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~isPartOf:"European journal of operational research : EJOR"
~person:"Li, Duan"
~subject:"Theorie"
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Theorie
Portfolio selection
6
Portfolio-Management
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Theory
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Li, Duan
Vanhoucke, Mario
16
Boute, Robert N.
9
Liesiö, Juuso
9
Ruiz, Rubén
8
Teunter, Ruud H.
8
Cheng, T. C. E.
7
Dauzère-Péres, Stéphane
7
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Babai, M. Zied
6
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6
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6
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5
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5
ElHafsi, Mohsen
5
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5
Homem-de-Mello, Tito
5
Koulamas, Christos
5
Lim, Andrew
5
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5
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5
Ou, Jinwen
5
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Rustem, Berç
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5
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5
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4
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4
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4
Akkerman, Renzo
4
Axsäter, Sven
4
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European journal of operational research : EJOR
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
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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
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Operations research letters
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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)
6
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
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