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~person:"Li, Duan"
~subject:"Corporate social responsibility"
~subject:"KMU"
~subject:"Theory"
~type_genre:"Article in journal"
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Corporate social responsibility
KMU
Theory
Portfolio selection
30
Portfolio-Management
30
Theorie
26
Mathematical programming
9
Mathematische Optimierung
9
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7
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7
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26
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Li, Duan
Cheng, T. C. E.
57
Kraus, Sascha
52
Fabozzi, Frank J.
49
Broll, Udo
47
Mukherjee, Arijit
42
Svensson, Göran
42
Vanhoucke, Mario
42
Tang, Christopher S.
39
Wong, Wing Keung
36
Dolgui, Alexandre
35
Schaltegger, Stefan
35
Lambertini, Luca
33
Lee, Seoki
33
Wang, Leonard F. S.
33
Audretsch, David B.
32
Lindgreen, Adam
32
Minner, Stefan
32
Uyar, Ali
32
Vrontis, Demetris
32
Zhang, Zhe
31
Escobar, Marcos
30
Gond, Jean-Pascal
30
Jamali, Dima
30
Azlan Amran
29
García-Sánchez, Isabel-María
29
Glock, Christoph H.
29
Kolk, Ans
29
Korn, Ralf
29
Laporte, Gilbert
29
Adomako, Samuel
28
Martínez-Ferrero, Jennifer
28
Sethi, Suresh P.
28
Lee, Sang-Ho
27
Afonso, Oscar
26
Jo, Hoje
26
Karaman, Abdullah S.
26
Kuzey, Cemil
26
Matsumura, Toshihiro
26
Moon, Jeremy
26
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International Conference on Optimization: Techniques and Applications <5, 2001, Hongkong>
1
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European journal of operational research : EJOR
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Journal of economic dynamics & control
3
Journal of the Operational Research Society : OR
2
The journal of computational finance
2
INFORMS journal on computing : JOC
1
Journal of banking & finance
1
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
1
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1
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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)
26
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1
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:
2
Effective algorithms for optimal portfolio deleveraging problem with cross impact
Luo, Hezhi
;
Chen, Yuanyuan
;
Zhang, Xianye
;
Li, Duan
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 36-89
Persistent link: https://www.econbiz.de/10014471144
Saved in:
3
Time consistent in efficiency dynamic mean-variance policy
Shi, Yun
;
Li, Duan
;
Cui, Xiangyu
- In:
Journal of the Operational Research Society
74
(
2023
)
1
,
pp. 195-208
Persistent link: https://www.econbiz.de/10014231704
Saved in:
4
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:
5
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:
6
A note on monotone mean-variance preferences for continuous processes
Strub, Moris S.
;
Li, Duan
- In:
Operations research letters
48
(
2020
)
4
,
pp. 397-400
Persistent link: https://www.econbiz.de/10012294747
Saved in:
7
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:
8
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:
9
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:
10
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:
1
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