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A risk- and ambiguity-averse extension of the max-min newsvendor order formula

Han, Qiaoming; Du, Donglei; Zuluaga, Luis F. - In: Operations research 62 (2014) 3, pp. 535-542

Persistent link: https://www.econbiz.de/10010381853

Third-order extensions of Lo's semiparametric bound for European call options

Zuluaga, Luis F.; Peña, Javier; Du, Donglei - In: European Journal of Operational Research 198 (2009) 2, pp. 557-570

Computing semiparametric bounds for option prices is a widely studied pricing technique. In contrast to parametric pricing techniques, such as Monte-Carlo simulations, semiparametric pricing techniques do not require strong assumptions about the underlying asset price distribution. We extend...

Persistent link: https://www.econbiz.de/10004973632

Third-order extensions of Lo’s semiparametric bound for European call options

Zuluaga, Luis F.; Peña, Javier; Du, Donglei - In: European journal of operational research : EJOR 198 (2009) 2, pp. 557-570

Persistent link: https://www.econbiz.de/10008237957

Quantifying the efficiency of price-only contracts in push supply chains over demand distributions of known supports

Du, Donglei; Chen, Bo; Xu, Dachuan - In: Omega : the international journal of management science 42 (2014), pp. 98-108

Persistent link: https://www.econbiz.de/10010205153

An approximation algorithm for the k-level capacitated facility location problem

Du, Donglei; Wang, Xing; Xu, Dachuan - In: Journal of combinatorial optimization 20 (2010) 4, pp. 361-368

Persistent link: https://www.econbiz.de/10008796162

On-line preemptive machine scheduling with lp norm on two uniform machines

Shuai, Tianping; Du, Donglei; Jiang, Xiaoyue - In: Journal of scheduling 18 (2015) 2, pp. 185-194

Persistent link: https://www.econbiz.de/10010504094

How EPU drives long-term industry beta

Yu, Honghai; Fang, Libing; Du, Donglei; Yan, Panpan - In: Finance research letters 22 (2017), pp. 249-258

Persistent link: https://www.econbiz.de/10011808171

Risk contribution of the Chinese stock market to developed markets in the post-crisis period

Yu, Honghai; Fang, Libing; Sun, Boyang; Du, Donglei - In: Emerging markets review 34 (2018), pp. 87-97

Persistent link: https://www.econbiz.de/10012114684

Risk contribution of crude oil to industry stock returns

Yu, Honghai; Du, Donglei; Fang, Libing; Yan, Panpan - In: International review of economics & finance : IREF 58 (2018), pp. 179-199

Persistent link: https://www.econbiz.de/10012034202

The role of the political cycle in the relationship between economic policy uncertainty and the long-run volatility of industry-level stock returns in the United States

Yu, Honghai; Fang, Libing; Zhang, Sunqi; Du, Donglei - In: Applied economics 50 (2018) 26, pp. 2932-2937

Persistent link: https://www.econbiz.de/10012037504