//--> //--> //--> //-->
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
~person:"Dai, Min"
~person:"Liang, Zongxia"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
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
Adaptive control schemes for p...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
45
Theory
45
Portfolio-Management
25
Stochastic process
8
Stochastischer Prozess
8
Option pricing theory
6
Optionspreistheorie
6
Pension fund
6
Pensionskasse
6
Altersvorsorge
5
Retirement provision
5
Transaction costs
5
Transaktionskosten
5
Liquidity
4
Liquidität
4
Reinsurance
4
Rückversicherung
4
CAPM
3
Capital income
3
Dynamic programming
3
Dynamische Optimierung
3
Kapitaleinkommen
3
Martingale method
3
Option trading
3
Optionsgeschäft
3
Search theory
3
Stochastic dynamic programming
3
Stochastic interest rate
3
Suchtheorie
3
Time consistency
3
Volatility
3
Volatilität
3
Zeitkonsistenz
3
Anlageverhalten
2
Behavioural finance
2
Capital gains tax
2
Consumer behaviour
2
Defined contribution pension plan
2
Dividend
2
more ...
less ...
Online availability
All
Undetermined
18
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Sammelwerk
Article in journal
25
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
25
Author
All
Dai, Min
Liang, Zongxia
Fabozzi, Frank J.
58
Korn, Ralf
29
Escobar, Marcos
26
Wong, Wing Keung
26
Li, Duan
25
Markowitz, Harry
21
Zagst, Rudi
21
Prigent, Jean-Luc
20
Forsyth, Peter A.
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Gollier, Christian
16
Post, Thierry
16
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Satchell, Stephen
15
Yao, Haixiang
15
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Guerard, John Baynard
14
Rüschendorf, Ludger
14
Vanduffel, Steven
14
Kwon, Roy H.
13
Račev, Svetlozar T.
13
Sass, Jörn
13
Schenk-Hoppé, Klaus Reiner
13
Siu, Tak Kuen
13
Zeng, Yan
13
Zhou, Guofu
13
Hens, Thorsten
12
Kraft, Holger
12
Li, Xun
12
Liesiö, Juuso
12
Lo, Andrew W.
12
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
11
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Digital finance : smart data analytics, investment innovation, and financial technology
1
European journal of operational research : EJOR
1
Journal of economic dynamics & control
1
Journal of economic theory
1
Journal of financial and quantitative analysis : JFQA
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
1
Review of economic dynamics
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust optimal reinsurance and investment strategies for an AAI with multiple risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 63-78
Persistent link: https://www.econbiz.de/10012133510
Saved in:
2
How does illiquidity affect delegated portfolio choice?
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 539-585
Persistent link: https://www.econbiz.de/10012138916
Saved in:
3
Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia
;
Ma, Ming
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
Saved in:
4
Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 224-237
Persistent link: https://www.econbiz.de/10011533911
Saved in:
5
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 99-109
Persistent link: https://www.econbiz.de/10010515914
Saved in:
6
Portfolio selection with capital gains tax, recursive utility, and regime switching
Cai, Jiatu
;
Chen, Xinfu
;
Dai, Min
- In:
Management science : journal of the Institute for …
64
(
2018
)
5
,
pp. 2308-2324
Persistent link: https://www.econbiz.de/10011874111
Saved in:
7
Time-consistent proportional reinsurance and investment strategies under ambiguous environment
Guan, Guohui
;
Liang, Zongxia
;
Feng, Jian
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 122-133
Persistent link: https://www.econbiz.de/10011944107
Saved in:
8
Portfolio choice with market closure and implications for liquidity premia
Dai, Min
;
Li, Peifan
;
Liu, Hong
;
Wang, Yajun
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 368-386
Persistent link: https://www.econbiz.de/10011446196
Saved in:
9
Illiquidity, position limits, and optimal investment for mutual funds
Dai, Min
;
Jin, Hanqing
;
Liu, Hong
- In:
Journal of economic theory
146
(
2011
)
4
,
pp. 1598-1630
Persistent link: https://www.econbiz.de/10009261925
Saved in:
10
Leverage management in a bull-bear switching market
Dai, Min
;
Wang, Hefei
;
Yang, Zhou
- In:
Journal of economic dynamics & control
36
(
2012
)
10
,
pp. 1585-1599
Persistent link: https://www.econbiz.de/10009701969
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->