Duan Li
Duan Li
City University of Hong Kong + The Chinese University of Hong Kong + University of Virginia
Verified email at cityu.edu.hk - Homepage
Title
Cited by
Cited by
Year
Optimal dynamic portfolio selection: Multiperiod mean‐variance formulation
D Li, WL Ng
Mathematical finance 10 (3), 387-406, 2000
11882000
Continuous-time mean-variance portfolio selection: A stochastic LQ framework
XY Zhou, D Li
Applied Mathematics and Optimization 42 (1), 19-33, 2000
10662000
Nonlinear integer programming
D Li, X Sun
Springer Science & Business Media, 2006
5952006
Mean–variance analysis of a single supplier and retailer supply chain under a returns policy
TM Choi, D Li, H Yan
European Journal of Operational Research 184 (1), 356-376, 2008
2662008
On properties of preinvex functions
XM Yang, D Li
Journal of Mathematical Analysis and Applications 256 (1), 229-241, 2001
2422001
Convergence of the iterative Hammerstein system identification algorithm
EW Bai, D Li
IEEE Transactions on automatic control 49 (11), 1929-1940, 2004
2352004
A new filled function method for global optimization
LS Zhang, CK Ng, D Li, WW Tian
Journal of Global optimization 28 (1), 17-43, 2004
2182004
Optimal returns policy for supply chain with e-marketplace
TM Choi, D Li, H Yan
International Journal of Production Economics 88 (2), 205-227, 2004
2152004
Channel coordination in supply chains with agents having mean-variance objectives
TM Choi, D Li, H Yan, CH Chiu
Omega 36 (4), 565-576, 2008
2142008
Risk control over bankruptcy in dynamic portfolio selection: A generalized mean-variance formulation
SS Zhu, D Li, SY Wang
IEEE transactions on Automatic Control 49 (3), 447-457, 2004
2072004
Asset and liability management under a continuous-time mean–variance optimization framework
MC Chiu, D Li
Insurance: Mathematics and Economics 39 (3), 330-355, 2006
1772006
Optimal two-stage ordering policy with Bayesian information updating
TM Choi, D Li, H Yan
Journal of the operational research society 54 (8), 846-859, 2003
1642003
Optimal lot solution to cardinality constrained mean–variance formulation for portfolio selection
D Li, X Sun, J Wang
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006
1562006
Mean–variance analysis for the newsvendor problem
TM Choi, D Li, H Yan
IEEE transactions on systems, man, and cybernetics-Part a: systems and …, 2008
1402008
Better than dynamic mean‐variance: Time inconsistency and free cash flow stream
X Cui, D Li, S Wang, S Zhu
Mathematical finance: an international journal of mathematics, statistics …, 2012
1262012
Safety-first dynamic portfolio selection
D Li, TF Chan, WL Ng
Dynamics of Continuous, Discrete and Impulsive Systems Series B: Application …, 1998
1121998
Reweighted -Minimization for Sparse Solutions to Underdetermined Linear Systems
YB Zhao, D Li
SIAM Journal on Optimization 22 (3), 1065-1088, 2012
1102012
Zero duality gap for a class of nonconvex optimization problems
D Li
Journal of Optimization Theory and Applications 85 (2), 309-324, 1995
1091995
Optimal multi-period mean–variance policy under no-shorting constraint
X Cui, J Gao, X Li, D Li
European Journal of Operational Research 234 (2), 459-468, 2014
1072014
Semistrictly preinvex functions
XM Yang, D Li
Journal of Mathematical Analysis and Applications 258 (1), 287-308, 2001
1032001
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Articles 1–20