Concepedia
Statistics
Publications
178
Citations
9.5K
H-Index
49
Active since
1987
Affiliations
Chinese University of Hong Kong(Current)
Shanghai University
Fudan University
University of Virginia
Shanghai University of Finance and Economics
Duan Li is an author at Chinese University of Hong Kong specializing in optimization, natural sciences, and business.
Publications per year
1987–2025
Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
Xun Yu Zhou, Duan Li · Applied Mathematics & Optimization · 2000 · 1.1K citations
Business, Finance, Financial Management +14
Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
Duan Li, Wan‐Lung Ng · Mathematical Finance · 2000 · 1K citations
Business, Finance, Financial Management +17
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 · 2007 · 220 citations
Management, Operations Management, Supply Chain Management +11
Convergence of the Iterative Hammerstein System Identification Algorithm
Er‐Wei Bai, Duan Li · IEEE Transactions on Automatic Control · 2004 · 203 citations
Computing, Computer Science, Algorithms +11
Asset and liability management under a continuous-time mean–variance optimization framework
Mei Choi Chiu, Duan Li · Insurance Mathematics and Economics · 2006 · 176 citations
Management, Financial Management, Risk Management +10
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