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~isPartOf:"Finance research letters"
~isPartOf:"Journal of economic dynamics & control"
~person:"Li, Duan"
~subject:"Portfolio-Management"
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Portfolio-Management
Portfolio selection
5
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Bayes-Statistik
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Option pricing theory
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Optionspreistheorie
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Li, Duan
Kraft, Holger
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Lioui, Abraham
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5
Fabozzi, Frank J.
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Mu, Congming
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4
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Koutsokostas, Drosos
3
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3
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3
Li, Kai
3
Li, Youwei
3
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3
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3
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3
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3
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3
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Finance research letters
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
Operations research
2
The journal of computational finance
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
INFORMS journal on computing : JOC
1
Journal of banking & finance
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Journal of risk
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Journal of the Operational Research Society
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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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)
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1
Counter-cyclical margins for option portfolios
Chen, Yuanyuan
;
Wu, Qi
;
Li, Duan
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478163
Saved in:
2
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:
3
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:
4
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:
5
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
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