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Preface: Special issue of Jour...
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Preface: Special issue of Journal of Global Optimization for the 8th international conference on optimization: techniques and applications
Sun, Xiaoling
;
Li, Duan
;
Zhang, Shuzhong
- In:
Journal of global optimization : an international …
56
(
2013
)
4
,
pp. 1295-1296
Persistent link: https://www.econbiz.de/10010152207
Saved in:
2
Improved estimation of duality gap in binary quadratic programming using a weighted distance measure
Xia, Yong
;
Sheu, Ruey-lin
;
Sun, Xiaoling
;
Li, Duan
- In:
European journal of operational research : EJOR
218
(
2012
)
2
,
pp. 351-357
Persistent link: https://www.econbiz.de/10009505414
Saved in:
3
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:
4
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:
5
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
Saved in:
6
Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang
;
Cui, Xueting
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009422361
Saved in:
7
Improving the performance of MIQP solvers for quadratic programs with cardinality and minimum threshold constraints : a semidefinite program approach
Zheng, Xiaojin
;
Sun, Xiaoling
;
Li, Duan
- In:
INFORMS journal on computing : JOC
26
(
2014
)
4
,
pp. 690-703
Persistent link: https://www.econbiz.de/10010477276
Saved in:
8
Portfolio optimization with nonparametric value at risk : a block coordinate descent method
Cui, Xueting
;
Sun, Xiaoling
;
Zhu, Shushang
;
Jiang, Rujun
; …
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 454-471
Persistent link: https://www.econbiz.de/10011948064
Saved in:
9
Duality gap estimation of linear equality constrained binary quadratic programming
Zheng, Xiaojin
;
Sun, Xiaoling
;
Li, Duan
;
Xia, Yong
- In:
Mathematics of operations research
35
(
2010
)
4
,
pp. 864-880
Persistent link: https://www.econbiz.de/10008823100
Saved in:
10
Optimal lot solution to cardinality constrained mean-variance formulation for portfolio selction
Li, Duan
;
Sun, Xiaoling
;
Jun, Wang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 83-101
Persistent link: https://www.econbiz.de/10003336788
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