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Portfolio selection
52
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Li, Duan
Fabozzi, Frank J.
259
Maurer, Raimond
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Mitchell, Olivia S.
115
Guidolin, Massimo
102
Kräkel, Matthias
100
Platen, Eckhard
92
Martimort, David
86
Güth, Werner
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Sliwka, Dirk
81
Campbell, John Y.
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Frey, Bruno S.
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Satchell, Stephen
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McAleer, Michael
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Gollier, Christian
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Lo, Andrew W.
73
Hens, Thorsten
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Ang, Andrew
70
Kraft, Holger
67
Strausz, Roland
64
Uppal, Raman
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Edmans, Alex
61
Bodie, Zvi
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Jirjahn, Uwe
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Schmidt, Klaus M.
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Korn, Ralf
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Markowitz, Harry
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Olsen, Trond E.
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Schnedler, Wendelin
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Weber, Martin
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Wong, Wing Keung
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Fehr, Ernst
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Levy, Haim
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Viceira, Luis M.
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Heywood, John S.
54
Blake, David
53
Elton, Edwin J.
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51
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European journal of operational research : EJOR
6
Journal of economic dynamics & control
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
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Journal of the Operational Research Society : OR
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Operations research
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The journal of computational finance
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Computational Optimization and Applications
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Omega : the international journal of management science
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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)
49
RePEc
4
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1
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/10003590179
Saved in:
2
Failing to foresee the updating of the reference point leads to time-inconsistent investment
Strub, Moris S.
;
Li, Duan
- In:
Operations research
68
(
2020
)
1
,
pp. 199-213
Persistent link: https://www.econbiz.de/10012172306
Saved in:
3
Portfolio optimization with nonparametric value at risk : a block coordinate descent method
Cui, Xueting
;
Sun, Xiaoling
;
Zhu, Shushang
;
Jiang, Rujun
; …
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 454-471
Persistent link: https://www.econbiz.de/10011948064
Saved in:
4
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:
5
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:
6
A robust set-valued scenario approach for handling modeling risk in portfolio optimization
Zhu, Shushang
;
Jin, Xiaodong
;
Li, Duan
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 11-40
Persistent link: https://www.econbiz.de/10011480704
Saved in:
7
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:
8
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:
9
Mean-variance policy for discrete-time cone-constrained markets : time consistency in efficiency and the minimum-variance signed supermartingale measure
Cui, Xiangyu
;
Li, Duan
;
Li, Xun
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 471-504
Persistent link: https://www.econbiz.de/10011752513
Saved in:
10
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
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