//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Dynamic Mean-Risk Portfolio Se...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
44
Theory
44
China
27
Portfolio selection
25
Portfolio-Management
21
Consumer behaviour
20
Konsumentenverhalten
20
Risiko
18
Risk
18
Estimation theory
15
Schätztheorie
15
Innovation
13
Welt
13
World
13
Beziehungsmarketing
12
Börsenkurs
12
Relationship marketing
12
Share price
12
Game theory
11
Spieltheorie
11
Anlageverhalten
10
Behavioural finance
10
Corporate Governance
10
Corporate governance
10
Lieferkette
9
Mathematical programming
9
Mathematische Optimierung
9
Risikomanagement
9
Risk management
9
Supply chain
9
Forecasting model
8
Prognoseverfahren
8
Stochastic process
8
Stochastischer Prozess
8
Time series analysis
8
Volatility
8
Volatilität
8
Zeitreihenanalyse
8
Agency theory
7
Asymmetric information
7
more ...
less ...
Online availability
All
Undetermined
Free
71
CC license
1
Type of publication
All
Article
235
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
190
Aufsatz in Zeitschrift
190
Conference paper
3
Konferenzbeitrag
3
Aufsatz im Buch
2
Book section
2
Aufsatzsammlung
1
more ...
less ...
Language
All
English
200
Undetermined
37
Author
All
Li, Donghui
44
Li, Duan
42
Li, Dahui
19
Xiong, Yan
19
Li, Dong
17
Li, D.
12
Gao, Jianjun
11
Cui, Xiangyu
10
Xu, Weidong
10
Gao, Xin
9
Li, Danping
9
An, Zhe
8
Yang, Shijie
8
Li, Dan
7
Li, Dongmei
7
Shi, Yun
7
Sun, Xiaoling
7
Chen, Zhian
6
Duan, Lian
6
Zhu, Shushang
6
Choi, Tsan-Ming
5
Li, Dandan
5
Li, Debiao
5
Li, Deyuan
5
Li, Dongxin
5
Sun, X.
5
Xing, Lu
5
Chen, Jing
4
Jiang, Rujun
4
Li, Daitian
4
Li, Minqiang
4
Lv, Chen
4
Strub, Moris S.
4
Wang, Yonggui
4
Xie, Lishan
4
Yan, Houmin
4
Zhu, Ke
4
Chen, Yuanyuan
3
Cui, Xueting
3
Fu, Wentao
3
more ...
less ...
Published in...
All
European Journal of Operational Research
9
Journal of Global Optimization
8
European journal of operational research : EJOR
7
Journal of economic dynamics & control
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The journal of corporate finance : contracting, governance and organization
6
Finance research letters
5
Information & management : the internat. journal of management processes and systems ; journal of IFIP Users Group
5
Journal of econometrics
5
Research in international business and finance
5
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
Journal of international financial markets, institutions & money
4
Journal of multinational financial management
4
Applied economics letters
3
International Journal of Production Economics
3
International journal of hospitality management
3
International journal of production research
3
Journal of economic theory
3
Journal of electronic commerce in organizations : the international journal of electronic commerce in modern organizations ; an official publication of the Information Resources Management Association
3
Journal of empirical finance
3
Mathematics of operations research
3
Nankai business review international
3
Pacific-Basin finance journal
3
Technological forecasting & social change : an international journal
3
Transportation research / E : an international journal
3
Accounting and finance
2
Applied economics
2
Computational Optimization and Applications
2
Corporate governance : an international review
2
Econometric reviews
2
Financial management : FM
2
INFORMS journal on computing : JOC
2
Industrial and corporate change
2
Insurance / Mathematics & economics
2
International journal of production economics
2
International review of economics & finance : IREF
2
International review of financial analysis
2
International transactions in operational research : a journal of the International Federation of Operational Research Societies
2
Journal of Banking & Finance
2
Journal of Economic Dynamics and Control
2
more ...
less ...
Source
All
ECONIS (ZBW)
194
RePEc
37
Other ZBW resources
6
Showing
1
-
10
of
237
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
Classical mean-variance model revisited : pseudo efficiency
Cui, Xiangyu
;
Li, Duan
;
Yan, Jia-an
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
10
,
pp. 1646-1655
Persistent link: https://www.econbiz.de/10011417708
Saved in:
4
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:
5
Portfolio optimization with nonparametric value at risk : a block coordinate descent method
Cui, Xueting
;
Sun, Xiaoling
;
Zhu, Shushang
;
Jiang, Rujun
; …
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 454-471
Persistent link: https://www.econbiz.de/10011948064
Saved in:
6
Optimal order execution using hidden orders
Chen, Yuanyuan
;
Gao, Xuefeng
;
Li, Duan
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 89-116
Persistent link: https://www.econbiz.de/10012004233
Saved in:
7
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:
8
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:
9
Time consistent behavioral portfolio policy for dynamic mean-variance formulation
Cui, Xiangyu
;
Li, Xun
;
Li, Duan
;
Shi, Yun
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
12
,
pp. 1647-1660
Persistent link: https://www.econbiz.de/10011816054
Saved in:
10
Self-coordination in time inconsistent stochastic decision problems : a planner-doer game framework
Cui, Xiangyu
;
Li, Duan
;
Shi, Yun
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 91-113
Persistent link: https://www.econbiz.de/10011817149
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->