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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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New reformulations for probabilistically constrained quadratic programs
Hsia, Yong; Wu, Baiyi; Li, Duan - In: European journal of operational research : EJOR 233 (2014) 3, pp. 550-556
Persistent link: https://www.econbiz.de/10010228240
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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
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A portfolio selection model using fuzzy returns
Li, Duan; Stahlecker, Peter - In: Fuzzy optimization and decision making : a journal of … 10 (2011) 2, pp. 167-191
Persistent link: https://www.econbiz.de/10009240941
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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
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Optimal lot solution to cardinality constrained mean-variance formulation for portfolio selction
Li, Duan; Sun, Xiaoling; Jun, Wang - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 83-101
Persistent link: https://www.econbiz.de/10003336788
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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
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Mean-variance analysis of a single supplier and retailer supply chain under a returns policy
Choi, Tsan-Ming; Li, Duan; Yan, Houmin - In: European journal of operational research : EJOR 184 (2008) 1, pp. 356-376
Persistent link: https://www.econbiz.de/10003768218
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Optioned portfolio selection : models and analysis
Liang, Jianfeng; Zhang, Shuzhong; Li, Duan - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
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Effective algorithms for optimal portfolio deleveraging problem with cross impact
Luo, Hezhi; Chen, Yuanyuan; Zhang, Xianye; Li, Duan; … - In: Mathematical finance : an international journal of … 34 (2024) 1, pp. 36-89
Persistent link: https://www.econbiz.de/10014471144