Duan Li - Concepedia

Author

Duan Li

Chinese University of Hong Kong ORCID

Also Known As

D LI, D Li, D. Li, DUAN LI, Dehong Li, Duan LI, Duan Li, Duan, Li, L Duan, Li Duan

478

Publications

10.4K

Citations

H-Index

262

Concepts

All Affiliations

Chinese University of Hong Kong Shanghai University Fudan University University of Virginia Shanghai University of Finance and Economics

About

Duan Li is an author at Chinese University of Hong Kong specializing in engineering, mathematical programming, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	39	115	4.9K
2	Management	26	39	4K
3	Business	25	33	4K
4	Health Sciences	2	2	26
5	Education	1	1	24

Duan Li

174

Publications

9.3K

Citations

H-Index

Page 1

	Year	Citations
Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework X.Y. Zhou, Duan Li Applied Mathematics & Optimization Stochastic Lq FrameworkPortfolio OptimizationAsset PricingPortfolio SelectionManagement	2000	1K
Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation Duan Li, Wan‐Lung Ng Mathematical Finance EconomicsPortfolio OptimizationMultiperiod Mean‐variance FormulationAsset PricingPortfolio Selection	2000	997
Mean–variance analysis of a single supplier and retailer supply chain under a returns policy Tsan‐Ming Choi, Duan Li, Houmin Yan European Journal of Operational Research EconomicsEngineeringSingle SupplierBusinessLogistics	2007	218
Convergence of the Iterative Hammerstein System Identification Algorithm Er‐Wei Bai, Duan Li IEEE Transactions on Automatic Control Numerical AnalysisNonlinear System IdentificationParameter IdentificationAdaptive FilterEngineering	2004	201
Asset and liability management under a continuous-time mean–variance optimization framework Mei Choi Chiu, Duan Li Insurance Mathematics and Economics Portfolio OptimizationRisk ManagementManagementBusinessLiability Management	2006	173
Channel coordination in supply chains with agents having mean-variance objectives☆ Tsan‐Ming Choi, Duan Li, Hao Yan, Omega Supply Chain OptimizationEngineeringSupply NetworkProduct DistributionBusiness	2007	173
Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation Shushang Zhu, Duan Li, Shouyang Wang IEEE Transactions on Automatic Control Portfolio OptimizationAsset PricingGeneralized Mean-variance FormulationPortfolio SelectionDynamic Portfolio Selection	2004	166
OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION Duan Li, Xiaoling Sun, Jun Wang Mathematical Finance Portfolio OptimizationModern Portfolio SelectionLinear OptimizationEngineeringPortfolio Selection	2006	165
Optimal Cardinality Constrained Portfolio Selection Jianjun Gao, Duan Li Operations Research Mathematical ProgrammingDirect RelaxationsPortfolio OptimizationEngineeringInteger Optimization	2013	150
A New Filled Function Method for Global Optimization Liansheng Zhang, Chi-Kong Ng, Duan Li, Journal of Global Optimization Numerical AnalysisLarge-scale Global OptimizationEngineeringContinuous OptimizationDerivative-free Optimization	2003	148

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