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subject:"Portfolio-Management"
isPartOf:"Working paper series"
~isPartOf:"Journal of economic dynamics & control"
~person:"Li, Duan"
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Portfolio-Management
Theorie
4
Theory
4
Portfolio selection
3
Conditional value-at-risk
2
Risikomaß
2
Risk measure
2
Anlageverhalten
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian learning
1
Begrenzte Rationalität
1
Behavioural finance
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Bounded rationality
1
Capital income
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Dynamic portfolio choice
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Dynamic programming
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Dynamische Optimierung
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Equity premium puzzle
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1
Handelsvolumen der Börse
1
Hidden order
1
Incomplete information
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Kapitaleinkommen
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Learning process
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Lernprozess
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Limit order market
1
Loss aversion
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Market microstructure
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Marktmikrostruktur
1
Mean-risk portfolio choice
1
Mixture model
1
Optimal investment strategies
1
Optimism
1
Order execution
1
Prognoseverfahren
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Risikoaversion
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Risk aversion
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Li, Duan
Gay, Roger
5
Lioui, Abraham
5
Munk, Claus
5
Dempster, Michael A. H.
4
Branger, Nicole
3
Hlawatsch, Stefan
3
Huang, Chi-fu
3
Kraft, Holger
3
Li, Kai
3
Lillo, Fabrizio
3
Reichling, Peter
3
Alexander, Gordon J.
2
Baptista, Alexandre M.
2
Bjerketvedt, Vegard Skonseng
2
Chacko, George
2
Cong, F.
2
Cox, John Carrington
2
Cvitanić, Jakša
2
Duffie, Darrell
2
Evstigneev, Igor V.
2
Farmer, J. Doyne
2
He, Xue-zhong
2
Hindy, Ayman
2
Kennedy, Richard
2
Larsen, Linda Sandris
2
Li, Bin
2
Lin, Qian
2
Luenberger, David G.
2
Marsili, Matteo
2
Medova, E. A.
2
Mork, Knut Anton
2
Oosterlee, Cornelis Willebrordus
2
Presman, Ernst
2
Rustem, Berç
2
Schenk-Hoppé, K. R.
2
Schenk-Hoppé, Klaus Reiner
2
Schwartz, Eduardo S.
2
Seifried, Frank Thomas
2
Sethi, Suresh P.
2
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Working paper series
Journal of economic dynamics & control
European journal of operational research : EJOR
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
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
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ECONIS (ZBW)
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1
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:
2
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
Saved in:
3
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
Saved in:
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