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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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Classical mean-variance model revisited : pseudo efficiency
Cui, Xiangyu; Li, Duan; Yan, Jia-an - In: Journal of the Operational Research Society : OR 66 (2015) 10, pp. 1646-1655
Persistent link: https://www.econbiz.de/10011417708
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Dynamic trading with reference point adaptation and loss aversion
Shi, Yun; Cui, Xiangyu; Yao, Jing; Li, Duan - In: Operations research 63 (2015) 4, pp. 789-806
Persistent link: https://www.econbiz.de/10011313231
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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/10009758081
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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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Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang; Li, Zhongfei; Li, Duan - In: European journal of operational research : EJOR 252 (2016) 3, pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
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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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Portfolio management with robustness in both prediction and decision : a mixture model based learning approach
Zhu, Shushang; Fan, Minjie; Li, Duan - In: Journal of economic dynamics & control 48 (2014), pp. 1-25
Persistent link: https://www.econbiz.de/10010485842
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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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Bounded rationality as a source of loss aversion and optimism : a study of psychological adaption 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/10009703615