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Theorie
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
3
Quantitative finance
2
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1
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ECONIS (ZBW)
13
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1
A mixed 0-1 LP for index tracking problem with CVaR risk constraints
Wang, Meihua
;
Xu, Chengxian
;
Xu, Fengmin
;
Xue, Hongang
-
2012
Persistent link: https://www.econbiz.de/10009582063
Saved in:
2
Robust portfolio rebalancing with cardinality and diversification constraints
Zhao, Zhihua
;
Xu, Fengmin
;
Du, Donglei
;
Meihua, Wang
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1707-1721
Persistent link: https://www.econbiz.de/10012653708
Saved in:
3
A bi-level programming framework for identifying optimal parameters in portfolio selection
Jing, Kui
;
Xu, Fengmin
;
Li, Xuepeng
- In:
International transactions in operational research : a …
29
(
2022
)
1
,
pp. 87-112
Persistent link: https://www.econbiz.de/10012630726
Saved in:
4
CVaR-cardinality enhanced indexation optimization with tunable short-selling constraints
Zhao, Zhihua
;
Wang, Hao
;
Yang, Xiangyu
;
Xu, Fengmin
- In:
Applied economics letters
28
(
2021
)
3
,
pp. 201-207
Persistent link: https://www.econbiz.de/10012415134
Saved in:
5
Robust enhanced indexation optimization with sparse industry layout constraint
Allen-Zhao, Zhihua
;
Xu, Fengmin
;
Dai, Yu-Hong
;
Liu, Sanyang
- In:
Computers & operations research : an international journal
161
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014557812
Saved in:
6
Group sparse enhanced indexation model with adaptive beta value
Xu, Fengmin
;
Ma, Jieao
;
Lu, Haibing
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1905-1926
Persistent link: https://www.econbiz.de/10013367961
Saved in:
7
Dynamic scheduling of e-sports tournaments
Dong, Zhi-Long
;
Ribeiro, Celso C.
;
Xu, Fengmin
;
Zamora, …
- In:
Transportation research / E : an international journal
169
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013535842
Saved in:
8
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact
Xu, Fengmin
;
Li, Xuepeng
;
Dai, Yu-Hong
;
Meihua, Wang
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2640-2664
Persistent link: https://www.econbiz.de/10014261199
Saved in:
9
Data analysis technology and inequality in capital costs
Wang, Keyun
;
Xu, Fengmin
;
Wang, Shihao
;
Li, Benchu
- In:
Economics letters
237
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10015074472
Saved in:
10
ESG portfolio for TDFs with time-varying higher moments and cardinality constraint
Liu, Wenling
;
Jing, Kui
- In:
International transactions in operational research : a …
31
(
2024
)
6
,
pp. 4270-4295
Persistent link: https://www.econbiz.de/10014636308
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