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~person:"Li, Duan"
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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
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5
Kapitaleinkommen
5
Risikomanagement
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4
Behavioural finance
4
Experiment
4
Option trading
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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
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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
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14
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English
47
German
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Li, Duan
Fabozzi, Frank J.
225
Maurer, Raimond
123
Mitchell, Olivia S.
114
Guidolin, Massimo
97
Platen, Eckhard
91
Campbell, John Y.
83
Satchell, Stephen
77
Lo, Andrew W.
74
McAleer, Michael
73
Ang, Andrew
69
Gollier, Christian
69
Uppal, Raman
68
Kempf, Alexander
67
Kraft, Holger
67
Hens, Thorsten
62
Blake, David
57
Caporale, Guglielmo Maria
56
Korn, Ralf
56
Zaremba, Adam
55
Agarwal, Vikas
54
Stambaugh, Robert F.
54
Wong, Wing Keung
54
Bodie, Zvi
53
Viceira, Luis M.
53
Levy, Haim
52
Cici, Gjergji
51
Markowitz, Harry
51
Massa, Massimo
51
Weber, Martin
51
Schenk-Hoppé, Klaus Reiner
50
Wermers, Russ
50
Zhou, Guofu
49
Plastun, Alex
47
Post, Thierry
47
Lucas, André
46
Prigent, Jean-Luc
46
Pedersen, Lasse Heje
45
Schmukler, Sergio L.
45
Kelly, Bryan T.
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
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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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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