Aifan Ling

Statistics

Publications

Citations

236

H-Index

Active since

2007

Affiliations

Jiangxi University of Finance and Economics(Current)

Curtin University

Xi'an Jiaotong University

Shanghai International Studies University

Aifan Ling is an author at Jiangxi University of Finance and Economics specializing in engineering, mathematical programming, and discrete optimization.

ORCID

Top concepts

EngineeringMathematical ProgrammingFinanceManagementNumerical AnalysisDiscrete OptimizationCombinatorial OptimizationUncertainty QuantificationBusinessStatistics

Publications per year

2007–2023

Publications

Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set

Aifan Ling, Jie Sun, Meihua Wang · European Journal of Operational Research · 2019 · 53 citations · Full text

Mathematical Programming, Portfolio Optimization, Engineering +11

When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?

Aifan Ling, Junxue Li, Limin Wen et al. · Economic Modelling · 2023 · 43 citations

Reliability, Engineering, Error Portfolio Performance +3

Robust two-stage stochastic linear optimization with risk aversion

Aifan Ling, Jie Sun, Naihua Xiu et al. · European Journal of Operational Research · 2016 · 41 citations · Full text

Mathematical Programming, Engineering, Linear Optimization +5

Robust tracking error portfolio selection with worst-case downside risk measures

Aifan Ling · Journal of Economic Dynamics and Control · 2013 · 33 citations

Robust portfolio selection involving options under a “ marginal+joint ” ellipsoidal uncertainty set

Aifan Ling, Chengxian Xu · Journal of Computational and Applied Mathematics · 2012 · 18 citations

Portfolio Optimization, Asset Pricing, Uncertainty Quantification +8

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