-Management"
~subject:"Stock market"
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Portfolio-Management
Stock market
Portfolio selection
640
Theorie
345
Theory
345
Risk
160
Risiko
159
Risikomaß
120
Risk measure
120
Risikomanagement
118
Risk management
118
Capital income
105
Kapitaleinkommen
105
Stochastic process
93
Stochastischer Prozess
93
Pension fund
56
Pensionskasse
56
Measurement
55
Messung
55
Risk model
54
Risikomodell
53
Statistical distribution
51
Statistische Verteilung
51
Reinsurance
47
Rückversicherung
47
CAPM
43
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42
Life insurance
42
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41
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41
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40
Behavioural finance
40
Investment Fund
40
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40
Volatility
37
Volatilität
37
USA
35
United States
35
Option pricing theory
34
Optionspreistheorie
34
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33
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639
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640
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640
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2
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640
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Liang, Zongxia
15
Zeng, Yan
13
Young, Virginia R.
12
Li, Zhongfei
10
Li, Danping
8
Shen, Yang
8
Guan, Guohui
7
Mao, Tiantian
7
Satchell, Stephen
7
Yao, Haixiang
7
Dhaene, Jan
6
Mitra, Gautam
6
Chen, Ping
5
Tang, Qihe
5
Wang, Ruodu
5
Bayraktar, Erhan
4
Cossette, Hélène
4
Furman, Edward
4
Guidolin, Massimo
4
Guillén, Montserrat
4
He, Lin
4
Kakushadze, Zura
4
Laeven, Roger J. A.
4
Landsman, Zinoviy
4
Li, Bin
4
Liang, Xiaoqing
4
Lu, Yi
4
Marceau, Etienne
4
Rüschendorf, Ludger
4
Scherer, Bernd
4
Shevchenko, Pavel V.
4
Tan, Ken Seng
4
Weng, Chengguo
4
Wilkens, Marco
4
Wong, Hoi Ying
4
Yam, Sheung Chi Phillip
4
Yang, Fan
4
Zhao, Hui
4
Zhuo, Jin
4
Boer, Sanne de
3
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Insurance / Mathematics & economics
The journal of asset management
Journal of banking & finance
570
NBER working paper series
535
Finance research letters
469
Working paper / National Bureau of Economic Research, Inc.
460
European journal of operational research : EJOR
397
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
264
Journal of economic dynamics & control
253
The journal of portfolio management : a publication of Institutional Investor
253
The journal of finance : the journal of the American Finance Association
234
Research paper series / Swiss Finance Institute
221
International journal of theoretical and applied finance
220
Discussion paper / Centre for Economic Policy Research
209
Applied economics
206
Management science : journal of the Institute for Operations Research and the Management Sciences
203
Quantitative finance
203
Journal of empirical finance
199
Finance and stochastics
196
The review of financial studies
192
Journal of financial and quantitative analysis : JFQA
179
International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Risks : open access journal
175
Economic modelling
174
SpringerLink / Bücher
173
The European journal of finance
173
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
158
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
146
Research in international business and finance
142
The journal of investing
140
Economics letters
137
Pacific-Basin finance journal
134
The journal of wealth management
131
Applied economics letters
130
Working paper
130
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ECONIS (ZBW)
640
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640
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1
Optimal consumption and life insurance under shortfall aversion and a drawdown constraint
Li, Xun
;
Yu, Xiang
;
Zhang, Qinyi
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 25-45
Persistent link: https://www.econbiz.de/10013534508
Saved in:
2
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
Saved in:
3
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
Barczy, Mátyás
;
Nedényi, Fanni K.
;
Sütő, László
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 107-128
Persistent link: https://www.econbiz.de/10013534514
Saved in:
4
Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao
;
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
Saved in:
5
A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix
;
Martinez-Riquelme, Carolina
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
Saved in:
6
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
7
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
8
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:
9
Pricing time-to-event contingent cash flows : a discrete-time survival analysis approach
Lautier, Jackson P.
;
Pozdnyakov, Vladimir
;
Yan, Jun
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 53-71
Persistent link: https://www.econbiz.de/10014282475
Saved in:
10
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
Mi, Hui
;
Xu, Zuo Quan
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 82-105
Persistent link: https://www.econbiz.de/10014282477
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