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Portfolio selection
48
Portfolio-Management
48
Theorie
38
Theory
38
Mathematical programming
13
Mathematische Optimierung
13
Risikomaß
8
Risk measure
8
Time consistency
8
Zeitkonsistenz
8
Capital income
5
Kapitaleinkommen
5
Risikomanagement
5
Risk management
5
Anlageverhalten
4
Behavioural finance
4
Experiment
4
Option trading
4
Optionsgeschäft
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Prospect Theory
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Prospect theory
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Fuzzy sets
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Fuzzy-Set-Theorie
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Option pricing theory
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Optionspreistheorie
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Risiko
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Risikoaversion
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Risk
3
Risk aversion
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Stochastic process
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Stochastischer Prozess
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Yield curve
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Zinsstruktur
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Cash Flow
2
Cash flow
2
Conditional value-at-risk
2
Dynamic programming
2
Dynamische Optimierung
2
Forecasting model
2
Hong Kong
2
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15
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14
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Arbeitspapier
2
Graue Literatur
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Non-commercial literature
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English
47
German
1
Author
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Li, Duan
Fabozzi, Frank J.
236
Maurer, Raimond
120
Mitchell, Olivia S.
114
Guidolin, Massimo
94
Platen, Eckhard
91
Campbell, John Y.
78
Satchell, Stephen
78
Lo, Andrew W.
73
McAleer, Michael
73
Ang, Andrew
70
Gollier, Christian
69
Kraft, Holger
64
Uppal, Raman
63
Hens, Thorsten
61
Korn, Ralf
56
Levy, Haim
55
Markowitz, Harry
55
Wong, Wing Keung
54
Bodie, Zvi
53
Viceira, Luis M.
53
Zaremba, Adam
53
Weber, Martin
52
Blake, David
51
Stambaugh, Robert F.
51
Schenk-Hoppé, Klaus Reiner
50
Elton, Edwin J.
48
Post, Thierry
47
Prigent, Jean-Luc
47
Wermers, Russ
47
Zhou, Guofu
46
Hahn, Dietger
45
Pedersen, Lasse Heje
45
Harvey, Campbell R.
44
Kelly, Bryan T.
44
Lucas, André
44
Vanduffel, Steven
44
Zagst, Rudi
44
Poterba, James M.
43
Hammoudeh, Shawkat
42
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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
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 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
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
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1
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48
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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
Ein Ansatz zur Portfoliotheorie mit unscharfen Parametern
Li, Duan
;
Stahlecker, Peter
-
2010
Persistent link: https://www.econbiz.de/10008858250
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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