Duan Li

City University of Hong Kong - Kowloon / Hong Kong

Economics & Econometrics / Accounting & Finance

AD Scientific Index ID: 346794

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Duan Li's MOST POPULAR ARTICLES

1-) Optimal dynamic portfolio selection: Multiperiod mean‐variance formulationD Li, WL NgMathematical finance 10 (3), 387-406, 200012622000

2-) Continuous-time mean-variance portfolio selection: A stochastic LQ frameworkXY Zhou, D LiApplied Mathematics and Optimization 42 (1), 19-33, 200011482000

3-) Nonlinear integer programmingD Li, X SunSpringer, 20066482006

4-) Mean–variance analysis of a single supplier and retailer supply chain under a returns policyTM Choi, D Li, H YanEuropean Journal of Operational Research 184 (1), 356-376, 20083122008

5-) Convergence of the iterative Hammerstein system identification algorithmEW Bai, D LiIEEE Transactions on automatic control 49 (11), 1929-1940, 20042622004

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