//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Mean-variance policy for discr...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
108
Theory
108
Portfolio selection
78
Portfolio-Management
73
China
65
Estimation theory
30
Schätztheorie
30
Mathematical programming
29
Mathematische Optimierung
29
Welt
21
World
21
Risk management
20
Lieferkette
18
Supply chain
18
Corporate Governance
17
Corporate governance
17
Risiko
16
Risikomanagement
16
Risk
16
Börsenkurs
15
Share price
15
Stochastic process
15
Stochastischer Prozess
15
Capital income
14
Consumer behaviour
14
Experiment
14
Kapitaleinkommen
14
Konsumentenverhalten
14
Risikomaß
14
Risk measure
14
Volatility
14
Volatilität
14
Game theory
13
Spieltheorie
13
USA
13
United States
13
Anlageverhalten
12
Behavioural finance
12
Estimation
12
Schätzung
12
more ...
less ...
Online availability
All
Undetermined
270
Free
88
Type of publication
All
Article
478
Book / Working Paper
85
Type of publication (narrower categories)
All
Article in journal
325
Aufsatz in Zeitschrift
325
Working Paper
16
Arbeitspapier
12
Graue Literatur
11
Non-commercial literature
11
Aufsatz im Buch
9
Book section
9
research-article
7
Conference paper
4
Konferenzbeitrag
4
Article
1
Aufsatzsammlung
1
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Thesis
1
more ...
less ...
Language
All
English
416
Undetermined
145
German
2
Author
All
Li, Duan
144
Li, Xun
133
Li, Donghui
62
Li, D.
58
Li, Dong
54
Cui, Xiangyu
40
Sun, Xiaoling
25
Zhu, Shushang
20
Gao, Jianjun
17
Shi, Yun
17
Wu, Zhenyu
16
Chen, Xi
14
Yao, Jing
14
Lai, Weizheng
13
Li, Dongxu
12
Choi, Tsan-Ming
11
Holsapple, Clyde W.
11
Moshirian, Fariborz
11
Chen, Zhian
10
Li, Dan
10
Wang, Rui
10
Wang, Shouyang
10
Xu, Weidong
10
Yan, Houmin
10
An, Zhe
9
Cui, Xueting
9
Duan, Lian
9
Gao, Xin
9
Li, Deyuan
9
Sun, X.L.
8
Baltagi, Badi H.
7
Goldsby, Thomas J.
7
Wan, Qianqian
7
Yang, Shijie
7
Zheng, Xiaojin
7
Chen, Yuanyuan
6
Chiu, Chun-Hung
6
Li, Dandan
6
Li, Danping
6
Li, Dongmei
6
more ...
less ...
Institution
All
arXiv.org
7
Agricultural and Applied Economics Association - AAEA
2
Department of Economics and Finance, College of Business and Economics
1
International Conference on Optimization: Techniques and Applications <5, 2001, Hongkong>
1
Tilburg University, Center for Economic Research
1
Tilburg University, School of Economics and Management
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
26
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
25
European Journal of Operational Research
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of econometrics
9
Journal of economic dynamics & control
9
International journal of production economics
8
International journal of production research
8
Journal of Global Optimization
8
Journal of banking & finance
8
Research in international business and finance
8
The journal of corporate finance : contracting, governance and organization
8
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Papers / arXiv.org
7
Finance research letters
6
Insurance / Mathematics & economics
6
Journal of international financial markets, institutions & money
6
Mathematics of operations research
6
Operations research letters
6
Applied economics letters
5
International journal of hospitality management
5
Journal of empirical finance
5
Journal of multinational financial management
5
Annals of operations research
4
Applied economics
4
Computers & operations research : and their applications to problems of world concern ; an international journal
4
Econometric theory
4
Economics letters
4
International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
4
Journal of electronic commerce in organizations : the international journal of electronic commerce in modern organizations ; an official publication of the Information Resources Management Association
4
Operations research
4
Reliability engineering & system safety
4
Applied Energy
3
China economic review : an international journal
3
Econometric reviews
3
INFORMS journal on computing : JOC
3
International Journal of Production Economics
3
International review of economics & finance : IREF
3
Journal of economic behavior & organization : JEBO
3
more ...
less ...
Source
All
ECONIS (ZBW)
399
OLC EcoSci
81
RePEc
63
Other ZBW resources
14
EconStor
5
BASE
1
Showing
1
-
10
of
563
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Time consistent behavioral portfolio policy for dynamic mean-variance formulation
Cui, Xiangyu
;
Li, Xun
;
Li, Duan
;
Shi, Yun
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
12
,
pp. 1647-1660
Persistent link: https://www.econbiz.de/10011816054
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Better than dynamic mean-variance : time inconsistency and free cash flow stream
Cui, Xiangyu
;
Li, Duan
;
Wang, Shouyang
;
Zhu, Shushang
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 346-378
Persistent link: https://www.econbiz.de/10009613192
Saved in:
6
Discrete-time behavioral portfolio selection under cumulative prospect theory
Shi, Yun
;
Cui, Xiangyu
;
Li, Duan
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 283-302
Persistent link: https://www.econbiz.de/10011589538
Saved in:
7
Self-coordination in time inconsistent stochastic decision problems : a planner-doer game framework
Cui, Xiangyu
;
Li, Duan
;
Shi, Yun
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 91-113
Persistent link: https://www.econbiz.de/10011817149
Saved in:
8
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Strub, Moris S.
;
Li, Duan
;
Cui, Xiangyu
;
Gao, Jianjun
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012313656
Saved in:
9
Time consistent in efficiency dynamic mean-variance policy
Shi, Yun
;
Li, Duan
;
Cui, Xiangyu
- In:
Journal of the Operational Research Society
74
(
2023
)
1
,
pp. 195-208
Persistent link: https://www.econbiz.de/10014231704
Saved in:
10
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun
;
Li, Xun
;
Cui, Xiangyu
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->