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Mean-variance-skewness model for portfolio selction with fuzzy returns
Li, Xiang; Qin, Zhongfeng; Kar, Samarjit - In: European journal of operational research : EJOR 202 (2010) 1, pp. 239-247
Persistent link: https://www.econbiz.de/10003960101
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An expected regret minimization portfolio selection model
Li, Xiang; Shou, Biying; Qin, Zhongfeng - In: European journal of operational research : EJOR 218 (2012) 2, pp. 484-492
Persistent link: https://www.econbiz.de/10009505338
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Distributionally robust mixed integer linear programs : persistency models with applications
Li, Xiaobo; Natarajan, Karthik; Teo, Chung-Piaw; Zheng, … - In: European journal of operational research : EJOR 233 (2014) 3, pp. 459-473
Persistent link: https://www.econbiz.de/10010228250
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Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks
Li, Xiaoyue; Uysal, A. Sinem; Mulvey, John M. - In: European journal of operational research : EJOR 299 (2022) 3, pp. 1158-1176
Persistent link: https://www.econbiz.de/10013207254
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Fuzzy multi-period portfolio selection with different investment horizons
Guo, Sini; Yu, Lean; Li, Xiang; Kar, Samarjit - In: European journal of operational research : EJOR 254 (2016) 3, pp. 1026-1035
Persistent link: https://www.econbiz.de/10011522407
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Order relations among the optimal values under three evaluation criteria and their applications
Li, X.; Yamazaki, G.; Iimura, K. - In: European journal of operational research : EJOR 122 (2000) 1, pp. 69-78
Persistent link: https://www.econbiz.de/10006663934
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Data-level parallel solution of min-cost network flow problems using 3-relaxations
Li, X.; Zenios, S.A. - In: European journal of operational research : EJOR 79 (1994) 3, pp. 474-488
Persistent link: https://www.econbiz.de/10006685578