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Optimal returns policy for supply chain with e-marketplace

Choi, Tsan-Ming; Li, Duan; Yan, Houmin - In: International Journal of Production Economics 88 (2004) 2, pp. 205-227

Persistent link: https://www.econbiz.de/10005348125

Channel coordination in supply chains with agents having mean-variance objectives

Choi, Tsan-Ming; Li, Duan; Yan, Houmin; Chiu, Chun-Hung - In: Omega 36 (2008) 4, pp. 565-576

This paper investigates the issues of channel coordination in a supply chain when the individual supply chain decision makers take mean-variance (MV) objectives. We propose an MV formulation to capture the risk preference of each individual supply chain agent. Through the studies of a wholesale...

Persistent link: https://www.econbiz.de/10005121623

OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN-VARIANCE FORMULATION FOR PORTFOLIO SELECTION

Li, Duan; Sun, Xiaoling; Wang, Jun - In: Mathematical Finance 16 (2006) 1, pp. 83-101

Persistent link: https://www.econbiz.de/10005139681

Quick response policy with Bayesian information updates

Choi, Tsan-Ming; Li, Duan; Yan, Houmin - In: European Journal of Operational Research 170 (2006) 3, pp. 788-808

Persistent link: https://www.econbiz.de/10005337482

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 184 (2008) 1, pp. 356-376

Persistent link: https://www.econbiz.de/10005253949

Asset and liability management under a continuous-time mean-variance optimization framework

Chiu, Mei Choi; Li, Duan - In: Insurance: Mathematics and Economics 39 (2006) 3, pp. 330-355

Persistent link: https://www.econbiz.de/10005375224

Quantitative parametric connections between methods for generating noninferior solutions in multiobjective optimization

Li, Duan; Yang, Jian-Bo; Biswal, M. P. - In: European Journal of Operational Research 117 (1999) 1, pp. 84-99

Persistent link: https://www.econbiz.de/10005151794

Probabilistic linear programming problems with exponential random variables: A technical note

Biswal, M. P.; Biswal, N. P.; Li, Duan - In: European Journal of Operational Research 111 (1998) 3, pp. 589-597

Persistent link: https://www.econbiz.de/10005152306

OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS

Liang, Jianfeng; Zhang, Shuzhong; Li, Duan - In: Mathematical Finance 18 (2008) 4, pp. 569-593

Persistent link: https://www.econbiz.de/10005023815

Duality gap estimation of linear equality constrained binary quadratic programming

Zheng, Xiaojin; Sun, Xiaoling; Li, Duan; Xia, Yong - In: Mathematics of operations research 35 (2010) 4, pp. 864-880

Persistent link: https://www.econbiz.de/10008823100