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Asset and liability management...
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21
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144
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27
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25
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18
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15
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14
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11
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10
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9
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7
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6
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6
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3
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2
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ECONIS (ZBW)
98
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45
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33
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51
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun
;
Xiong, Yan
;
Li, Duan
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
Saved in:
52
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
Saved in:
53
Improving the performance of MIQP solvers for quadratic programs with cardinality and minimum threshold constraints : a semidefinite program approach
Zheng, Xiaojin
;
Sun, Xiaoling
;
Li, Duan
- In:
INFORMS journal on computing : JOC
26
(
2014
)
4
,
pp. 690-703
Persistent link: https://www.econbiz.de/10010477276
Saved in:
54
Portfolio management with robustness in both prediction and decision : a mixture model based learning approach
Zhu, Shushang
;
Fan, Minjie
;
Li, Duan
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 1-25
Persistent link: https://www.econbiz.de/10010485842
Saved in:
55
Test problem generator for unconstrained global optimization
Ng, Chi-kong
;
Li, Duan
- In:
Computers & operations research : and their …
51
(
2014
),
pp. 338-349
Persistent link: https://www.econbiz.de/10010408839
Saved in:
56
Bounded rationality as a source of loss aversion and optimism : a study of psychological adaption under incomplete information
Yao, Jing
;
Li, Duan
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 18-31
Persistent link: https://www.econbiz.de/10009703615
Saved in:
57
Better than dynamic mean-variance : time inconsistency and free cash flow stream
Cui, Xiangyu
;
Li, Duan
;
Wang, Shouyang
;
Zhu, Shushang
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 346-378
Persistent link: https://www.econbiz.de/10009613192
Saved in:
58
A robust set-valued scenario approach for handling modeling risk in portfolio optimization
Zhu, Shushang
;
Jin, Xiaodong
;
Li, Duan
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 11-40
Persistent link: https://www.econbiz.de/10011480704
Saved in:
59
Optimal dynamic portfolio selection : multiperiod mean-variance formulation
Li, Duan
;
Ng, Wan-lung
- In:
Mathematical finance : an international journal of …
10
(
2000
)
3
,
pp. 387-406
Persistent link: https://www.econbiz.de/10002178964
Saved in:
60
Special issue International Conference on Optimization: Techniques and Applications (ICOTA), December 15 - 17, 2001, Hong Kong
Li, Duan
(
contributor
);
Qi, Liqun
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002900547
Saved in:
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