Keyphrases
Cointegration
100%
Copyright
94%
Insurer
73%
Continuous-time
68%
Mean-variance
55%
Pairs Trading
53%
Asset Liability Management
46%
Time Inconsistency
44%
Stochastic Volatility
43%
Risky Assets
36%
Optimal Investment
35%
Mortality Rate
32%
Insurance Liabilities
32%
Correlation Risk
28%
Safety-first
28%
Management Challenges
27%
Financial Markets
22%
Mean-variance Portfolio Selection
22%
Portfolio Optimization
20%
Interest Rate Models
18%
Long-range Dependence
18%
Operations Research
18%
Lvy Processes
18%
Transform Network
18%
Fast Fourier Transform
18%
Mean-reverting
17%
Terminal Wealth
15%
Efficient Frontier
15%
Statistical Arbitrage
15%
Longevity Bond
14%
Stochastic Optimal Control
14%
Risk Management
14%
Asset Returns
14%
Stochastic Processes
14%
Diffusion Limit
14%
Explicit Solution
14%
Compound Poisson Process
13%
Portfolio Policy
13%
Trading Strategy
13%
Time Economy
12%
Stochastic Interest Rate
12%
Optimal Portfolio
12%
Cointegration Model
12%
Mean Reversion
12%
Exponential Utility
12%
Longevity Risk
12%
Mean-variance Hedging
12%
Dynamic Pair
12%
Mortality Model
12%
Volterra
12%
Economics, Econometrics and Finance
Continuous Time
95%
Volatility
59%
Wealth
55%
Portfolio Selection
55%
Asset-Liability Management
51%
Financial Market
42%
Levy Process
41%
Liability Insurance
35%
Hedging
34%
Risk Management
33%
Investors
32%
Arbitrage
28%
Optimal Control
25%
Investment Strategies
22%
Mean Reversion
18%
Pricing
18%
Option Trading
18%
Capital Market Returns
16%
Time Series
14%
Utility Function
14%
Interest Rate Derivative
12%
Yield Curve
11%
Incentives
9%
Liquidation
9%
Differential Game
9%
Nash Equilibrium
9%
Econometrics
9%
Transaction Costs
9%
Commodity Derivative
9%
Derivative Pricing
9%
Operations Research
9%
Dynamic Programming
9%
Opportunity Cost
9%
Bankruptcy
9%
Finance
9%
Regime Switching
9%
Financial Risk Management
9%
Risk Preference
7%
Risk Attitude
7%
Corporate Policy
6%