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Optimal Dynamic Portfolio Sele...
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Theory
Portfolio selection
51
Theorie
50
Portfolio-Management
47
Mathematical programming
21
Mathematische Optimierung
21
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12
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12
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10
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10
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10
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5
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4
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Derivat
3
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Fuzzy sets
3
Fuzzy-Set-Theorie
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English
49
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Li, Duan
50
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16
Gao, Jianjun
9
Li, Xun
7
Wang, Shouyang
7
Zhu, Shushang
7
Sun, Xiaoling
5
Jiang, Rujun
4
Lou, Youcheng
4
Shi, Yun
4
Chen, Yuanyuan
3
Strub, Moris S.
3
Strub, Moris Simon
3
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2
Fan, Minjie
2
Gao, Xuefeng
2
Li, Zhongfei
2
Luo, Hezhi
2
Stahlecker, Peter
2
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2
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2
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2
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1
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1
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1
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1
Li, Donghui
1
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1
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1
McKinnon, K. I. M.
1
Ng, Chi-kong
1
Ng, Wan-lung
1
Parsa, Sahar
1
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1
Qi, Liqun
1
Ray, Debraj
1
Sun, X. L.
1
Teo, Kok Lay
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1
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International Conference on Optimization: Techniques and Applications <5, 2001, Hongkong>
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European journal of operational research : EJOR
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Journal of economic dynamics & control
4
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3
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2
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2
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2
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1
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1
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ECONIS (ZBW)
50
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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
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:
3
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:
4
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:
5
Test problem generator for unconstrained global optimization
Ng, Chi-kong
;
Li, Duan
- In:
Computers & operations research : and their …
51
(
2014
),
pp. 338-349
Persistent link: https://www.econbiz.de/10010408839
Saved in:
6
A portfolio selection model using fuzzy returns
Li, Duan
;
Stahlecker, Peter
-
2011
Persistent link: https://www.econbiz.de/10008858048
Saved in:
7
Ein Ansatz zur Portfoliotheorie mit unscharfen Parametern
Li, Duan
;
Stahlecker, Peter
-
2010
Persistent link: https://www.econbiz.de/10008858250
Saved in:
8
Behavior patterns of investment strategies under Roy’s safety-first principle
Li, Zhongfei
;
Yao, Jing
;
Li, Duan
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
2
,
pp. 167-179
Persistent link: https://www.econbiz.de/10008688969
Saved in:
9
Portfolio selection with marginal risk control
Zhu, Shushang
;
Li, Duan
;
Sun, Xiaoling
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10008736754
Saved in:
10
Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
Zheng, Xiaojin
;
Sun, Xiaoling
;
Li, Duan
;
Cui, Xueting
- In:
European journal of operational research : EJOR
221
(
2012
)
1
,
pp. 38-48
Persistent link: https://www.econbiz.de/10009553172
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