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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

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

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

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/10007895656

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

Bounded rationality as a source of loss aversion and optimism: A study of psychological adaptation 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/10010054566

On a New Homotopy Continuation Trajectory for Nonlinear Complementarity Problems

Zhao, Yun-Bin; Li, Duan - In: Mathematics of operations research 26 (2001) 1, pp. 119-146

Persistent link: https://www.econbiz.de/10006418946

Asymptotic Strong Duality for Bounded Integer Programming: A Logarithmic-Exponential Dual Formulation

Sun, Xiaoling; Li, Duan - In: Mathematics of operations research 25 (2000) 4, pp. 625-644

Persistent link: https://www.econbiz.de/10006419008

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

Resolving Time Inconsistency in Financial Decision Problems With Non-Expectation Operator : From Internal Conflict to Internal Harmony by Strategy of Self-Coordination

Cui, Xiangyu - 2018

When a stochastic decision problem is time inconsistent, the decision maker would always be troubled by his conflicting decisions “optimally” derived from his time-varying preferences at different time instants. The long-run self (LR) of the decision maker pursues the long-term optimality...

Persistent link: https://www.econbiz.de/10012925584