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~person:"Li, Duan"
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Portfolio selection
52
Portfolio-Management
48
Theorie
38
Theory
38
Mathematical programming
13
Mathematische Optimierung
13
Risikomaß
8
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Li, Duan
Fabozzi, Frank J.
260
Maurer, Raimond
137
Mitchell, Olivia S.
115
Guidolin, Massimo
101
Platen, Eckhard
92
Campbell, John Y.
81
Satchell, Stephen
81
McAleer, Michael
76
Gollier, Christian
75
Lo, Andrew W.
75
Hens, Thorsten
72
Ang, Andrew
70
Kraft, Holger
66
Uppal, Raman
63
Bodie, Zvi
59
Zaremba, Adam
58
Korn, Ralf
57
Levy, Haim
57
Markowitz, Harry
57
Wong, Wing Keung
56
Schenk-Hoppé, Klaus Reiner
55
Viceira, Luis M.
55
Weber, Martin
55
Blake, David
53
Elton, Edwin J.
53
Stambaugh, Robert F.
51
Pedersen, Lasse Heje
50
Post, Thierry
49
Prigent, Jean-Luc
49
Lucas, André
48
Wermers, Russ
48
Scherer, Bernd
47
Zagst, Rudi
47
Kelly, Bryan T.
46
Zhou, Guofu
46
Račev, Svetlozar T.
45
Gürtler, Marc
44
Kane, Alex
44
Kempf, Alexander
44
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European journal of operational research : EJOR
6
Journal of economic dynamics & control
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
2
Journal of the Operational Research Society : OR
2
Operations research
2
The journal of computational finance
2
Computational Optimization and Applications
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
INFORMS journal on computing : JOC
1
Journal of Banking & Finance
1
Journal of Economic Dynamics and Control
1
Journal of banking & finance
1
Journal of risk
1
Journal of the Operational Research Society
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research letters
1
Quantitative Finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
48
RePEc
4
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1
Portfolio optimization with nonparametric value at risk : a block coordinate descent method
Cui, Xueting
;
Sun, Xiaoling
;
Zhu, Shushang
;
Jiang, Rujun
; …
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 454-471
Persistent link: https://www.econbiz.de/10011948064
Saved in:
2
Failing to foresee the updating of the reference point leads to time-inconsistent investment
Strub, Moris S.
;
Li, Duan
- In:
Operations research
68
(
2020
)
1
,
pp. 199-213
Persistent link: https://www.econbiz.de/10012172306
Saved in:
3
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:
4
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:
5
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:
6
A portfolio selection model using fuzzy returns
Li, Duan
;
Stahlecker, Peter
-
2011
Persistent link: https://www.econbiz.de/10008858048
Saved in:
7
Ein Ansatz zur Portfoliotheorie mit unscharfen Parametern
Li, Duan
;
Stahlecker, Peter
-
2010
Persistent link: https://www.econbiz.de/10008858250
Saved in:
8
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:
9
A portfolio selection model using fuzzy returns
Li, Duan
;
Stahlecker, Peter
- In:
Fuzzy optimization and decision making : a journal of …
10
(
2011
)
2
,
pp. 167-191
Persistent link: https://www.econbiz.de/10009240941
Saved in:
10
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:
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