//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"risk aversion"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risk aversion
61
Risikoaversion
60
Theorie
37
Theory
37
Risiko
24
Risk
24
Portfolio-Management
19
Risikomodell
12
Risk model
12
Finanzmathematik
10
Loss aversion
10
Mathematical finance
10
Erwartungsnutzen
9
Expected utility
9
Stochastic process
9
Stochastischer Prozess
9
Decision under risk
8
Decision under uncertainty
8
Entscheidung unter Risiko
8
Entscheidung unter Unsicherheit
8
Prospect Theory
6
Prospect theory
6
Altersvorsorge
5
Insolvency
5
Insolvenz
5
Retirement provision
5
Risikomaß
5
Risk measure
5
Actuarial mathematics
4
Anlageverhalten
4
Behavioural finance
4
Loss
4
Portfolio choice
4
Probability theory
4
Reinsurance
4
Rückversicherung
4
Stochastic dominance
4
Verlust
4
Versicherungsmathematik
4
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Li, Zhongfei
3
Zeng, Yan
3
Chen, Zheng
2
Wong, Hoi Ying
2
Badaoui, Mohamed
1
Belles-Sampera, Jaume
1
Bi, Junna
1
Bilsen, Servaas van
1
Cai, Jun
1
Chiu, Mei Choi
1
Dong, Yinghui
1
Fernández, Begoña
1
Guan, Guohui
1
Guillén, Montserrat
1
Guo, Dongmei
1
Guo, Wenjing
1
Guo, Xu
1
Han, Nan-Wei
1
Hu, Yi
1
Hung, Mao-Wei
1
Laeven, Roger J. A.
1
Li, Jingyuan
1
Li, Yongwu
1
Liang, Zongxia
1
Lin, Wen-chang
1
Liu, Liqun
1
Lu, Jin-ray
1
Neilson, William
1
Ruß, Jochen
1
Santolino, Miguel
1
Schelling, Stefan
1
Shen, Yang
1
Sun, Jingyun
1
Wang, Jianli
1
Wang, Shouyang
1
Yan, Tingjin
1
Zhang, WenJun
1
Zhao, Hui
1
Zhao, Lin
1
Zheng, Harry
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
European journal of operational research : EJOR
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
NBER working paper series
15
Journal of banking & finance
12
Research paper series / Swiss Finance Institute
12
Working paper / National Bureau of Economic Research, Inc.
12
Applied economics letters
11
Economics letters
11
Finance research letters
11
Journal of economic dynamics & control
11
Journal of economic theory
11
Journal of mathematical economics
11
NBER Working Paper
11
Annals of finance
10
International journal of theoretical and applied finance
9
Journal of financial economics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
International review of economics & finance : IREF
8
International review of financial analysis
8
Journal of empirical finance
8
Swiss Finance Institute Research Paper
8
Economic modelling
7
Finance and stochastics
7
Mathematical methods of operations research
7
Mathematics and financial economics
7
Quantitative finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
The review of financial studies
7
Applied economics
6
CESifo working papers
6
Discussion paper / Tinbergen Institute
6
Economic theory : official journal of the Society for the Advancement of Economic Theory
6
Finance : revue de l'Association Française de Finance
6
IHS economics series : working paper
6
IMA journal of management mathematics
6
The European journal of finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Theory and decision : an international journal for multidisciplinary advances in decision science
6
Discussion paper / Centre for Economic Policy Research
5
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
Saved in:
3
Return smoothing in life insurance from a client perspective
Ruß, Jochen
;
Schelling, Stefan
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 91-106
Persistent link: https://www.econbiz.de/10012793912
Saved in:
4
Dynamic consumption and portfolio choice under prospect theory
Bilsen, Servaas van
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 224-237
Persistent link: https://www.econbiz.de/10012242015
Saved in:
5
The participation puzzle with reference-dependent expected utility preferences
Wang, Jianli
;
Liu, Liqun
;
Neilson, William
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 278-287
Persistent link: https://www.econbiz.de/10012294134
Saved in:
6
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion
Zhao, Hui
;
Shen, Yang
;
Zeng, Yan
;
Zhang, WenJun
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 159-180
Persistent link: https://www.econbiz.de/10012105537
Saved in:
7
Optimal investment-reinsurance strategies with state dependent
risk
aversion
and VaR constraints in correlated markets
Bi, Junna
;
Cai, Jun
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011990589
Saved in:
8
Optimal investment of DC pension plan under short-selling constraints and portfolio insurance
Dong, Yinghui
;
Zheng, Harry
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 47-59
Persistent link: https://www.econbiz.de/10011990613
Saved in:
9
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
;
Sun, Jingyun
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
Saved in:
10
Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks
Han, Nan-Wei
;
Hung, Mao-Wei
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 54-67
Persistent link: https://www.econbiz.de/10011702045
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->