//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Li, Duan"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Optimal Portfolio Management o...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
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
4
Prospect Theory
4
Prospect theory
4
Fuzzy sets
3
Fuzzy-Set-Theorie
3
Option pricing theory
3
Optionspreistheorie
3
Risiko
3
Risikoaversion
3
Risk
3
Risk aversion
3
Stochastic process
3
Stochastischer Prozess
3
Yield curve
3
Zinsstruktur
3
Cash Flow
2
Cash flow
2
Conditional value-at-risk
2
Dynamic programming
2
Dynamische Optimierung
2
Forecasting model
2
Hong Kong
2
more ...
less ...
Online availability
All
Free
15
Undetermined
14
Type of publication
All
Article
30
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
47
German
1
Author
All
Li, Duan
Fabozzi, Frank J.
225
Tisdell, Clement A.
203
Maurer, Raimond
118
Mitchell, Olivia S.
116
Guidolin, Massimo
95
Platen, Eckhard
91
Quiggin, John
83
Campbell, John Y.
78
Gollier, Christian
77
Satchell, Stephen
77
Uppal, Raman
76
Lo, Andrew W.
73
McAleer, Michael
73
Ang, Andrew
69
Kraft, Holger
69
Hens, Thorsten
63
Guiso, Luigi
57
Bennett, Jeffrey W.
56
Korn, Ralf
56
Wong, Wing Keung
54
Bodie, Zvi
53
Pannell, David J.
53
Viceira, Luis M.
53
Zaremba, Adam
53
Markowitz, Harry
51
Post, Thierry
51
Schenk-Hoppé, Klaus Reiner
51
Stambaugh, Robert F.
51
Blake, David
50
Levy, Haim
50
Jappelli, Tullio
49
Weber, Martin
49
Zilberman, David
49
Michaelowa, Axel
47
Wermers, Russ
47
Zhou, Guofu
47
Pedersen, Lasse Heje
46
Prigent, Jean-Luc
46
Goodwin, Barry K.
45
more ...
less ...
Published in...
All
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
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->