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Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem
Cui, Xiangyu; Li, Xun; Yang, Lanzhi - In: Operations research letters 48 (2020) 6, pp. 693-696
Persistent link: https://www.econbiz.de/10012430065
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A note on monotone mean-variance preferences for continuous processes
Strub, Moris S.; Li, Duan - In: Operations research letters 48 (2020) 4, pp. 397-400
Persistent link: https://www.econbiz.de/10012294747
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Continuous-time Markowitz's model with constraints on wealth and portfolio
Li, Xun; Xu, Zuo Quan - In: Operations research letters 44 (2016) 6, pp. 729-736
Persistent link: https://www.econbiz.de/10011622222
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A nonlinear Lagrangian dual for integer programming
Xu, Yifan; Li, Duan - In: Operations research letters 30 (2002) 6, pp. 401-407
Persistent link: https://www.econbiz.de/10006825502
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On the relationship between the integer and continuous solutions of convex programs
Sun, X.L.; Li, D. - In: Operations research letters 29 (2001) 2, pp. 87-92
Persistent link: https://www.econbiz.de/10006831488
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Zero duality gap in integer programming: P-norm surrogate constraint method
Li, D. - In: Operations research letters 25 (1999) 2, pp. 89-96
Persistent link: https://www.econbiz.de/10006840191