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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Blake, David"
~person:"Li, Duan"
~person:"Maurer, Raimond"
~person:"Zhou, Guofu"
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Blake, David
Li, Duan
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Zhou, Xun Yu
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Platen, Eckhard
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Muhle-Karbe, Johannes
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Jin, Hanqing
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Korn, Ralf
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Cont, Rama
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion paper / The Pensions Institute, Cass Business School, City University
15
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
10
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
9
Journal of economic dynamics & control
8
NBER Working Paper
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Journal of financial economics
7
European journal of operational research : EJOR
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Michigan Retirement Research Center Research Paper
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The journal of portfolio management : a publication of Institutional Investor
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Discussion paper / the Pensions Institute, Birkbeck College, University of London
4
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Discussion paper / LSE Financial Markets Group
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
3
Journal of banking & finance
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Journal of pension economics and finance
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The journal of asset management
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Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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Applied financial economics
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Kredit und Kapital
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of finance : journal of the European Finance Association
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Rotman School of Management working paper / University of Toronto Rotman School of Management
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The journal of computational finance
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Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim
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Wharton Pension Research Council Working Paper
2
Working paper series / Finance & accounting
2
Annals of economics and finance
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1
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
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2
Optimal lot solution to cardinality constrained mean-variance formulation for portfolio selction
Li, Duan
;
Sun, Xiaoling
;
Jun, Wang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 83-101
Persistent link: https://www.econbiz.de/10003336788
Saved in:
3
Better than dynamic mean-variance : time inconsistency and free cash flow stream
Cui, Xiangyu
;
Li, Duan
;
Wang, Shouyang
;
Zhu, Shushang
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 346-378
Persistent link: https://www.econbiz.de/10009613192
Saved in:
4
Optimal dynamic portfolio selection : multiperiod mean-variance formulation
Li, Duan
;
Ng, Wan-lung
- In:
Mathematical finance : an international journal of …
10
(
2000
)
3
,
pp. 387-406
Persistent link: https://www.econbiz.de/10002178964
Saved in:
5
Mean-variance policy for discrete-time cone-constrained markets : time consistency in efficiency and the minimum-variance signed supermartingale measure
Cui, Xiangyu
;
Li, Duan
;
Li, Xun
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 471-504
Persistent link: https://www.econbiz.de/10011752513
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