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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"European journal of operational research : EJOR"
~person:"Li, Duan"
~person:"Sueyoshi, Toshiyuki"
~subject:"Dynamic mean-risk portfolio selection"
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Portfolio-Management
United States
Dynamic mean-risk portfolio selection
Theorie
11
Theory
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6
Mathematical programming
5
Mathematische Optimierung
5
Data envelopment analysis
3
Data-Envelopment-Analyse
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Li, Duan
Sueyoshi, Toshiyuki
Liesiö, Juuso
10
Salo, Ahti A.
7
Steuer, Ralph E.
5
Grechuk, Bogdan
4
Laporte, Gilbert
4
Lioui, Abraham
4
Puerto, Justo
4
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4
Boysen, Nils
3
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3
Gao, Jianjun
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3
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3
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3
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3
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3
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3
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3
Poncet, Patrice
3
Prigent, Jean-Luc
3
Ruiz, Rubén
3
Rustem, Berç
3
Schmid, Wolfgang
3
Speranza, Maria Grazia
3
Thompson, J.
3
Van de Woestyne, Ignace
3
Wimmer, Maximilian
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Wong, Wing Keung
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Yang, Hailiang
3
Yuan, Jinjiang
3
Zabarankin, Michael
3
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3
Zopounidis, Constantin
3
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2
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2
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European journal of operational research : EJOR
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Journal of economic dynamics & control
3
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
2
Energy economics
2
Journal of the Operational Research Society : OR
2
The journal of computational finance
2
INFORMS journal on computing : JOC
1
Journal of banking & finance
1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Operations research letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
9
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1
The intermediate approach to sustainability enhancement and scale-related measures in environmental assessment
Sueyoshi, Toshiyuki
;
Goto, Mika
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 744-756
Persistent link: https://www.econbiz.de/10012003653
Saved in:
2
Quadratic convex reformulation for quadratic programming with linear on-off constraints
Wu, Baiyi
;
Li, Duan
;
Jiang, Rujun
- In:
European journal of operational research : EJOR
274
(
2019
)
3
,
pp. 824-836
Persistent link: https://www.econbiz.de/10011990236
Saved in:
3
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun
;
Xiong, Yan
;
Li, Duan
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
Saved in:
4
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
Saved in:
5
Optimal muli-period mean-variance policy under no-shorting constraint
Cui, Xiangyu
;
Gao, Jianjun
;
Li, Xun
;
Li, Duan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 459-468
Persistent link: https://www.econbiz.de/10010356724
Saved in:
6
New reformulations for probabilistically constrained quadratic programs
Hsia, Yong
;
Wu, Baiyi
;
Li, Duan
- In:
European journal of operational research : EJOR
233
(
2014
)
3
,
pp. 550-556
Persistent link: https://www.econbiz.de/10010228240
Saved in:
7
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Li, Yingjie
;
Zhu, Shushang
;
Li, Donghui
;
Li, Duan
- In:
European journal of operational research : EJOR
228
(
2013
)
3
,
pp. 556-570
Persistent link: https://www.econbiz.de/10009758081
Saved in:
8
Data envelopment analysis for environmental assessment : comparison between public and private ownership in petroleum industry
Sueyoshi, Toshiyuki
;
Goto, Mika
- In:
European journal of operational research : EJOR
216
(
2012
)
3
,
pp. 668-678
Persistent link: https://www.econbiz.de/10009387439
Saved in:
9
Methodological comparison between two unified (operational and environmental) efficiency measurements for environmental assessment
Sueyoshi, Toshiyuki
;
Goto, Mika
- In:
European journal of operational research : EJOR
210
(
2011
)
3
,
pp. 684-693
Persistent link: https://www.econbiz.de/10008990049
Saved in:
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