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Minimizing CVaR and VaR for a...
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31
An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models
Li, Yong
;
Ni, Zhongxin
;
Zhang, Jie
- In:
Computational economics
37
(
2011
)
3
,
pp. 237-248
Persistent link: https://www.econbiz.de/10008902927
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32
A production planning model to reduce risk and improve operations management
Wang, Xiaojun
;
Li, D.
;
O'brien, C.
;
Li, Y.
- In:
International journal of production economics
124
(
2010
)
2
,
pp. 463-474
Persistent link: https://www.econbiz.de/10003958972
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33
Estimating a hedge fund return model based on a small number of samples
Levchenkov, Dmitriy
;
Coleman, Thomas F.
;
Li, Yuying
- In:
INFOR : information systems and operational research
47
(
2009
)
1
,
pp. 43-58
Persistent link: https://www.econbiz.de/10003959539
Saved in:
34
Calibrating volatility function bounds for an uncertain volatility model
Coleman, Thomas F.
;
He, Changhong
;
Li, Yuying
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 63-93
Persistent link: https://www.econbiz.de/10003996075
Saved in:
35
A lexicographic maxmin approach for allocating the fixed cost based upon data envelopment analysis
Liang, Liang
;
Li, Yong
- In:
Technology and innovation management : theories, …
,
(pp. 210-223)
.
2008
Persistent link: https://www.econbiz.de/10003669816
Saved in:
36
Discrete hedging of American-type options using local risk minimization
Coleman, Thomas F.
;
Levchenkov, Dmitriy
;
Li, Yuying
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3398-3419
Persistent link: https://www.econbiz.de/10003577412
Saved in:
37
Policy change and lead-lag relations among China's segmented stock markets
Qiao, Zhuo
;
Li, Yuming
;
Wong, Wing Keung
- In:
Journal of multinational financial management
18
(
2008
)
3
,
pp. 276-289
Persistent link: https://www.econbiz.de/10003710638
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38
The challenge of removing administrative barriers to FDI in China
Li, Yong
;
Tang, Shukun
- In:
China in focus : economic, political and educational issues
,
(pp. 47-65)
.
2007
Persistent link: https://www.econbiz.de/10003711850
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39
The non- and semiparametric analysis of MS models: some applications
Li, Youwei
(
contributor
);
Donkers, Bas
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003384985
Saved in:
40
The econometric analysis of microscopic simulation models
Li, Youwei
(
contributor
);
Donkers, Bas
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003385008
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