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~subject:"Risiko"
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Subject
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Risiko
Theorie
99
Theory
99
Portfolio selection
58
Portfolio-Management
57
China
48
Markov chain
43
Markov-Kette
41
Option pricing theory
40
Optionspreistheorie
40
Stochastic process
35
Stochastischer Prozess
35
Risk
29
Risk management
28
Familienunternehmen
25
Family business
25
Risikomanagement
23
Corporate Governance
22
Corporate governance
22
Agency theory
16
Firm performance
16
Prinzipal-Agent-Theorie
16
Unternehmenserfolg
16
Supply chain
15
Lieferkette
14
Mathematical programming
14
Mathematische Optimierung
14
Volatility
14
Volatilität
14
Eigentümerstruktur
13
Option trading
13
Optionsgeschäft
13
Ownership structure
13
Risikomaß
13
Risk measure
13
Esscher transform
11
Financial market
11
Finanzmarkt
11
Hedging
11
Regime-switching
11
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3
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27
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Article in journal
27
Aufsatz in Zeitschrift
27
Conference paper
1
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1
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English
29
Author
All
Siu, Tak Kuen
17
Wu, Zhenyu
9
Ding, Rong
3
Elliott, Robert J.
3
Liu, Mingzhi
3
Wang, Tingting
3
Zhu, Jinxia
3
Feng, Yang
2
Jacoby, Gady
2
Tang, Qihe
2
Tong, Zhiwei
2
Wang, Ning
2
Xun, Li
2
Yang, Hailiang
2
Aharon, David Y.
1
Baig, Ahmed S.
1
Chan, Leunglung
1
Chen, Changsheng
1
Chen, Daofu
1
Ching, Wai Ki
1
Ding, Shujun
1
Gao, Shiji
1
Ge, Wenxia
1
Goswami, Anindya
1
He, Jianwu
1
He, Wanhua
1
Ip, Wai-Hung
1
Jia, Chunxin
1
Jiang, Wenjiang
1
Jin, Zhuo
1
Lan, Zongmin
1
Lau, John W.
1
Li, Chengjian
1
Li, Yuanshun
1
Lin, Xiang
1
Liu, Jingzhen
1
Madan, Dilip B.
1
Meng, Hui
1
Qi, Zhen
1
Qiu, Ming
1
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Insurance / Mathematics & economics
4
European journal of operational research : EJOR
3
Annals of finance
2
Journal of international financial markets, institutions & money
2
Scandinavian actuarial journal
2
Annals of operations research
1
Applied economics
1
China development review
1
Computational economics
1
Insurance : mathematics and economics
1
International journal of production research
1
Journal / The Capco Institute : journal of financial transformation
1
Journal of accounting and public policy
1
Journal of mathematical economics
1
Mathematical methods of operations research
1
Risk and decision analysis
1
Risks : open access journal
1
The European journal of finance
1
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ECONIS (ZBW)
29
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1
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
2
Optimal payout strategies when Bruno de Finetti meets model uncertainty
Feng, Yang
;
Siu, Tak Kuen
;
Zhu, Jinxia
- In:
Insurance : mathematics and economics
116
(
2024
),
pp. 148-164
Persistent link: https://www.econbiz.de/10015066799
Saved in:
3
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
Elliott, Robert J.
;
Siu, Tak Kuen
-
2010
Persistent link: https://www.econbiz.de/10003964890
Saved in:
4
Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
Lin, Xiang
;
Zhang, Chunhong
;
Siu, Tak Kuen
- In:
Mathematical methods of operations research
75
(
2012
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10009490707
Saved in:
5
Optimal dividends with debts and nonlinear insurance risk processes
Meng, Hui
;
Siu, Tak Kuen
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 110-121
Persistent link: https://www.econbiz.de/10009785414
Saved in:
6
A decomposition method for optimal portfolios with regime-switching and risk constraint
Liu, Jingzhen
;
Yiu, Ka-fai Cedric
;
Siu, Tak Kuen
- In:
Risk and decision analysis
3
(
2012
)
4
,
pp. 269-276
Persistent link: https://www.econbiz.de/10009704597
Saved in:
7
Optimal investment and reinsurance of an insurer with model uncertainty
Zhang, Xin
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 81-88
Persistent link: https://www.econbiz.de/10009517594
Saved in:
8
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
9
Pricing risky debts under a Markov-modudated Merton model with completely random measures
Lau, John W.
;
Siu, Tak Kuen
- In:
Computational economics
31
(
2008
)
3
,
pp. 255-288
Persistent link: https://www.econbiz.de/10003691910
Saved in:
10
A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
Saved in:
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