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Random level-shift time series models, ARIMA approximations, and level-shift detection
Chen, Chung - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 1, pp. 83-97
Persistent link: https://www.econbiz.de/10001081588
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Forecasting time series with outliers
Chen, Chung - In: Journal of forecasting 12 (1993) 1, pp. 13-35
Persistent link: https://www.econbiz.de/10001136556
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On social network analysis in a supply chain context
Borgatti, Stephen P.; Li, Xun - In: The journal of supply chain management : a global … 45 (2009) 2, pp. 5-22
Persistent link: https://www.econbiz.de/10003847608
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Dynamic mean-variance portfolio selection with borrowing constraint
Fu, Chenpeng; Lari-Lavassani, Ali; Li, Xun - In: European journal of operational research : EJOR 200 (2009/10) 1, pp. 312-319
Persistent link: https://www.econbiz.de/10003895181
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On an approximation method for pricing a high-dimensional basket options on assets with mean-reverting prices
Li, Xun; Wu, Zhenyu - In: Computers & operations research : and their … 35 (2008) 1, pp. 76-89
Persistent link: https://www.econbiz.de/10003665818
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The impact of demand variability and transshipment on vendor's distribution policies under vendor managed inventory strategy
Chen, Xu; Hao, Gang; Li, Xun; Yiu, Ka Fai Cedric - In: International journal of production economics 139 (2012) 1, pp. 42-48
Persistent link: https://www.econbiz.de/10009572702
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Corporate risk management and investment decisions
Li, Xun; Wu, Zhenyu - In: Journal of risk finance : the convergence of financial … 10 (2009) 2, pp. 155-168
Persistent link: https://www.econbiz.de/10009523751
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Continuous-time mean-variance portfolio selection with partial information
Pang, Wan-Kai; Ni, Yuan-Hua; Li, Xun; Yiu, Ka-Fai Cedric - In: Journal of mathematical finance 4 (2014) 5, pp. 353-365
Persistent link: https://www.econbiz.de/10011312406
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Optimal muli-period mean-variance policy under no-shorting constraint
Cui, Xiangyu; Gao, Jianjun; Li, Xun; Li, Duan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 459-468
Persistent link: https://www.econbiz.de/10010356724
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When should venture capitalists exit their investee companies?
Li, Xun; Hwee Huat Tan; Wilson, Craig; Wu, Zhenyu - In: International journal of managerial finance : IJMF 9 (2013) 4, pp. 351-364
Persistent link: https://www.econbiz.de/10010127378