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Commodity derivatives pricing with cointegration and stochastic covariances
Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing - In: European journal of operational research : EJOR 246 (2015) 2, pp. 476-486
Persistent link: https://www.econbiz.de/10011338124
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Mean-variance asset-liability management : cointegrated assets and insurance liability
Chiu, Mei Choi; Wong, Hoi Ying - In: European journal of operational research : EJOR 223 (2012) 3, pp. 785-793
Persistent link: https://www.econbiz.de/10009656135
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Dynamic safety first expected utility model
Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing - In: European journal of operational research : EJOR 271 (2018) 1, pp. 141-154
Persistent link: https://www.econbiz.de/10011882786
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Optimal expansion of business opportunity
Wang, Ling; Chen, Kexin; Chiu, Mei Choi; Wong, Hoi Ying - In: European journal of operational research : EJOR 309 (2023) 1, pp. 432-445
Persistent link: https://www.econbiz.de/10014290583
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Mean–variance asset–liability management: Cointegrated assets and insurance liability
Chiu, Mei Choi; Wong, Hoi Ying - In: European journal of operational research : EJOR 223 (2012) 3, pp. 785-794
Persistent link: https://www.econbiz.de/10010023405
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Mean-variance analysis of a single supplier and retailer supply chain under a returns policy
Choi, Tsan-Ming; Li, Duan; Yan, Houmin - In: European journal of operational research : EJOR 184 (2008) 1, pp. 356-376
Persistent link: https://www.econbiz.de/10003768218
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Improved estimation of duality gap in binary quadratic programming using a weighted distance measure
Xia, Yong; Sheu, Ruey-lin; Sun, Xiaoling; Li, Duan - In: European journal of operational research : EJOR 218 (2012) 2, pp. 351-357
Persistent link: https://www.econbiz.de/10009505414
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Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
Zheng, Xiaojin; Sun, Xiaoling; Li, Duan; Cui, Xueting - In: European journal of operational research : EJOR 221 (2012) 1, pp. 38-48
Persistent link: https://www.econbiz.de/10009553172
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Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Li, Yingjie; Zhu, Shushang; Li, Donghui; Li, Duan - In: European journal of operational research : EJOR 228 (2013) 3, pp. 556-570
Persistent link: https://www.econbiz.de/10009758081
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Optimal muli-period mean-variance policy under no-shorting constraint
Cui, Xiangyu; Gao, Jianjun; Li, Xun; Li, Duan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 459-468
Persistent link: https://www.econbiz.de/10010356724