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Exchange risk and asset returns : a theoretical and empirical study of an open economy asset pricing model
Huang, Lin; Wu, Jia; Zhang, Rui - In: Emerging markets review 21 (2014), pp. 96-116
Persistent link: https://www.econbiz.de/10011304335
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Nonsingularity in matrix conic optimization induced by spectral norm via a smoothing metric projector
Zhang, Liwei; Guo, Shaoyan; Wu, Jia; Hao, Shoulin - In: Mathematical methods of operations research 78 (2013) 3, pp. 373-404
Persistent link: https://www.econbiz.de/10010227445
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Solving stochastic optimization with expectation constraints efficiently by a stochastic augmented Lagrangian-type algorithm
Zhang, Liwei; Zhang, Yule; Wu, Jia; Xiao, Xiantao - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 6, pp. 2989-3006
Persistent link: https://www.econbiz.de/10014326332
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Stochastic approximation proximal method of multipliers for convex stochastic programming
Zhang, Liwei; Zhang, Yule; Xiao, Xiantao; Wu, Jia - In: Mathematics of operations research 48 (2023) 1, pp. 177-193
Persistent link: https://www.econbiz.de/10014312542