Concepedia

Xiangyu Cui

XC

21

Publications

864

Citations

17

H-Index

2010

Active since

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 management, finance, and business.

Top concepts

FinanceManagementBusinessAsset PricingPortfolio OptimizationPortfolio SelectionFinancial EngineeringStatisticsEconomicsPortfolio Management

Publications per year

2010–2022

21

Publications

21

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

Xiangyu Cui, Duan Li, Shouyang Wang et al. · Mathematical Finance · 2010 · 139 citations · Full text

Empirical Finance, Portfolio Choice, Time Inconsistency Occur +17

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

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 · 63 citations

Mathematical Programming, Dynamic Optimization Problem, Portfolio Optimization +15

Dynamic Trading with Reference Point Adaptation and Loss Aversion

Yun Shi, Xiangyu Cui, Jing Yao et al. · Operations Research · 2015 · 62 citations

Empirical Finance, Reference Point Adaptation, Market Microstructure +16

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

Engineering, Portfolio Choice, Financial Mathematics +21

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