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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"eng"
~person:"Guéant, Olivier"
~person:"Li, Duan"
~person:"Stambaugh, Robert F."
~subject:"Personalmanagement"
~subject:"Portfolio selection"
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Guéant, Olivier
Li, Duan
Stambaugh, Robert F.
Zhou, Xun Yu
7
Platen, Eckhard
6
Guasoni, Paolo
5
Muhle-Karbe, Johannes
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working papers / Rodney L. White Center for Financial Research
8
NBER working paper series
7
European journal of operational research : EJOR
6
Journal of financial economics
6
NBER Working Paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Journal of economic dynamics & control
5
Rodney L. White Center for Financial Research
3
Discussion paper / Centre for Economic Policy Research
2
Journal of the Operational Research Society : OR
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
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2
The journal of computational finance
2
The journal of finance : the journal of the American Finance Association
2
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1
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
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1
Journal of mathematical finance
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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)
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1
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
2
Mean-variance policy for discrete-time cone-constrained markets : time consistency in efficiency and the minimum-variance signed supermartingale measure
Cui, Xiangyu
;
Li, Duan
;
Li, Xun
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 471-504
Persistent link: https://www.econbiz.de/10011752513
Saved in:
3
General intensity shapes in optimal liquidation
Guéant, Olivier
;
Lehalle, Charles-Albert
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 457-495
Persistent link: https://www.econbiz.de/10011350585
Saved in:
4
Better than dynamic mean-variance : time inconsistency and free cash flow stream
Cui, Xiangyu
;
Li, Duan
;
Wang, Shouyang
;
Zhu, Shushang
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 346-378
Persistent link: https://www.econbiz.de/10009613192
Saved in:
5
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
6
Optimal lot solution to cardinality constrained mean-variance formulation for portfolio selction
Li, Duan
;
Sun, Xiaoling
;
Jun, Wang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 83-101
Persistent link: https://www.econbiz.de/10003336788
Saved in:
7
Optimal dynamic portfolio selection : multiperiod mean-variance formulation
Li, Duan
;
Ng, Wan-lung
- In:
Mathematical finance : an international journal of …
10
(
2000
)
3
,
pp. 387-406
Persistent link: https://www.econbiz.de/10002178964
Saved in:
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