//--> //--> //-->
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
Retain my current filters
isPartOf:"Finanzmarkt und Portfolio-Management"
subject:"Portfolio selection"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Research paper series / Swiss Finance Institute"
~person:"Li, Duan"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
7
Theory
7
Portfolio-Management
6
Mathematical programming
5
Mathematische Optimierung
5
Nichtlineare Optimierung
2
Nonlinear programming
2
Risiko
2
Risk
2
Stochastic process
2
Stochastischer Prozess
2
Conditional value at risk
1
Dynamic mean-risk portfolio selection
1
Dynamic programming
1
Dynamische Optimierung
1
Erwartungsnutzen
1
Expected utility
1
Expected utility maximization
1
Integer programming
1
Interest rate
1
Lagrangian duality
1
Martingal
1
Martingale
1
Martingale approach
1
Mixed integer quadratic programming
1
Mixed-integer quadratic program
1
Multi-period mean-variance formulation
1
Multi-period mean-variance portfolio selection
1
Multi-period portfolio selection
1
No-shorting
1
On-off constraint
1
Probabilistic constraint
1
Quadratic convex reformulation
1
Quadratic programming
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Safety-first principle
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Li, Duan
Soner, Halil Mete
10
Liesiö, Juuso
9
Malamud, Semyon
9
Schenk-Hoppé, Klaus Reiner
8
Sornette, Didier
8
Evstigneev, Igor V.
7
Muhle-Karbe, Johannes
7
Hens, Thorsten
6
Jondeau, Eric
6
Salo, Ahti A.
6
Farkas, Walter
5
Filipović, Damir
5
Bacchetta, Philippe
4
Cvitanić, Jakša
4
Gilli, Manfred
4
Grechuk, Bogdan
4
Lioui, Abraham
4
Palczewski, Jan
4
Paolella, Marc S.
4
Polak, Pawel
4
Rockinger, Michael
4
Scaillet, Olivier
4
Schweizer, Martin
4
Steuer, Ralph E.
4
Topaloglou, Nikolas
4
Van Wincoop, Eric
4
Amir, Rabah
3
Arvanitis, Stelios
3
Gao, Jianjun
3
Hugonnier, Julien
3
Kelly, Bryan T.
3
Kerstens, Kristiaan
3
Koch Medina, Pablo
3
Markowitz, Harry
3
Mavrotas, George
3
Mulvey, John M.
3
Munari, Cosimo-Andrea
3
Poncet, Patrice
3
Prigent, Jean-Luc
3
more ...
less ...
Published in...
All
Finanzmarkt und Portfolio-Management
European journal of operational research : EJOR
Research paper series / Swiss Finance Institute
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Journal of economic dynamics & control
3
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
2
Journal of the Operational Research Society : OR
2
The journal of computational finance
2
INFORMS journal on computing : JOC
1
Journal of banking & finance
1
Journal of the Operational Research Society
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research
1
Operations research letters
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Quadratic convex reformulation for quadratic programming with linear on-off constraints
Wu, Baiyi
;
Li, Duan
;
Jiang, Rujun
- In:
European journal of operational research : EJOR
274
(
2019
)
3
,
pp. 824-836
Persistent link: https://www.econbiz.de/10011990236
Saved in:
2
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun
;
Xiong, Yan
;
Li, Duan
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
Saved in:
3
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
Saved in:
4
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:
5
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
Saved in:
6
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->