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~language:"eng"
~language:"hun"
~language:"swe"
~person:"Li, Duan"
~subject:"Asymmetrische Information"
~subject:"Portfolio-Management"
~subject:"Share price"
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Asymmetrische Information
Portfolio-Management
Share price
Theorie
50
Theory
50
Portfolio selection
37
Mathematical programming
19
Mathematische Optimierung
19
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8
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8
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7
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2
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2
Capital income
2
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2
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2
Conditional value-at-risk
2
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2
Incomplete information
2
Kapitaleinkommen
2
Learning process
2
Lernprozess
2
Market microstructure
2
Marktmikrostruktur
2
Nichtlineare Optimierung
2
Nonlinear programming
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Li, Duan
Fabozzi, Frank J.
127
Campbell, John Y.
69
Platen, Eckhard
62
Vives, Xavier
61
Maurer, Raimond
59
Gollier, Christian
57
Hautsch, Nikolaus
52
Härdle, Wolfgang
51
Ang, Andrew
50
Jarrow, Robert A.
50
Kerschbamer, Rudolf
50
Uppal, Raman
50
Lo, Andrew W.
47
Guidolin, Massimo
46
Sutter, Matthias
45
Allen, Franklin
44
Lux, Thomas
44
Stambaugh, Robert F.
44
Korn, Ralf
43
Morris, Stephen
43
Satchell, Stephen
43
Hens, Thorsten
42
Mitchell, Olivia S.
42
Timmermann, Allan
42
Dow, James
41
Gorton, Gary
41
Levy, Haim
40
Chiarella, Carl
39
Engle, Robert F.
39
He, Xue-zhong
39
Schenk-Hoppé, Klaus Reiner
39
Dionne, Georges
38
Markowitz, Harry
38
Pedersen, Lasse Heje
38
Bergemann, Dirk
37
Post, Thierry
37
Caporale, Guglielmo Maria
36
Shleifer, Andrei
36
Wang, Jiang
36
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European journal of operational research : EJOR
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Journal of economic dynamics & control
3
Journal of the Operational Research Society : OR
2
The journal of computational finance
2
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
1
INFORMS journal on computing : JOC
1
Journal of banking & finance
1
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1
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1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research
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Operations research letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
39
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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
Saved in:
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
Behavior patterns of investment strategies under Roy’s safety-first principle
Li, Zhongfei
;
Yao, Jing
;
Li, Duan
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
2
,
pp. 167-179
Persistent link: https://www.econbiz.de/10008688969
Saved in:
4
A portfolio selection model using fuzzy returns
Li, Duan
;
Stahlecker, Peter
-
2011
Persistent link: https://www.econbiz.de/10008858048
Saved in:
5
Portfolio selection with marginal risk control
Zhu, Shushang
;
Li, Duan
;
Sun, Xiaoling
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10008736754
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
New reformulations for probabilistically constrained quadratic programs
Hsia, Yong
;
Wu, Baiyi
;
Li, Duan
- In:
European journal of operational research : EJOR
233
(
2014
)
3
,
pp. 550-556
Persistent link: https://www.econbiz.de/10010228240
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