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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"SpringerLink / Bücher"
~person:"Li, Duan"
~subject:"Portfolio selection"
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Portfolio selection
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Li, Duan
Uppal, Raman
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6
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6
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5
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4
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Discussion paper / Centre for Economic Policy Research
Journal of economic dynamics & control
SpringerLink / Bücher
European journal of operational research : EJOR
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
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ECONIS (ZBW)
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1
Portfolio management with robustness in both prediction and decision : a mixture model based learning approach
Zhu, Shushang
;
Fan, Minjie
;
Li, Duan
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 1-25
Persistent link: https://www.econbiz.de/10010485842
Saved in:
2
Bounded rationality as a source of loss aversion and optimism : a study of psychological adaption under incomplete information
Yao, Jing
;
Li, Duan
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 18-31
Persistent link: https://www.econbiz.de/10009703615
Saved in:
3
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Strub, Moris S.
;
Li, Duan
;
Cui, Xiangyu
;
Gao, Jianjun
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012313656
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