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  • Search: person:"Liang, Zongxia"
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Year of publication
Subject
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Theorie 29 Theory 29 Portfolio selection 27 Portfolio-Management 27 Pension fund 14 Pensionskasse 14 Stochastic process 12 Stochastischer Prozess 12 Reinsurance 9 Rückversicherung 9 Altersvorsorge 8 Retirement provision 8 Stochastic dynamic programming 8 Betriebliche Altersversorgung 7 Dynamic programming 7 Dynamische Optimierung 7 Nash equilibrium 7 Occupational pension plan 7 Defined contribution pension plan 6 Nash-Gleichgewicht 6 Risiko 6 Risk 6 Stochastic interest rate 6 DC pension plan 5 Game theory 5 Inflation 5 Interest rate 5 Proportional reinsurance 5 Risikomodell 5 Risk model 5 Spieltheorie 5 Zins 5 Consumer behaviour 4 Dividend 4 Dividende 4 Insurance 4 Konsumentenverhalten 4 Optimal asset allocation 4 Time consistency 4 Versicherung 4
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Online availability
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Undetermined 45 Free 9
Type of publication
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Article 63 Book / Working Paper 9
Type of publication (narrower categories)
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Article in journal 42 Aufsatz in Zeitschrift 42
Language
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English 51 Undetermined 21
Author
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Liang, Zongxia 71 He, Lin 27 Guan, Guohui 15 Liu, Yang 7 Ma, Ming 6 Huang, Jianping 4 Song, Yilun 4 Hou, Ping 3 Xia, Yi 3 Yuan, Fengyi 3 Guan, Huiqi 2 Pang, Shunzhi 2 Qi, Ye 2 Ren, Zhaojie 2 Wu, Weiming 2 Yao, Jicheng 2 Zhang, Litian 2 Feng, Jian 1 Guana, Guohui 1 Hu, Jiaqi 1 Jiang, Shuqing 1 Liang, Zong-xia 1 Long, Mingsi 1 Luo, Xiaodong 1 Ma, Xingjian 1 Sheng, Wenlong 1 Song, Min 1 Sun, Bin 1 Vinoth, Rahul Pothi 1 Wang, Sheng 1 Wu, Jiaoling 1 Xia, Jianming 1 Zhang, Keyu 1 Zhao, Xiaoyang 1 Zheng, Ming-li 1 Zou, Bin 1
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Institution
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arXiv.org 7
Published in...
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Insurance 22 Insurance: Mathematics and Economics 10 Insurance / Mathematics & economics 8 Papers / arXiv.org 7 Scandinavian actuarial journal 6 Mathematics and financial economics 3 Insurance : mathematics and economics 2 Mathematics of operations research 2 North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science 2 Stochastic Processes and their Applications 2 European journal of operational research : EJOR 1 Finance and stochastics 1 Mathematical Finance 1 Mathematical finance : an international journal of mathematics, statistics and financial economics 1 Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research 1 Quantitative finance 1
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Source
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ECONIS (ZBW) 44 RePEc 19 OLC EcoSci 8 Other ZBW resources 1
Showing 1 - 10 of 72
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Equilibrium portfolio selection for smooth ambiguity preferences
Guan, Guohui; Liang, Zongxia; Xia, Jianming - In: Mathematics of operations research 50 (2025) 2, pp. 1042-1071
Persistent link: https://www.econbiz.de/10015444041
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A framework of state-dependent utility optimisation with general benchmarks
Liang, Zongxia; Liu, Yang; Zhang, Litian - In: Finance and stochastics 29 (2025) 2, pp. 469-518
Persistent link: https://www.econbiz.de/10015394807
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Optimal consumption and investment in pooled annuity funds with and without fund managers
He, Lin; Liang, Zongxia; Ren, Zhaojie - In: Scandinavian actuarial journal 2025 (2025) 1, pp. 79-116
Persistent link: https://www.econbiz.de/10015534461
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Comparison between mean-variance and monotone mean-variance preferences in general markets : a new perspective
Liang, Zongxia; Pang, Shunzhi - In: Operations research letters : a journal of INFORMS … 61 (2025), pp. 1-7
Persistent link: https://www.econbiz.de/10015432154
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Comparison between mean-variance and monotone mean-variance preferences under jump diffusion and stochastic factor model
Liang, Zongxia; Pang, Shunzhi - In: Mathematics of operations research 50 (2025) 3, pp. 2405-2432
Persistent link: https://www.econbiz.de/10015444763
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A two-layer stochastic game approach to reinsurance contracting and competition
Liang, Zongxia; Xia, Yi; Zou, Bin - In: Insurance : mathematics and economics 119 (2024), pp. 226-237
Persistent link: https://www.econbiz.de/10015357891
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A mean field game approach to relative investment-consumption games with habit formation
Liang, Zongxia; Zhang, Keyu - In: Mathematics and financial economics 18 (2024) 4, pp. 577-622
Persistent link: https://www.econbiz.de/10015189215
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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
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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
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A unified formula of the optimal portfolio for piecewise hyperbolic absolute risk aversion utilities
Liang, Zongxia; Liu, Yang; Ma, Ming; Vinoth, Rahul Pothi - In: Quantitative finance 24 (2024) 2, pp. 281-303
Persistent link: https://www.econbiz.de/10014551987
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