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Channel coordination in supply chains with agents having mean-variance objectives
Choi, Tsan-Ming; Li, Duan; Yan, Houmin; Chiu, Chun-Hung - In: Omega : the international journal of management science 36 (2008) 4, pp. 565-576
Persistent link: https://www.econbiz.de/10007896653
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Discrete global descent method for discrete global optimization and nonlinear integer programming
Ng, Chi-Kong; Li, Duan; Zhang, Lian-Sheng - In: Journal of global optimization : an international … 37 (2007) 3, pp. 357-380
Persistent link: https://www.econbiz.de/10007589667
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Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
Zheng, Xiaojin; Sun, Xiaoling; Li, Duan; Cui, Xueting - In: European journal of operational research : EJOR 221 (2012) 1, pp. 38-49
Persistent link: https://www.econbiz.de/10009964189
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Nonlinear portfolio selection using approximate parametric Value-at-Risk
Cui, Xueting; Zhu, Shushang; Sun, Xiaoling; Li, Duan - In: Journal of banking & finance 37 (2013) 6, pp. 2124-2139
Persistent link: https://www.econbiz.de/10010100373
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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/10010100415
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Prospect theory and trading patterns
Yao, Jing; Li, Duan - In: Journal of banking & finance 37 (2013) 8, pp. 2793-2805
Persistent link: https://www.econbiz.de/10010132101
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Optimal Cardinality Constrained Portfolio Selection
Gao, Jianjun; Li, Duan - In: Operations research : the journal of the Operations … 61 (2013) 3, pp. 745-761
Persistent link: https://www.econbiz.de/10010139063
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Preface: Special issue of Journal of Global Optimization for the 8th international conference on optimization: techniques and applications
Sun, Xiaoling; Li, Duan; Zhang, Shuzhong - In: Journal of global optimization : an international … 56 (2013) 4, pp. 1295-1296
Persistent link: https://www.econbiz.de/10010152207
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A polynomial case of the cardinality-constrained quadratic optimization problem
Gao, Jianjun; Li, Duan - In: Journal of global optimization : an international … 56 (2013) 4, pp. 1441-1455
Persistent link: https://www.econbiz.de/10010152218
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Roy’s Safety‐First Portfolio Principle in Financial Risk Management of Disastrous Events
Chiu, Mei Choi; Wong, Hoi Ying; Li, Duan - In: Risk analysis : an international journal 32 (2012) 11, pp. 1856-1873
Persistent link: https://www.econbiz.de/10010044412