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~isPartOf:"European journal of operational research : EJOR"
~person:"Chen, Jingnan"
~subject:"Portfolio selection"
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Portfolio selection
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Chen, Jingnan
Liesiö, Juuso
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European journal of operational research : EJOR
Finance research letters
2
Operations research
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Annals of operations research ; volume 284, numbers 1 (January 2020)
1
IMA journal of management mathematics
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Office of Financial Research Working Paper
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Optimal deleveraging with nonlinear temporary price impact
Chen, Jingnan
;
Feng, Liming
;
Peng, Jiming
- In:
European journal of operational research : EJOR
244
(
2015
)
1
,
pp. 240-247
Persistent link: https://www.econbiz.de/10010531946
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Optimal portfolio deleveraging under market impact and margin restrictions
Edirisinghe, Chanaka
;
Jeong, Jaehwan
;
Chen, Jingnan
- In:
European journal of operational research : EJOR
294
(
2021
)
2
,
pp. 746-759
Persistent link: https://www.econbiz.de/10012595904
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