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Household life-cycle asset allocation and background risk of labor income
Cai, Mingchao; Zhao, Jun; Pan, Rulu; Huang, Haozhi - In: China finance review international 3 (2013) 2, pp. 117-130
Persistent link: https://www.econbiz.de/10009777673
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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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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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When should venture capitalists exit their investee companies?
Li, Xun; Hwee Huat Tan; Wilson, Craig; Wu, Zhenyu - In: International journal of managerial finance : IJMF 9 (2013) 4, pp. 351-364
Persistent link: https://www.econbiz.de/10010127378
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The impact of demand variability and transshipment on vendor's distribution policies under vendor managed inventory strategy
Chen, Xu; Hao, Gang; Li, Xun; Yiu, Ka Fai Cedric - In: International journal of production economics 139 (2012) 1, pp. 42-48
Persistent link: https://www.econbiz.de/10009572702
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Optimal air-move path generation based on MMAS algorithm
Chen, Ming; Li, Xun; Tang, Kai - In: International journal of production research 52 (2014) 24, pp. 7310-7323
Persistent link: https://www.econbiz.de/10010474538
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On social network analysis in a supply chain context
Borgatti, Stephen P.; Li, Xun - In: The journal of supply chain management : a global … 45 (2009) 2, pp. 5-22
Persistent link: https://www.econbiz.de/10003847608
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On an approximation method for pricing a high-dimensional basket options on assets with mean-reverting prices
Li, Xun; Wu, Zhenyu - In: Computers & operations research : and their … 35 (2008) 1, pp. 76-89
Persistent link: https://www.econbiz.de/10003665818
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Continuous-time mean-variance portfolio selection with partial information
Pang, Wan-Kai; Ni, Yuan-Hua; Li, Xun; Yiu, Ka-Fai Cedric - In: Journal of mathematical finance 4 (2014) 5, pp. 353-365
Persistent link: https://www.econbiz.de/10011312406
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Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun; Li, Xun; Cui, Xiangyu - In: Mathematical methods of operations research 85 (2017) 3, pp. 327-347
Persistent link: https://www.econbiz.de/10011714505