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~subject:"Portfolio selection"
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Portfolio selection
China
174
Theorie
167
Theory
167
Börsenkurs
73
Share price
73
Capital income
60
Kapitaleinkommen
60
Aktienmarkt
58
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58
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57
Volatilität
57
Welt
48
World
48
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45
Behavioural finance
45
Lieferkette
44
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44
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43
Schätzung
43
Portfolio-Management
42
Consumer behaviour
37
Konsumentenverhalten
37
Forecasting model
34
Innovation
34
Prognoseverfahren
34
USA
32
United States
32
Risiko
27
Risk
27
Time series analysis
27
Zeitreihenanalyse
27
CAPM
24
Firm performance
24
Unternehmenserfolg
24
Spillover effect
23
Spillover-Effekt
23
Risikomanagement
22
Risk management
22
Estimation theory
21
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Undetermined
23
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10
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1
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Article
34
Book / Working Paper
8
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33
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33
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1
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1
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1
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English
42
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Li, Youwei
15
Li, Yuying
12
Forsyth, Peter
7
Fan, Minyou
6
Liu, Jiadong
6
Coleman, Thomas F.
4
Li, Kai
4
Han, Xing
3
He, Xue-zhong
3
Kearney, Fearghal
3
Li, Yuming
3
Ni, Chendi
3
Carroll, Ray
2
Gao, Ya
2
Guo, Jiaqi
2
Li, Yan
2
Li, Yang
2
Li, Yongwu
2
Staden, Pieter M. van
2
Xiong, Xiong
2
Alexander, S.
1
Alexander, Siddharth
1
Ali, Shoaib
1
Chen, Tao
1
Coleman, T. F.
1
Gao, Kang
1
Hao, Jing
1
He, Feng
1
Huang, Charley Z.
1
Ijaz, Muhammad Shahzad
1
Jewell, Sean W.
1
Levchenkov, Dmitriy
1
Li, Donghui
1
Li, Duan
1
Li, Peng
1
Li, Y. P.
1
Li, Yanshuang
1
Li, Yingjie
1
Li, Yixuan
1
Li, Yong
1
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Insurance / Mathematics & economics
3
Journal of economic dynamics & control
3
Energy economics
2
European journal of operational research : EJOR
2
Journal of international financial markets, institutions & money
2
Journal of risk
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Quantitative finance
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Financial innovation : FIN
1
Financial markets and portfolio management
1
INFOR : information systems and operational research
1
Industry and innovation
1
International journal of theoretical and applied finance : IJTAF
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of empirical finance
1
Operations research letters
1
QMS Research Paper 2020/01
1
Research in international business and finance
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Risk measures for the 21st century
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of derivatives : JOD
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
42
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Risk management of energy system for identifying optimal power mix with financial-cost minimization and environmental-impact mitigation under uncertainty
Nie, S.
;
Li, Y. P.
;
Liu, J.
;
Huang, Charley Z.
- In:
Energy economics
61
(
2017
),
pp. 313-329
Persistent link: https://www.econbiz.de/10011737833
Saved in:
2
Characterizations of optimal portfolios by univariate and multivariate risk aversion
Li, Yuming
- In:
Management science : journal of the Institute for …
35
(
1989
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10001063801
Saved in:
3
Derivative portfolio hedging based on CVaR
Alexander, Siddharth
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Risk measures for the 21st century
,
(pp. 339-363)
.
2004
Persistent link: https://www.econbiz.de/10002081633
Saved in:
4
A gradual nonconvexification method for minimizing value-at-risk
Xi, Jiong
;
Coleman, Thomas F.
;
Li, Yuying
;
Tayal, Aditya
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 23-47
Persistent link: https://www.econbiz.de/10013262924
Saved in:
5
Non-linear equity portfolio variance reduction under a mean-variance framework : a delta-gamma approach
Jewell, Sean W.
;
Li, Yang
;
Pirvu, Traian A.
- In:
Operations research letters
41
(
2013
)
6
,
pp. 694-700
Persistent link: https://www.econbiz.de/10010236034
Saved in:
6
Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
Li, Yongwu
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 86-97
Persistent link: https://www.econbiz.de/10009785417
Saved in:
7
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Li, Yingjie
;
Zhu, Shushang
;
Li, Donghui
;
Li, Duan
- In:
European journal of operational research : EJOR
228
(
2013
)
3
,
pp. 556-570
Persistent link: https://www.econbiz.de/10009758081
Saved in:
8
Minimizing CVaR and VaR for a portfolio of derivatives
Alexander, S.
;
Coleman, T. F.
;
Li, Yuying
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 583-605
Persistent link: https://www.econbiz.de/10003291325
Saved in:
9
Time-consistent investment strategy under partial information
Li, Yongwu
;
Qiao, Han
;
Wang, Shouyang
;
Zhang, Ling
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 187-197
Persistent link: https://www.econbiz.de/10011428653
Saved in:
10
Optimal time series momentum
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344325
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