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~subject:"Portfolio selection"
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Portfolio selection
China
179
Theorie
160
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160
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73
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73
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60
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60
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44
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41
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37
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32
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26
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26
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25
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25
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24
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23
Spillover-Effekt
23
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21
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21
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21
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33
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English
41
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Li, Youwei
15
Li, Yuying
12
Forsyth, Peter
7
Fan, Minyou
6
Liu, Jiadong
6
Coleman, Thomas F.
4
Li, Kai
4
Han, Xing
3
He, Xue-zhong
3
Kearney, Fearghal
3
Li, Yuming
3
Ni, Chendi
3
Carroll, Ray
2
Gao, Ya
2
Guo, Jiaqi
2
Li, Yan
2
Li, Yang
2
Li, Yongwu
2
Staden, Pieter M. van
2
Xiong, Xiong
2
Alexander, S.
1
Alexander, Siddharth
1
Ali, Shoaib
1
Chen, Tao
1
Coleman, T. F.
1
Gao, Kang
1
Hao, Jing
1
He, Feng
1
Ijaz, Muhammad Shahzad
1
Jewell, Sean W.
1
Levchenkov, Dmitriy
1
Li, Donghui
1
Li, Duan
1
Li, Peng
1
Li, Yanshuang
1
Li, Yingjie
1
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1
Li, Yong
1
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1
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Insurance / Mathematics & economics
3
Journal of economic dynamics & control
3
European journal of operational research : EJOR
2
Journal of international financial markets, institutions & money
2
Journal of risk
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Quantitative finance
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
Financial innovation : FIN
1
Financial markets and portfolio management
1
INFOR : information systems and operational research
1
Industry and innovation
1
International journal of theoretical and applied finance : IJTAF
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of empirical finance
1
Operations research letters
1
QMS Research Paper 2020/01
1
Research in international business and finance
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Risk measures for the 21st century
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of derivatives : JOD
1
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ECONIS (ZBW)
41
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1
Characterizations of optimal portfolios by univariate and multivariate risk aversion
Li, Yuming
- In:
Management science : journal of the Institute for …
35
(
1989
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10001063801
Saved in:
2
Derivative portfolio hedging based on CVaR
Alexander, Siddharth
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Risk measures for the 21st century
,
(pp. 339-363)
.
2004
Persistent link: https://www.econbiz.de/10002081633
Saved in:
3
A gradual nonconvexification method for minimizing value-at-risk
Xi, Jiong
;
Coleman, Thomas F.
;
Li, Yuying
;
Tayal, Aditya
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 23-47
Persistent link: https://www.econbiz.de/10013262924
Saved in:
4
Non-linear equity portfolio variance reduction under a mean-variance framework : a delta-gamma approach
Jewell, Sean W.
;
Li, Yang
;
Pirvu, Traian A.
- In:
Operations research letters
41
(
2013
)
6
,
pp. 694-700
Persistent link: https://www.econbiz.de/10010236034
Saved in:
5
Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
Li, Yongwu
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 86-97
Persistent link: https://www.econbiz.de/10009785417
Saved in:
6
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:
7
Minimizing CVaR and VaR for a portfolio of derivatives
Alexander, S.
;
Coleman, T. F.
;
Li, Yuying
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 583-605
Persistent link: https://www.econbiz.de/10003291325
Saved in:
8
Time-consistent investment strategy under partial information
Li, Yongwu
;
Qiao, Han
;
Wang, Shouyang
;
Zhang, Ling
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 187-197
Persistent link: https://www.econbiz.de/10011428653
Saved in:
9
Optimal time series momentum
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344325
Saved in:
10
Asset allocation with time series momentum and reversal
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 441-457
Persistent link: https://www.econbiz.de/10011974221
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