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~subject:"Portfolio selection"
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Optimal Dynamic Portfolio Sele...
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Portfolio selection
Theorie
50
Theory
50
Portfolio-Management
47
Mathematical programming
21
Mathematische Optimierung
21
Time consistency
12
Zeitkonsistenz
12
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10
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9
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Conditional value-at-risk
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Derivat
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Derivative
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Fuzzy sets
3
Fuzzy-Set-Theorie
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Incomplete information
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Multi-period portfolio selection
3
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3
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3
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Li, Duan
51
Cui, Xiangyu
19
Zhu, Shushang
12
Gao, Jianjun
10
Li, Xun
7
Sun, Xiaoling
7
Shi, Yun
6
Yao, Jing
5
Cui, Xueting
4
Wang, Shouyang
4
Chen, Yuanyuan
3
Fan, Minjie
3
Stahlecker, Peter
3
Strub, Moris S.
3
Li, Zhongfei
2
Strub, Moris Simon
2
Wu, Qi
2
Xiong, Yan
2
Yan, Jia-an
2
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1
Jiang, Rujun
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Luo, Hezhi
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Wu, Baiyi
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Wu, Huixian
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Yao, Haixiang
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Zhang, Xianye
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European journal of operational research : EJOR
5
Journal of economic dynamics & control
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
2
Journal of banking & finance
2
Journal of the Operational Research Society : OR
2
Operations research
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The journal of computational finance
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Computational Optimization and Applications
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
INFORMS journal on computing : JOC
1
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Journal of Economic Dynamics and Control
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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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Operations research letters
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Quantitative Finance
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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)
47
RePEc
4
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1
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
Saved in:
2
A portfolio selection model using fuzzy returns
Li, Duan
;
Stahlecker, Peter
- In:
Fuzzy optimization and decision making : a journal of …
10
(
2011
)
2
,
pp. 167-191
Persistent link: https://www.econbiz.de/10009240941
Saved in:
3
New reformulations for probabilistically constrained quadratic programs
Hsia, Yong
;
Wu, Baiyi
;
Li, Duan
- In:
European journal of operational research : EJOR
233
(
2014
)
3
,
pp. 550-556
Persistent link: https://www.econbiz.de/10010228240
Saved in:
4
Prospect theory and trading patterns
Yao, Jing
;
Li, Duan
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2793-2805
Persistent link: https://www.econbiz.de/10009776367
Saved in:
5
Nonlinear portfolio selection using approximate parametric Value-at-RiskOriginal
Cui, Xueting
;
Zhu, Shushang
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2124-2139
Persistent link: https://www.econbiz.de/10009742471
Saved in:
6
Bounded rationality as a source of loss aversion and optimism : a study of psychological adaption under incomplete information
Yao, Jing
;
Li, Duan
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 18-31
Persistent link: https://www.econbiz.de/10009703615
Saved in:
7
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:
8
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
Saved in:
9
A portfolio selection model using fuzzy returns
Li, Duan
;
Stahlecker, Peter
-
2011
Persistent link: https://www.econbiz.de/10008858048
Saved in:
10
Ein Ansatz zur Portfoliotheorie mit unscharfen Parametern
Li, Duan
;
Stahlecker, Peter
-
2010
Persistent link: https://www.econbiz.de/10008858250
Saved in:
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