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Dynamic mean-variance portfolio selection with borrowing constraint
Fu, Chenpeng; Lari-Lavassani, Ali; Li, Xun - In: European journal of operational research : EJOR 200 (2009/10) 1, pp. 312-319
Persistent link: https://www.econbiz.de/10003895181
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A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction
Jin, Xing; Li, Xun; Hwee Huat Tan; Wu, Zhenyu - In: European journal of operational research : EJOR 231 (2013) 2, pp. 362-370
Persistent link: https://www.econbiz.de/10009785582
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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
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Innovative menu of contracts for coordinating a supply chain with multiple mean-variance retailers
Chiu, Chun-Hung; Choi, Tsan-Ming; Hao, Gang; Li, Xun - In: European journal of operational research : EJOR 246 (2015) 3, pp. 815-826
Persistent link: https://www.econbiz.de/10011344431
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Insurance risk analysis of financial networks vulnerable to a shock
Tang, Qihe; Tong, Zhiwei; Xun, Li - In: European journal of operational research : EJOR 301 (2022) 2, pp. 756-771
Persistent link: https://www.econbiz.de/10013207676
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A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction
Jin, Xing; Li, Xun; Tan, Hwee Huat; Wu, Zhenyu - In: European journal of operational research : EJOR 231 (2013) 2, pp. 362-370
Persistent link: https://www.econbiz.de/10010155797
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Promoting symmetric weight selection in data envelopment analysis: A penalty function approach
Fu, Chenpeng; Lari-Lavassani, Ali; Li, Xun - In: European journal of operational research : EJOR 200 (2010) 1, pp. 281-289
Persistent link: https://www.econbiz.de/10008349330