Concepedia

Xueting Cui

XC

6

Publications

181

Citations

6

H-Index

2011

Active since

Affiliations

Sun Yat-sen University(Current)

Fudan University

Shanghai University of Finance and Economics

Chinese University of Hong Kong

Tongji University

Xueting Cui is an author at Sun Yat-sen University specializing in portfolio optimization, management, and finance.

Top concepts

Publications per year

2011–2020

6

Publications

6

Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems

Xueting Cui, Xiaojin Zheng, Shushang Zhu et al. · Journal of Global Optimization · 2012 · 75 citations

, , +13

Nonlinear portfolio selection using approximate parametric Value-at-Risk

Xueting Cui, Shushang Zhu, Xiaoling Sun et al. · Journal of Banking & Finance · 2013 · 39 citations

, , +7

Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method

Xueting Cui, Xiaoling Sun, Shushang Zhu et al. · INFORMS journal on computing · 2018 · 27 citations

, , +13

Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs

Xiaojin Zheng, Xiaoling Sun, Duan Li et al. · European Journal of Operational Research · 2012 · 19 citations

, , +10

Factor-risk-constrained mean-variance portfolio selection: formulation and global optimization solution approach

Shushang Zhu, Xueting Cui, Xiaoling Sun et al. · The Journal of Risk · 2011 · 11 citations

, , +12

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