Concepedia

Yaniv Zaks

YZ

Statistics

Publications

5

Citations

109

H-Index

5

Active since

2006

Affiliations

University of Haifa(Current)

City, University of London

Yaniv Zaks is an author at University of Haifa specializing in asset pricing, portfolio optimization, and operations research.

Top concepts

EngineeringAsset PricingOperations ResearchPortfolio OptimizationMathematical ProgrammingFinanceBusinessInsuranceManagementStatistics

Publications per year

2006–2014

5

Publications

5

Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level

Yaniv Zaks, Esther Frostig, Benny Levikson · Astin Bulletin · 2006 · 39 citations · Full text

Mathematical Programming, Engineering, Optimal Premium +21

Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level

Yaniv Zaks, Esther Frostig, Benny Levikson · Astin Bulletin · 2006 · 23 citations

Mathematical Programming, Engineering, Optimal Premium +21

Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure

Esther Frostig, Yaniv Zaks, Benny Levikson · Insurance Mathematics and Economics · 2006 · 19 citations

Mathematical Programming, Optimal Pricing, Portfolio Optimization +9

Optimal capital allocation in a hierarchical corporate structure

Yaniv Zaks, Andreas Tsanakas · Insurance Mathematics and Economics · 2014 · 17 citations

Quantitative Management, Business, Cost Of Capital +6

Optimal Capital Allocation in a Hierarchical Corporate Structure

Yaniv Zaks, Andreas Tsanakas · SSRN Electronic Journal · 2013 · 11 citations · Full text

Quantitative Management, Business, Cost Of Capital +6

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