Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
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
Asset and liability management...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
45
Language
All
Undetermined
45
Author
All
Li, Duan
40
Sun, Xiaoling
9
Chiu, Mei Choi
7
Wong, Hoi Ying
6
Zhu, Shushang
5
Yan, Houmin
4
Choi, Tsan-Ming
3
Cui, Xueting
3
Yao, Jing
3
Zhang, Lian-Sheng
3
Biswal, M.P.
2
Gao, Jianjun
2
Haimes, Yacov Y.
2
Lambert, James H.
2
Ng, Chi-Kong
2
Wang, Shouyang
2
Xia, Yong
2
Xu, Yifan
2
Zhang, Shuzhong
2
Zheng, Xiaojin
2
Biswal, N.P.
1
Chao, Xiuli
1
Chiu, Chun-Hung
1
Choi, Tsan-Ming (Jason)
1
Chowdhury, Mashrur A.
1
Cui, Xiangyu
1
Garber, Nicholas J.
1
Joseph Lee, Heung-Wing
1
Li, Donghui
1
Li, Yingjie
1
Li, Zhongfei
1
Liang, Jianfeng
1
Liao, Li-Zhi
1
Ling, Con Way
1
Liu, Chunli
1
Lo, Yu Wai
1
Matalas, Nicholas C.
1
Mckinnon, Ken
1
Ng, Chi Kong
1
Ng, Wan-Lung
1
more ...
less ...
Published in...
All
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
9
European journal of operational research : EJOR
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Mathematics of operations research
3
Operations research letters
3
Annals of operations research
2
Insurance / Mathematics & economics
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Risk analysis : an international journal
2
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
International journal of production economics
1
Journal of infrastructure systems
1
Journal of risk
1
Omega : the international journal of management science
1
Operations research : the journal of the Operations Research Society of America
1
Reliability engineering & system safety
1
The journal of computational finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
98
RePEc
33
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset and liability management under a continuous-time mean–variance optimization framework
Chiu, Mei Choi
;
Li, Duan
- In:
Insurance / Mathematics & economics
39
(
2006
)
3
,
pp. 330-355
Persistent link: https://www.econbiz.de/10007376583
Saved in:
2
Roy’s Safety‐First Portfolio Principle in Financial Risk Management of Disastrous Events
Chiu, Mei Choi
;
Wong, Hoi Ying
;
Li, Duan
- In:
Risk analysis : an international journal
32
(
2012
)
11
,
pp. 1856-1873
Persistent link: https://www.econbiz.de/10010044412
Saved in:
3
Mean-variance principle of managing cointegrated risky assets and random liabilities
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Operations research letters
41
(
2013
)
1
,
pp. 98-106
Persistent link: https://www.econbiz.de/10010067722
Saved in:
4
Optimal investment for an insurer with cointegrated assets: CRRA utility
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 52-64
Persistent link: https://www.econbiz.de/10010062193
Saved in:
5
Mean–variance portfolio selection of cointegrated assets
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Journal of economic dynamics & control
35
(
2011
)
8
,
pp. 1369-1386
Persistent link: https://www.econbiz.de/10009133455
Saved in:
6
Mean–variance asset–liability management: Cointegrated assets and insurance liability
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
223
(
2012
)
3
,
pp. 785-794
Persistent link: https://www.econbiz.de/10010023405
Saved in:
7
Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility
Chiu, Mei Choi
;
Lo, Yu Wai
;
Wong, Hoi Ying
- In:
Operations research letters
39
(
2011
)
4
,
pp. 289-296
Persistent link: https://www.econbiz.de/10009181181
Saved in:
8
Selection of Probability Distributions in Characterizing Risk of Extreme Events
Lambert, James H.
;
Matalas, Nicholas C.
;
Ling, Con Way
; …
- In:
Risk analysis : an international journal
14
(
1994
)
5
,
pp. 731-742
Persistent link: https://www.econbiz.de/10006867025
Saved in:
9
Quick response policy with Bayesian information updates
Choi, Tsan-Ming (Jason)
;
Li, Duan
;
Yan, Houmin
- In:
European journal of operational research : EJOR
170
(
2006
)
3
,
pp. 788-808
Persistent link: https://www.econbiz.de/10006641032
Saved in:
10
Quantitative parametric connections between methods for generating noninferior solutions in multiobjective optimization
Li, Duan
;
Yang, Jian-Bo
;
Biswal, M.P.
- In:
European journal of operational research : EJOR
117
(
1999
)
1
,
pp. 84-99
Persistent link: https://www.econbiz.de/10006666571
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
