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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Li, Duan"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
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Search: subject:"Portfoliomanagement"
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Portfolio selection
5
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2002-2004
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Li, Duan
McAleer, Michael
Zhou, Xun Yu
7
Platen, Eckhard
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Muhle-Karbe, Johannes
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Jin, Hanqing
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Korn, Ralf
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Cvitanić, Jakša
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Mathematical finance : an international journal of mathematics, statistics and financial theory
European journal of operational research : EJOR
6
Journal of economic dynamics & control
5
Journal of economic surveys
3
Journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
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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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International review of economics & finance : IREF
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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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1
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:
2
Better than dynamic mean-variance : time inconsistency and free cash flow stream
Cui, Xiangyu
;
Li, Duan
;
Wang, Shouyang
;
Zhu, Shushang
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 346-378
Persistent link: https://www.econbiz.de/10009613192
Saved in:
3
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
4
Optimal lot solution to cardinality constrained mean-variance formulation for portfolio selction
Li, Duan
;
Sun, Xiaoling
;
Jun, Wang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 83-101
Persistent link: https://www.econbiz.de/10003336788
Saved in:
5
Optimal dynamic portfolio selection : multiperiod mean-variance formulation
Li, Duan
;
Ng, Wan-lung
- In:
Mathematical finance : an international journal of …
10
(
2000
)
3
,
pp. 387-406
Persistent link: https://www.econbiz.de/10002178964
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