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Li, Duan

 Associate Professor
 

The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management


 Shatin, New Territories
 Hong Kong
 (852) 2609-8323 (Phone)
 (852) 2609-5505 (Fax)
 HOME PAGE: http://www.se.cuhk.edu.hk/~dli/
 email address

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. Li, Duan's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
166
Total
Citations
4
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Zhu, Shushang
Zhongshan University
Fan, Minjie
University of California, Davis - Department of Statistics
Li, Duan
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Posted:
05 Sep 13
102
(156,163)
 

2.  
Yao, Jing
Institute for Financial Studies, School of Economics, Fudan University
Li, Zhongfei
affiliation not provided to SSRN
Li, Duan
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Posted:
26 Mar 08
Last Revised:
27 May 10
53
(227,969)
 

3.  
Optimal Lot Solution to Cardinality Constrained Meanvariance Formulation for Portfolio Selection | Show Abstract | Download |
Mathematical Finance, Vol. 16, No. 1, pp. 83-101, January 2006
Accepted Paper Series
Li, Duan
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Sun, Xiaoling
Shanghai University - Department of Mathematics
Wang, Jun
The Chinese University of Hong Kong (CUHK) - Faculty of Engineering
Posted:
21 Jun 06
9
(367,405)
 

4.  
Optioned Portfolio Selection: Models and Analysis | Show Abstract | Download |
Mathematical Finance, Vol. 18, Issue 4, pp. 569-593, October 2008
Accepted Paper Series
Liang, Jianfeng
affiliation not provided to SSRN
Zhang, Shuzhong
The Chinese University of Hong Kong (CUHK) - Faculty of Engineering
Li, Duan
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Posted:
19 Sep 08
2
(398,451)
4

5.  
Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation | Show Abstract |
Mathematical Finance, Vol. 10, Issue 3, July 2000
Accepted Paper Series
Li, Duan
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Ng, Wan-Lung
The Chinese University of Hong Kong (CUHK)
Posted:
06 Feb 01
 


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