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On allocations to portfolios of assets with statistically dependent potential risk returns

Li, Xiaohu; Li, Chen - In: Insurance / Mathematics & economics 68 (2016), pp. 178-186

Persistent link: https://www.econbiz.de/10011492664

Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns

Li, Chen; Li, Xiaohu - In: Insurance / Mathematics & economics 86 (2019), pp. 84-91

Persistent link: https://www.econbiz.de/10012058830

A note on allocation of portfolio shares of random assets with Archimedean copula

Li, Xiaohu; You, Yinping - In: Stochastic methods in reliability and risk management : …, (pp. 155-167). 2014

Persistent link: https://www.econbiz.de/10010239387

Analysis of survivorship life insurance portfolios with stochastic rates of return

Chen, Li; Lin, Luyao; Lu, Yi; Parker, Gary - In: Insurance / Mathematics & economics 75 (2017), pp. 16-31

Persistent link: https://www.econbiz.de/10011740696

Social responsibility portfolio optimization incorporating ESG criteria

Chen, Li; Zhang, Lipei; Huang, Jun; Xiao, Helu; Zhou, … - In: Journal of management science and engineering 6 (2021) 1, pp. 75-85

Social responsibility investment (SRI) has attracted worldwide attention for its potential in promoting investment sustainability and stability. We developed a three-step framework by incorporating environmental, social, and governance (ESG) performance into portfolio optimization. In comparison...

Persistent link: https://www.econbiz.de/10013206079