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Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSU's oil economies

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

Persistent link: https://www.econbiz.de/10012388494

Risk dependence between energy corporations : a text-based measurement approach

Li, Jingyu; Li, Jianping; Zhu, Xiaoqian - In: International review of economics & finance : IREF 68 (2020), pp. 33-46

Persistent link: https://www.econbiz.de/10012486292

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

Persistent link: https://www.econbiz.de/10012264784

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

Persistent link: https://www.econbiz.de/10013457599

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

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

Optimal investment for the insurers in Markov-modulated jump-diffusion models

Li, Jinzhi; Liu, Haiying - In: Computational economics 46 (2015) 1, pp. 143-156

Persistent link: https://www.econbiz.de/10011441047

The dual effects of housing on portfolio choices : evidence from urban China

Zhao, Jianmei; Li, Jiandong - In: Annals of economics and finance 18 (2017) 2, pp. 253-276

Persistent link: https://www.econbiz.de/10012109986

Financial literacy, household portfolio choice and investment return

Li, Jianjun; Li, Qize; Wei, Xu - In: Pacific-Basin finance journal 62 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012491153