Browsing by Author Li, ZF

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Showing results 1 to 11 of 11
TitleAuthor(s)Issue DateViews
 
2003
36
 
1999
38
 
Characterization of weak no-arbitrage in frictional markets
Journal:Chinese Journal of Management Science
2002
45
 
Characterization of weak no-arbitrage in frictional markets
Proceeding/Conference:International Conference on Optimization
2001
50
 
A closed-form solution to a dynamic portfolio optimization problem
Journal:Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms
2005
93
 
Continuous-time optimal portfolio selection using mean-CaR models
Journal:Nonlinear Dynamics and Systems Theory
2007
52
 
2013
70
 
Model risk in VaR estimation: An empirical study
Journal:International Journal of Information Technology and Decision Making
2006
156
 
2005
112
 
Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection
Journal:International Journal of Theoretical and Applied Finance
2006
132
 
Optimal dynamic portfolio selection with earnings-at-risk
Journal:Journal of Optimization Theory and Applications
2007
72