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~subject:"Portfolio selection"
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Portfolio selection
Theorie
132
Theory
132
China
92
Portfolio-Management
36
Capital income
22
Kapitaleinkommen
22
Börsenkurs
21
Risiko
21
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21
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Competition
18
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Technische Effizienz
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Welt
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15
Arbeitslosigkeit
13
Corporate Governance
13
Corporate governance
13
Preismanagement
13
Pricing strategy
13
Stochastic process
13
Stochastischer Prozess
13
Unemployment
13
Economic growth
12
Einzelhandel
12
Mathematical programming
12
Mathematische Optimierung
12
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32
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32
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English
37
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Chen, Zhiping
25
Liu, Jia
6
Li, Gang
5
Consigli, Giorgio
4
Hu, Qianhui
4
Li Yang
4
Chen, Zhanhui
3
Li, Zongxin
3
Yan, Zhe
3
Yang, Peng
3
Chen, Bingzheng
2
Chen, Ze
2
Chen, Zilin
2
Hu, Yi
2
Lin, Ruiyue
2
Wang, Tao
2
Yang, Bowen
2
Zhang, Hai
2
Antunes, Jorge
1
Chen, Min
1
Chen, Ping
1
Chen, Zhao
1
Chen, Zhiwei
1
Chen, Zhixue
1
Chen, Zhongfei
1
Chen, Zhuming
1
Dong, Qichen
1
Du, Qianqian
1
Duan, Qihong
1
Fei, Zhe
1
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1
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1
Guo, Ju'e
1
Hui, Yongchang
1
Ji, Bingbing
1
Jiang, Hong
1
Jin, Ming
1
Lian, Yimin
1
Liang, Dawei
1
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1
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IMA journal of management mathematics
5
Journal of banking & finance
3
OR spectrum : quantitative approaches in management
3
Insurance / Mathematics & economics
2
Quantitative finance
2
Applied economics
1
Asia Pacific journal of operational research : APJOR
1
China finance review international
1
Computational economics
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
European Financial Management Association, 2019 Annual Meeting
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Insurance : mathematics and economics
1
International journal of theoretical and applied finance
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial economics
1
Journal of international financial markets, institutions & money
1
Optimal financial decision making under uncertainty
1
Stochastic optimization: theory and applications
1
Technological forecasting & social change : an international journal
1
The review of financial studies
1
Top : transactions in operations research
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ECONIS (ZBW)
37
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1
Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework
Yang, Peng
;
Chen, Zhiping
- In:
IMA journal of management mathematics
34
(
2023
)
4
,
pp. 661-694
Persistent link: https://www.econbiz.de/10014389017
Saved in:
2
Nonlinearly weighted convex risk measure and its application
Chen, Zhiping
;
Li Yang
- In:
Journal of banking & finance
35
(
2011
)
7
,
pp. 1777-1793
Persistent link: https://www.econbiz.de/10009247606
Saved in:
3
Dynamic portfolio optimization under multi-factor model in stochastic markets
Chen, Zhiping
;
Song, Zhenxia
- In:
OR spectrum : quantitative approaches in management
34
(
2012
)
4
,
pp. 885-919
Persistent link: https://www.econbiz.de/10009631523
Saved in:
4
Tail nonlinearly transformed risk measure and its application
Chen, Zhiping
;
Li Yang
;
Xu, Daobao
;
Hu, Qianhui
- In:
OR spectrum : quantitative approaches in management
34
(
2012
)
4
,
pp. 817-860
Persistent link: https://www.econbiz.de/10009631526
Saved in:
5
Time-consistent investment policies in Markovian markets : a case of mean-variance analysis
Chen, Zhiping
;
Li, Gang
;
Zhao, Yonggan
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 293-316
Persistent link: https://www.econbiz.de/10010424358
Saved in:
6
Optimal investment policy in the time consistent mean-variance formulation
Chen, Zhiping
;
Li, Gang
;
Guo, Ju'e
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 145-156
Persistent link: https://www.econbiz.de/10009736120
Saved in:
7
New DEA performance evaluation indices and their applications in the American fund market
Lin, Ruiyue
;
Chen, Zhiping
- In:
Asia Pacific journal of operational research : APJOR
25
(
2008
)
4
,
pp. 421-450
Persistent link: https://www.econbiz.de/10003765940
Saved in:
8
Two-sided coherent risk measures and their application in realistic portfolio optimization
Chen, Zhiping
;
Wang, Yi
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2667-2673
Persistent link: https://www.econbiz.de/10003796150
Saved in:
9
Multi-period investment decision problem based on time consistent generalized convex risk measure and extremum scenarios
Li Yang
;
Chen, Zhiping
;
Hu, Qianhui
- In:
China finance review international
4
(
2014
)
4
,
pp. 360-384
Persistent link: https://www.econbiz.de/10011339001
Saved in:
10
Dynamic network DEA approach with diversification to multi-period performance evaluation of funds
Lin, Ruiyue
;
Chen, Zhiping
;
Hu, Qianhui
;
Li, Zongxin
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
3
,
pp. 821-860
Persistent link: https://www.econbiz.de/10011707238
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