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Portfolio-Management
Portfolio selection
52
Theorie
51
Theory
51
Mathematical programming
21
Mathematische Optimierung
21
Time consistency
11
Zeitkonsistenz
11
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8
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8
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7
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6
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6
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5
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Conditional value-at-risk
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3
Fuzzy-Set-Theorie
3
Incomplete information
3
Multi-period portfolio selection
3
Option pricing theory
3
Optionspreistheorie
3
Probabilistic constraint
3
Quadratic programming
3
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3
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3
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3
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English
47
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Li, Duan
48
Cui, Xiangyu
19
Gao, Jianjun
9
Zhu, Shushang
9
Li, Xun
7
Shi, Yun
6
Sun, Xiaoling
5
Chen, Yuanyuan
4
Yao, Jing
4
Cui, Xueting
3
Stahlecker, Peter
3
Strub, Moris S.
3
Fan, Minjie
2
Jiang, Rujun
2
Li, Zhongfei
2
Strub, Moris Simon
2
Wang, Shouyang
2
Wu, Baiyi
2
Wu, Qi
2
Xiong, Yan
2
Hsia, Yong
1
Jin, Xiaodong
1
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1
Li, Donghui
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Li, Yingjie
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Liang, Jianfeng
1
Luo, Hezhi
1
Ng, Wan-lung
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Wu, Huixian
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Yan, Jia-an
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Yan, Jiaan
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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
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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
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