Concepedia

Jianjun Gao

JG

23

Publications

858

Citations

18

H-Index

2009

Active since

Affiliations

Shanghai Jiao Tong University(Current)

Shanghai University of Finance and Economics

Chinese University of Hong Kong

Hong Kong Polytechnic University

City University of Hong Kong

Jianjun Gao is an author at Shanghai Jiao Tong University specializing in engineering, mathematical programming, and portfolio optimization.

Top concepts

EngineeringMathematical ProgrammingBusinessManagementPortfolio OptimizationFinanceSystems EngineeringOperations ResearchFinancial EngineeringPortfolio Selection

Publications per year

2009–2022

23

Publications

23

Optimal Cardinality Constrained Portfolio Selection

Jianjun Gao, Duan Li · Operations Research · 2013 · 150 citations

Mathematical Programming, Direct Relaxations, Portfolio Optimization +15

Optimal multi-period mean–variance policy under no-shorting constraint

Xiangyu Cui, Jianjun Gao, Xun Li et al. · European Journal of Operational Research · 2013 · 123 citations

Engineering, Stochastic Optimization, No-shorting Constraint +2

JD.com: Operations Research Algorithms Drive Intelligent Warehouse Robots to Work

Hengle Qin, Jun Xiao, Dongdong Ge et al. · INFORMS Journal on Applied Analytics · 2022 · 59 citations

Artificial Intelligence, Logistics Processes, Engineering +25

Time cardinality constrained mean–variance dynamic portfolio selection and market timing: A stochastic control approach

Jianjun Gao, Duan Li, Xiangyu Cui et al. · Automatica · 2015 · 51 citations

Economics, Portfolio Optimization, Time Cardinality +11

Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time

Jianjun Gao, Yan Xiong, Duan Li · European Journal of Operational Research · 2015 · 51 citations

Portfolio Optimization, Engineering, Asset Pricing +10

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