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Sun, Xiaolei; Li, Jianping; Tang, Ling; Wu, Dengsheng - In: Economic modelling 29 (2012) 6, pp. 2494-2503

Persistent link: https://www.econbiz.de/10009673674

Portfolio optimisation of material purchase considering supply risk : a multi-objective programming model

Hao, Jun; Li, Jianping; Wu, Dengsheng; Sun, Xiaolei - In: International journal of production economics 230 (2020), pp. 1-13

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Project portfolio implementation under uncertainty and interdependencies : a simulation study of behavioural responses

Wang, Lin; Kunc, Martin; Li, Jianping - In: Journal of the Operational Research Society 71 (2020) 9, pp. 1426-1436

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An investigation of whether pensions increase consumption : evidence from family portfolios

Cao, Xinbang; Wang, Fei; Wang, Yang; Wang, Youxin - In: Finance research letters 47 (2022) 1, pp. 1-6

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Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems

Cui, X.; Zheng, X.; Zhu, S.; Sun, X. - In: Journal of Global Optimization 56 (2013) 4, pp. 1409-1423

In this paper we investigate a class of cardinality-constrained portfolio selection problems. We construct convex relaxations for this class of optimization problems via a new Lagrangian decomposition scheme. We show that the dual problem can be reduced to a second-order cone program problem...

Persistent link: https://www.econbiz.de/10010896430

The 2018 new asset management regulation and LGFV bonds in China

Qiu, Zhigang; Sun, Xi; Wu, Lijun; Jia, Dun; Wang, Ziyue - In: Economic and political studies : EPS 11 (2023) 4, pp. 469-493

Persistent link: https://www.econbiz.de/10014438518

Climate risk eoposure and geographical allocation of business activities : evidence from Chinese listed companies

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The effect of housing wealth on household portfolio choice

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Best-case scenario robust portfolio : evidence from China stock market

An, Kaiqia︢ng; Zhao, Guiyu; Li, Jinjun; Tian, Jingsong; … - In: Asia Pacific financial markets 30 (2023) 2, pp. 297-322

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Combined peak price tracking strategies for online portfolio selection based on the meta-algorithm

Zhang, Yong; Lin, Hong; Li, Jiahao; Yang, Xingyu - In: Journal of the Operational Research Society 75 (2024) 10, pp. 2032-2051

Persistent link: https://www.econbiz.de/10015188543