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~subject:"Portfolio selection"
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Portfolio selection
Theorie
37
Theory
35
China
32
Option pricing theory
20
Optionspreistheorie
20
Portfolio-Management
17
Risk and Uncertainty
17
Risiko
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weather risk
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crop insurance
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basis risk
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weather derivatives
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CAPM
6
Consumer behaviour
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Data Mining
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Data mining
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Hedging
6
Innovation
6
Konsumentenverhalten
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Volatilität
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Xu, Wei
10
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2
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2
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2
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2
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1
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1
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Möglichkeiten und Grenzen der wissenschaftlichen Politikanalyse : 50. Jahrestagung der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e. V. vom 29. September bis 1. Oktober 2010
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ECONIS (ZBW)
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1
Moment matching machine learning methods for risk management of large variable annuity portfolios
Xu, Wei
;
Chen, Yuehuan
;
Coleman, Conrad
;
Coleman, Thomas F.
- In:
Journal of economic dynamics & control
87
(
2018
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011973875
Saved in:
2
An efficient global optimal method for cardinality constrained portfolio optimization
Xu, Wei
;
Tang, Jie
;
Yiu, Ka Fai Cedric
;
Peng, Jian Wen
- In:
INFORMS journal on computing : JOC ; charting new …
36
(
2024
)
2
,
pp. 690-704
Persistent link: https://www.econbiz.de/10014532319
Saved in:
3
Price of climate risk hedging under uncertainty
Rubtsov, Alexey
;
Xu, Wei
;
Šević, Aleksandar
;
Šević, …
- In:
Technological forecasting & social change : an …
165
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012671618
Saved in:
4
Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models
Dong, Bing
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1741-1761
Persistent link: https://www.econbiz.de/10012194821
Saved in:
5
Efficient willow tree method for variable annuities valuation and risk management
Dong, Bing
;
Xu, Wei
;
Šević, Aleksandar
;
Šević, Željko
- In:
International review of financial analysis
68
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012301004
Saved in:
6
A new lattice approach for risk-minimization hedging under generalized autoregressive conditional heteroskedasticity models
Ma, Junmei
;
Wang, Chen
;
Xu, Wei
- In:
European journal of operational research : EJOR
321
(
2025
)
3
,
pp. 1021-1035
Persistent link: https://www.econbiz.de/10015409961
Saved in:
7
The effect of housing wealth on household portfolio choice
Li, Qize
;
Brounen, Dirk
;
Li, Jianjun
;
Wei, Xu
- In:
Annals of economics and finance
23
(
2022
)
2
,
pp. 253-277
Persistent link: https://www.econbiz.de/10013533127
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8
Optimal tranching with diverse beliefs
Guo, Guixia
;
Wang, Frank Yong
;
Wei, Xu
- In:
Economics letters
124
(
2014
)
2
,
pp. 222-226
Persistent link: https://www.econbiz.de/10010493719
Saved in:
9
Investors' heterogeneity and tranching
Wang, Frank Yong
;
Wei, Xu
;
Li, Li
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3679-3684
Persistent link: https://www.econbiz.de/10011621159
Saved in:
10
Heterogeneous beliefs and diversification discount
Tong, Zhuoyuan
;
Wei, Xu
- In:
Finance research letters
27
(
2018
),
pp. 148-153
Persistent link: https://www.econbiz.de/10012006831
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