| Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set A Ling, J Sun, M Wang European Journal of Operational Research 285 (1), 81-95, 2020 | 53 | 2020 |
| Robust two-stage stochastic linear optimization with risk aversion A Ling, J Sun, N Xiu, X Yang European Journal of Operational Research 256 (1), 215-229, 2017 | 39 | 2017 |
| Robust tracking error portfolio selection with worst-case downside risk measures A Ling, J Sun, X Yang Journal of Economic Dynamics and Control 39, 178-207, 2014 | 38 | 2014 |
| Robust portfolio selection involving options under a “marginal+ joint” ellipsoidal uncertainty set A Ling, C Xu Journal of Computational and Applied Mathematics 236 (14), 3373-3393, 2012 | 24 | 2012 |
| A modified VNS metaheuristic for max-bisection problems A Ling, C Xu, L Tang Journal of Computational and Applied Mathematics 220 (1-2), 413-421, 2008 | 17 | 2008 |
| When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance? A Ling, J Li, L Wen, Y Zhang Economic Modelling 125, 106346, 2023 | 16 | 2023 |
| A discrete filled function algorithm embedded with continuous approximation for solving max-cut problems AF Ling, CX Xu, FM Xu European Journal of Operational Research 197 (2), 519-531, 2009 | 13 | 2009 |
| A discrete filled function algorithm for approximate global solutions of max-cut problems AF Ling, CX Xu, FM Xu Journal of Computational and Applied Mathematics 220 (1-2), 643-660, 2008 | 13 | 2008 |
| Investment and capital structure decisions under strategic debt service with positive externalities Y Tan, P Luo, J Yang, A Ling Finance Research Letters 33, 101193, 2020 | 10 | 2020 |
| 基于 Google Trends 注意力配置的金融传染渠道 凌爱凡， 杨晓光 管理科学学报 15 (11), 104-116, 2012 | 10 | 2012 |
| Robust financial contracting and investment A Ling, J Miao, N Wang National Bureau of Economic Research, 2021 | 8 | 2021 |
| A new discrete filled function method for solving large scale max-cut problems A Ling, C Xu Numerical Algorithms 60 (3), 435-461, 2012 | 8 | 2012 |
| Approximation algorithms for max 3-section using complex semidefinite programming relaxation A Ling International Conference on Combinatorial Optimization and Applications, 219-230, 2009 | 7 | 2009 |
| Can firms with higher ESG ratings bear higher bank systemic tail risk spillover?—Evidence from Chinese A-share market A Ling, J Li, Y Zhang Pacific-Basin Finance Journal 80, 102097, 2023 | 6 | 2023 |
| Two-side CVaRs and cross-sectional expected stock returns: Evidence from the Chinese stock market A Ling, Z Cao Available at SSRN 3468275, 2019 | 6 | 2019 |
| A Closed‐Form Solution for Robust Portfolio Selection with Worst‐Case CVaR Risk Measure L Tang, A Ling Mathematical Problems in Engineering 2014 (1), 494575, 2014 | 6 | 2014 |
| A Numerical Study for Robust Active Portfolio Management with Worst‐Case Downside Risk Measure A Ling, L Tang Mathematical Problems in Engineering 2014 (1), 912389, 2014 | 5 | 2014 |
| 具有多元权值约束的鲁棒 LPM 积极投资组合 凌爱凡， 杨晓光， 唐乐 管理科学学报 16 (8), 31-46, 2013 | 5 | 2013 |
| 具有联合椭圆不确定集与概率约束的鲁棒投资组合选择 凌爱凡， 吕江林 控制与决策 26 (4), 558-564, 2011 | 5 | 2011 |
| Network hype and asset pricing of cryptocurrencies: evidence based on a Google-attention approach A Ling, Z Zhu International Journal of Blockchains and Cryptocurrencies 2 (1), 19-43, 2021 | 4 | 2021 |
