Articles with public access mandates - Duan LiLearn more
Not available anywhere: 29
Optimal cardinality constrained portfolio selection
J Gao, D Li
Operations research 61 (3), 745-761, 2013
Mandates: Research Grants Council, Hong Kong
Bounded rationality as a source of loss aversion and optimism: A study of psychological adaptation under incomplete information
J Yao, D Li
Journal of Economic Dynamics and Control 37 (1), 18-31, 2013
Mandates: Research Grants Council, Hong Kong
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
H Yao, Z Li, D Li
European Journal of Operational Research 252 (3), 837-851, 2016
Mandates: National Natural Science Foundation of China
Dynamic trading with reference point adaptation and loss aversion
Y Shi, X Cui, J Yao, D Li
Operations Research 63 (4), 789-806, 2015
Mandates: National Natural Science Foundation of China, Research Grants Council, Hong Kong
Prospect theory and trading patterns
J Yao, D Li
Journal of Banking & Finance 37 (8), 2793-2805, 2013
Mandates: Research Grants Council, Hong Kong
Time cardinality constrained mean–variance dynamic portfolio selection and market timing: A stochastic control approach
J Gao, D Li, X Cui, S Wang
Automatica 54, 91-99, 2015
Mandates: National Natural Science Foundation of China, Research Grants Council, Hong Kong
Decentralized robust portfolio optimization based on cooperative-competitive multiagent systems
MF Leung, J Wang, D Li
IEEE Transactions on Cybernetics 52 (12), 12785-12794, 2021
Mandates: Research Grants Council, Hong Kong
Quadratic convex reformulations for semicontinuous quadratic programming
B Wu, X Sun, D Li, X Zheng
SIAM Journal on Optimization 27 (3), 1531-1553, 2017
Mandates: National Natural Science Foundation of China, Research Grants Council, Hong Kong
Portfolio optimization with nonparametric value at risk: A block coordinate descent method
X Cui, X Sun, S Zhu, R Jiang, D Li
INFORMS Journal on Computing 30 (3), 454-471, 2018
Mandates: National Natural Science Foundation of China, Research Grants Council, Hong Kong
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Y Li, S Zhu, D Li, D Li
European Journal of Operational Research 228 (3), 556-570, 2013
Mandates: Research Grants Council, Hong Kong
Self-coordination in time inconsistent stochastic decision problems: A planner–doer game framework
X Cui, D Li, Y Shi
Journal of Economic Dynamics and Control 75, 91-113, 2017
Mandates: National Natural Science Foundation of China, Research Grants Council, Hong Kong
Test problem generator for unconstrained global optimization
CK Ng, D Li
Computers & operations research 51, 338-349, 2014
Mandates: Research Grants Council, Hong Kong
An UHPLC-MS/MS method for simultaneous determination of quercetin 3-O-rutinoside, kaempferol 3-O-rutinoside, isorhamnetin 3-O-rutinoside, bilobalide and ligustrazine in rat …
DOU Li-Li, D Li, GUO Long, LIU Le-Le, YD Zhang, LI Ping
Chinese journal of natural medicines 15 (9), 710-720, 2017
Mandates: National Natural Science Foundation of China
Optimal order execution using hidden orders
Y Chen, X Gao, D Li
Journal of Economic Dynamics and Control 94, 89-116, 2018
Mandates: Research Grants Council, Hong Kong
Comprehensive analysis of chemical constituents in Xingxiong injection by high performance liquid chromatography coupled with mass spectrometry
GUO Long, DOU Li-Li, D Li, LIU Ke, BI Zhi-Ming, LI Ping
Chinese journal of natural medicines 13 (9), 711-720, 2015
Mandates: National Natural Science Foundation of China
Mean–variance portfolio optimization with parameter sensitivity control
X Cui, S Zhu, D Li, J Sun
Optimization Methods and Software 31 (4), 755-774, 2016
Mandates: National Natural Science Foundation of China
Semidefinite programming based convex relaxation for nonconvex quadratically constrained quadratic programming
R Jiang, D Li
World Congress on Global Optimization, 213-220, 2019
Mandates: National Natural Science Foundation of China, Research Grants Council, Hong Kong
Strong duality in optimization: shifted power reformulation
Y Xia, D Li
Optimization Methods and Software 31 (4), 720-736, 2016
Mandates: National Natural Science Foundation of China, Research Grants Council, Hong Kong
New reformulations for probabilistically constrained quadratic programs
Y Hsia, B Wu, D Li
European Journal of Operational Research 233 (3), 550-556, 2014
Mandates: Research Grants Council, Hong Kong
Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem
R Jiang, D Li
Mathematics of Operations Research 48 (3), 1235-1253, 2023
Mandates: National Natural Science Foundation of China, Research Grants Council, Hong Kong
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