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person:"Evstigneev, Igor V."
~person:"Li, Duan"
~subject:"Risk management"
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Risk management
Portfolio selection
87
Portfolio-Management
87
Theorie
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20
Behavioural finance
20
Evolutionary economics
16
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Evstigneev, Igor V.
Li, Duan
Fabozzi, Frank J.
29
Wang, Ruodu
17
Diebold, Francis X.
15
Hammoudeh, Shawkat
13
Bhansali, Vineer
11
Bollerslev, Tim
11
Martellini, Lionel
11
Kakushadze, Zura
10
McAleer, Michael
10
Roncalli, Thierry
10
Scherer, Bernd
10
Csóka, Péter
9
Eller, Roland
9
Härdle, Wolfgang
9
Janabi, Mazin A. M. al
9
Tan, Ken Seng
9
Till, Hilary
9
Lin, Yijia
8
Mao, Tiantian
8
Papenbrock, Jochen
8
Pérez Amaral, Teodosio
8
Satchell, Stephen
8
Skoglund, Jimmy
8
Albrecht, Peter
7
Alexander, Gordon J.
7
Bloss, Michael
7
Christoffersen, Peter F.
7
Engle, Robert F.
7
Gantenbein, Pascal
7
Guillén, Montserrat
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Lohre, Harald
7
Maurer, Raimond
7
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7
Račev, Svetlozar T.
7
Righi, Marcelo Brutti
7
Rudolph, Bernd
7
Schuermann, Til
7
Spremann, Klaus
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The journal of computational finance
2
European journal of operational research : EJOR
1
Journal of risk
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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1
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:
2
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:
3
Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang
;
Cui, Xueting
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009422361
Saved in:
4
Behavior patterns of investment strategies under Roy’s safety-first principle
Li, Zhongfei
;
Yao, Jing
;
Li, Duan
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
2
,
pp. 167-179
Persistent link: https://www.econbiz.de/10008688969
Saved in:
5
Portfolio selection with marginal risk control
Zhu, Shushang
;
Li, Duan
;
Sun, Xiaoling
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10008736754
Saved in:
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