Browsing by Author Li, ZF

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Showing results 3 to 12 of 12 < previous 
TitleAuthor(s)Issue DateViews
 
Characterization of weak no-arbitrage in frictional markets
Proceeding/Conference:International Conference on Optimization
2001
94
 
Characterization of weak no-arbitrage in frictional markets
Journal:Chinese Journal of Management Science
2002
81
 
A closed-form solution to a dynamic portfolio optimization problem
Journal:Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms
2005
156
 
Continuous-time optimal portfolio selection using mean-CaR models
Journal:Nonlinear Dynamics and Systems Theory
2007
80
 
2013
56
 
Model risk in VaR estimation: An empirical study
Journal:International Journal of Information Technology and Decision Making
2006
198
 
2005
153
 
Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection
Journal:International Journal of Theoretical and Applied Finance
2006
184
 
Optimal dynamic portfolio selection with earnings-at-risk
Journal:Journal of Optimization Theory and Applications
2007
134
 
31-Oct-2022