Concepedia

Xiangyu Cui

XC

Statistics

Publications

22

Citations

897

H-Index

17

Active since

2010

Affiliations

Shanghai University of Finance and Economics(Current)

Chinese University of Hong Kong

Hong Kong Polytechnic University

Shanghai University

East China Normal University

Xiangyu Cui is an author at Shanghai University of Finance and Economics specializing in finance, business, and financial economics.

Publications per year

2010–2022

22

Publications

22

BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM

Xiangyu Cui, Duan Li, Shouyang Wang et al. · Mathematical Finance · 2010 · 143 citations · Full text

Social Sciences, Economics, Finance +16

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

Xiangyu Cui, Jianjun Gao, Xun Li et al. · European Journal of Operational Research · 2013 · 127 citations

Business, Decision Sciences, Economics +7

Dynamic Trading with Reference Point Adaptation and Loss Aversion

Yun Shi, Xiangyu Cui, Jing Yao et al. · Operations Research · 2015 · 65 citations

Business, Economics, Finance +16

Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection

Xiangyu Cui, Xun Li, Duan Li · IEEE Transactions on Automatic Control · 2014 · 64 citations

Business, Finance, Financial Management +17

MEAN‐VARIANCE POLICY FOR DISCRETE‐TIME CONE‐CONSTRAINED MARKETS: TIME CONSISTENCY IN EFFICIENCY AND THE MINIMUM‐VARIANCE SIGNED SUPERMARTINGALE MEASURE

Xiangyu Cui, Duan Li, Xun Li · Mathematical Finance · 2015 · 56 citations · Full text

Business, Finance, Financial Management +17

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