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Search: subject:"Mean-variance criterion"
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Portfolio selection
32
Portfolio-Management
32
Mean-variance criterion
25
Theorie
20
Theory
20
Reinsurance
12
Rückversicherung
12
Stochastic process
12
Stochastischer Prozess
12
Option pricing theory
7
Optionspreistheorie
7
Time consistency
6
mean-variance criterion
6
Risikomodell
5
Risk model
5
Zeitkonsistenz
5
Efficient frontier
4
Equilibrium strategy
4
Hedging
4
Mathematical programming
4
Mathematische Optimierung
4
Mean–variance criterion
4
Pension fund
4
Pensionskasse
4
Risiko
4
Risikoaversion
4
Risk
4
Risk aversion
4
Volatility
4
Volatilität
4
Analysis
3
Backward stochastic differential equation
3
Betriebliche Altersversorgung
3
CAPM
3
Game theory
3
Insurer
3
Mathematical analysis
3
Occupational pension plan
3
Optimal Asset Allocation
3
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Undetermined
36
Free
4
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Article
40
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5
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34
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34
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1
Graue Literatur
1
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1
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1
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English
35
Undetermined
10
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Zeng, Yan
8
Li, Danping
7
Li, Bin
4
Shen, Yang
4
Zhao, Hui
4
Alexander, Carol
3
Bi, Junna
3
Korovilas, Dimitris
3
Li, Zhongfei
3
Rong, Ximin
3
Young, Virginia R.
3
Yuen, Kam Chuen
3
Chang, Hao
2
Lai, Yongzeng
2
Liang, Xiaoqing
2
Liang, Zhibin
2
Sotirov, Renata
2
Sun, Zhongyang
2
Alia, Ishak
1
Avinadav, Tal
1
Bangur, Peeyush
1
COHEN, ALLON
1
Cai, Jun
1
Cao, Jingyi
1
Chen, Jiachen
1
Chen, Zhen
1
Chen, Zhiping
1
Chernonog, Tatyana
1
Chighoub, Farid
1
Czichowsky, Christoph
1
Eini, Esmat Jamshidi
1
Gu, Ailing
1
Guan, Guohui
1
Guo, Junyi
1
Guo, Xianping
1
Hajiagha, Seyed Hossein Razavi
1
Hashemi, Shide Sadat
1
Jiang, Wenjun
1
Khaloozadeh, Hamid
1
LEVY, HAIM
1
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Henley Business School, University of Reading
2
Tilburg University, Center for Economic Research
1
University of Bonn, Germany
1
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Insurance
17
Mathematical methods of operations research
3
ICMA Centre Discussion Papers in Finance
2
Insurance: Mathematics and Economics
2
Journal of economic dynamics & control
2
Scandinavian actuarial journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of Financial Economics (AFE)
1
Applied economics
1
Computational Optimization and Applications
1
Discussion Paper / Tilburg University, Center for Economic Research
1
Discussion Paper Serie B
1
Discussion paper / ICMA Centre, Henley Business School, University of Reading
1
Economic modelling
1
European Journal of Operational Research
1
European journal of operational research : EJOR
1
Finance and Stochastics
1
IMA journal of management mathematics
1
Modern economy
1
Omega : the international journal of management science
1
Quantitative finance
1
RAIRO
1
The journal of investment strategies
1
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ECONIS (ZBW)
35
RePEc
10
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45
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1
Two Stackelberg games in life insurance :
mean-variance
criterion
Liang, Xiaoqing
;
Young, Virginia R.
- In:
ASTIN bulletin : the journal of the International …
55
(
2025
)
1
,
pp. 178-203
Persistent link: https://www.econbiz.de/10015450029
Saved in:
2
Robust time-consistent reinsurance-investment strategy with model uncertainty under 4/2 stochastic volatility model
Chang, Hao
;
Chen, Zhen
- In:
Scandinavian actuarial journal
2025
(
2025
)
6
,
pp. 574-597
Persistent link: https://www.econbiz.de/10015534579
Saved in:
3
Time-consistent investment strategy for a DC pension plan with the return of premiums clause and mispricing
Zhang, Ling
;
Wang, Pei
;
Shen, Yang
- In:
Quantitative finance
25
(
2025
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10015534068
Saved in:
4
Optimal insurance design under mean-variance preference with narrow framing
Liang, Xiaoqing
;
Jiang, Wenjun
;
Zhang, Yiying
- In:
Insurance
112
(
2023
),
pp. 59-79
Persistent link: https://www.econbiz.de/10014446726
Saved in:
5
Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework
Yang, Peng
;
Chen, Zhiping
- In:
IMA journal of management mathematics
34
(
2023
)
4
,
pp. 661-694
Persistent link: https://www.econbiz.de/10014389017
Saved in:
6
Stackelberg differential game for reinsurance : mean-variance framework and random horizon
Li, Danping
;
Young, Virginia R.
- In:
Insurance
102
(
2022
),
pp. 42-55
Persistent link: https://www.econbiz.de/10013271955
Saved in:
7
Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution
Guan, Guohui
;
Li, Bin
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013539527
Saved in:
8
Optimal reinsurance under the α-maxmin
mean-variance
criterion
Zhang, Liming
;
Li, Bin
- In:
Insurance
101
(
2021
)
2
,
pp. 225-239
Persistent link: https://www.econbiz.de/10012793925
Saved in:
9
Parameter uncertainty in estimation of portfolio efficiency : evidence from an interval diversification-consistent DEA approach
Xiao, Helu
;
Ren, Tiantian
;
Zhou, Zhongbao
;
Liu, Wenbin
- In:
Omega : the international journal of management science
103
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012581724
Saved in:
10
The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution
Eini, Esmat Jamshidi
;
Khaloozadeh, Hamid
- In:
Insurance
98
(
2021
),
pp. 44-50
Persistent link: https://www.econbiz.de/10012545260
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