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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
~person:"Li, Duan"
~person:"Wang, Ruodu"
~subject:"Portfolio selection"
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Mathematical finance : an international journal of mathematics, statistics and financial economics
European journal of operational research : EJOR
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Insurance / Mathematics & economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Operations research
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematics of operations research
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North American actuarial journal
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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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Asymptotic equivalence of risk measures under dependence uncertainty
Cai, Jun
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 29-49
Persistent link: https://www.econbiz.de/10011969153
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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
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