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Search: subject:"Mean–variance"
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Portfolio selection
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mean-variance analysis
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47
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Zeng, Yan
16
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14
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13
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12
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11
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11
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11
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10
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10
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10
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10
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10
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9
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9
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9
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9
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8
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8
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8
Chen, Ping
8
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8
Khalaf, Lynda
8
Kim, Woo Chang
8
Van de Woestyne, Ignace
8
Young, Virginia R.
8
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7
Fletcher, Jonathan
7
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7
Hlouskova, Jaroslava
7
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7
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7
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7
BEAULIEU, Marie-Claude
6
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6
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6
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6
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11
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7
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6
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6
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5
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5
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5
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4
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4
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4
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3
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3
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3
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3
EconWPA
3
European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
3
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3
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3
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3
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3
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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2
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Insurance / Mathematics & economics
53
European journal of operational research : EJOR
46
Finance research letters
26
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22
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20
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19
Insurance: Mathematics and Economics
17
International journal of theoretical and applied finance
15
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13
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13
Journal of Risk and Financial Management
11
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11
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11
International Journal of Theoretical and Applied Finance (IJTAF)
10
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10
Scandinavian actuarial journal
10
Journal of economic dynamics & control
9
Journal of risk and financial management : JRFM
9
Operations research letters
9
International journal of financial engineering
8
Journal of banking & finance
8
CEPR Discussion Papers
7
Cahiers de recherche
7
Finance and Stochastics
7
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7
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7
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6
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Carlo Alberto Notebooks
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Dresden Discussion Paper Series in Economics
6
ICMA Centre Discussion Papers in Finance
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International journal of production economics
6
International review of financial analysis
6
Journal of Agricultural and Applied Economics
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6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
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6
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ECONIS (ZBW)
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466
EconStor
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BASE
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9
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310
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301
Mean-variance
asset-liability management with affine diffusion factor process and a reinsurance option
Sun, Zhongyang
;
Zhang, Xin
;
Yuen, Kam Chuen
- In:
Scandinavian actuarial journal
2020
(
2020
)
3
,
pp. 218-244
Persistent link: https://www.econbiz.de/10012195046
Saved in:
302
The BSS-FM estimation of international assets allocation for China Mainland investors
Tang, Xuan
;
Gao, Xing
;
Zhou, Qiuping
;
Ma, Jian
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
6
,
pp. 1224-1236
Persistent link: https://www.econbiz.de/10012211536
Saved in:
303
Optimal reinsurance to minimize the probability of drawdown under the
mean-variance
premium principle
Han, Xia
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
Saved in:
304
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:
305
Mean-variance
efficiency of optimal power and logarithmic utility portfolios
Bodnar, Taras
;
Ivasiuk, Dmytro
;
Parolya, Nestor
; …
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 675-698
Persistent link: https://www.econbiz.de/10012321865
Saved in:
306
Robust time-consistent
mean-variance
portfolio selection problem with multivariate stochastic volatility
Yan, Tingjin
;
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 699-724
Persistent link: https://www.econbiz.de/10012321867
Saved in:
307
Forward-looking portfolio selection with multivariate non-Gaussian models
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1645-1661
Persistent link: https://www.econbiz.de/10012295628
Saved in:
308
A regime-switching factor model for
mean-variance
optimization
Costa, Giorgio
;
Kwon, Roy H.
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 31-59
Persistent link: https://www.econbiz.de/10012297507
Saved in:
309
Strategic decision concerning tourist origins portfolio: a decision process based on the ELECTRE method and applied to French Polynesia
Botti, Laurent
;
Petit, Sylvain
;
Zhang, Linjia
- In:
Tourism economics : the business and finance of tourism …
26
(
2020
)
5
,
pp. 830-843
Persistent link: https://www.econbiz.de/10012265973
Saved in:
310
Multi-period
mean-variance
portfolio selection with practical constraints using heuristic genetic algorithms
Chen, Yao-Tsung
;
Yang, Hao-Qun
- In:
International journal of computational economics and …
10
(
2020
)
3
,
pp. 209-221
Persistent link: https://www.econbiz.de/10012271054
Saved in:
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