Narrow search
Showing 1 - 3 of 3
Cover Image
Classical mean-variance model revisited : pseudo efficiency
Cui, Xiangyu; Li, Duan; Yan, Jia-an - In: Journal of the Operational Research Society : OR 66 (2015) 10, pp. 1646-1655
Persistent link: https://www.econbiz.de/10011417708
Cover Image
Time consistent behavioral portfolio policy for dynamic mean-variance formulation
Cui, Xiangyu; Li, Xun; Li, Duan; Shi, Yun - In: Journal of the Operational Research Society : OR 68 (2017) 12, pp. 1647-1660
Persistent link: https://www.econbiz.de/10011816054
Cover Image
Dynamic trading with reference point adaptation and loss aversion
Shi, Yun; Cui, Xiangyu; Yao, Jing; Li, Duan - In: Operations research 63 (2015) 4, pp. 789-806
Persistent link: https://www.econbiz.de/10011313231