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Search: subject:"Asset-liability management"
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Asset-liability management
9
Portfolio selection
9
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9
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7
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7
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3
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3
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Casalini, Riccardo
1
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1
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Insurance / Mathematics & economics
Journal of banking & finance
99
Journal of financial services research : JFSR
34
Die Bank
32
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
28
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Nepalese journal of finance : a publication of Uniglobe College
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Bankszemle : a bankok és a pénzintézetek szakfolyóirata
15
Nepalese journal of economics : a publication of Uniglobe College
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Federal reserve bulletin
12
Journal of economics & business
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Journal of financial economics
11
Journal of financial stability
10
Review / Federal Reserve Bank of St. Louis
10
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of economics and finance
9
Journal of financial intermediation
9
Swiss journal of economics and statistics
9
Economic policy review
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Economic review : an annual report of the Economic Research Department
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8
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Revue française d'économie : RFE
8
Financial services at the crossroads: capital regulation in the twenty-first century
7
Journal of economic dynamics & control
7
Journal of risk management in financial institutions
7
Revue de la banque
7
The journal of finance : the journal of the American Finance Association
7
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
6
Economics letters
6
Financial industry studies
6
Finanzmarkt und Portfolio-Management
6
International review of financial analysis
6
Journal of international financial markets, institutions & money
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Journal of risk
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Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Robust optimal
asset-liability
management
with mispricing and stochastic factor market dynamics
Wang, Ning
;
Zhang, Yumo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 251-273
Persistent link: https://www.econbiz.de/10014466215
Saved in:
2
Dynamic
asset-liability
management
with frictions
Yan, Tingjin
;
Han, Jinhui
;
Ma, Guiyuan
;
Siu, Chi Chung
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 57-83
Persistent link: https://www.econbiz.de/10014316664
Saved in:
3
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:
4
Mean-variance
asset-liability
management
with asset correlation risk and insurance liabilities
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 300-310
Persistent link: https://www.econbiz.de/10010469984
Saved in:
5
Dynamic derivative-based investment strategy for mean-variance
asset-liability
management
with stochastic volatility
Li, Danping
;
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011825217
Saved in:
6
Contagion modeling between the financial and insurance markets with time changed processes
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 63-77
Persistent link: https://www.econbiz.de/10011712384
Saved in:
7
Time-consistent mean-variance
asset-liability
management
with random coefficients
Wei, Jiaqin
;
Wang, Tianxiao
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 84-96
Persistent link: https://www.econbiz.de/10011783919
Saved in:
8
Mean-variance
asset-liability
management
under constant elasticity of variance process
Zhang, Miao
;
Chen, Ping
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 11-18
Persistent link: https://www.econbiz.de/10011597077
Saved in:
9
Asset allocation strategies in the presence of liability constraints
Cousin, Areski
;
Jiao, Ying
;
Robert, Christian Yann
; …
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 327-338
Persistent link: https://www.econbiz.de/10011597318
Saved in:
10
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contra
Gambaro, Anna Maria
;
Casalini, Riccardo
;
Fusai, Gianluca
; …
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 117-129
Persistent link: https://www.econbiz.de/10011904636
Saved in:
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