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type_genre:"Biographie"
type_genre:"Sammelwerk"
~person:"Cui, Xiangyu"
~person:"Dai, Min"
~source:"econis"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
Theorie
39
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39
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26
Time consistency
7
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7
Option pricing theory
6
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6
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Cui, Xiangyu
Dai, Min
Fabozzi, Frank J.
58
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Markowitz, Harry
21
Zagst, Rudi
21
Prigent, Jean-Luc
20
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18
Wang, Ruodu
18
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17
Wong, Hoi Ying
17
Gollier, Christian
16
Liang, Zongxia
16
Satchell, Stephen
16
Chen, Zhiping
15
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Vanduffel, Steven
15
Yao, Haixiang
15
Cvitanić, Jakša
14
Guerard, John Baynard
14
Rüschendorf, Ludger
14
Siu, Tak Kuen
14
Koo, Hyeng-keun
13
Kwon, Roy H.
13
Račev, Svetlozar T.
13
Sass, Jörn
13
Schenk-Hoppé, Klaus Reiner
13
Zeng, Yan
13
Zhou, Guofu
13
Bernard, Carole
12
Hens, Thorsten
12
Kim, Woo Chang
12
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Management science : journal of the Institute for Operations Research and the Management Sciences
5
European journal of operational research : EJOR
2
Journal of economic dynamics & control
2
Journal of the Operational Research Society
2
Journal of the Operational Research Society : OR
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Operations research
2
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1
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1
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1
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ECONIS (ZBW)
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1
Time consistent in efficiency dynamic mean-variance policy
Shi, Yun
;
Li, Duan
;
Cui, Xiangyu
- In:
Journal of the Operational Research Society
74
(
2023
)
1
,
pp. 195-208
Persistent link: https://www.econbiz.de/10014231704
Saved in:
2
Learning equilibrium mean-variance strategy
Dai, Min
;
Dong, Yuchao
;
Jia, Yanwei
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1166-1212
Persistent link: https://www.econbiz.de/10014370647
Saved in:
3
A rational theory for disposition effects
Dai, Min
;
Jiang, Yipeng
;
Liu, Hong
;
Xu, Jing
- In:
Review of economic dynamics
47
(
2023
),
pp. 131-157
Persistent link: https://www.econbiz.de/10013555831
Saved in:
4
Beta and coskewness pricing : perspective from probability weighting
Shi, Yun
;
Cui, Xiangyu
;
Zhou, Xun Yu
- In:
Operations research
71
(
2023
)
2
,
pp. 776-790
Persistent link: https://www.econbiz.de/10014308639
Saved in:
5
Nonconcave utility maximization with portfolio bounds
Dai, Min
;
Kou, Steven
;
Qian, Shuaijie
;
Wan, Xiangwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8368-8385
Persistent link: https://www.econbiz.de/10014280204
Saved in:
6
Incomplete information and the liquidity premium puzzle
Chen, Yingshan
;
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
Saved in:
7
Multi-period mean-variance portfolio optimization with management fees
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
- In:
Operational research : an international journal
21
(
2021
)
2
,
pp. 1333-1354
Persistent link: https://www.econbiz.de/10012584207
Saved in:
8
Robo-advising : a dynamic mean-variance approach
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Digital finance : smart data analytics, investment …
3
(
2021
)
2
,
pp. 81-97
Persistent link: https://www.econbiz.de/10012615275
Saved in:
9
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
Saved in:
10
Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem
Cui, Xiangyu
;
Li, Xun
;
Yang, Lanzhi
- In:
Operations research letters
48
(
2020
)
6
,
pp. 693-696
Persistent link: https://www.econbiz.de/10012430065
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