Optimal dynamic portfolio selection: Multiperiod mean‐variance formulation D Li, WL Ng Mathematical finance 10 (3), 387-406, 2000 | 1339 | 2000 |
Continuous-time mean-variance portfolio selection: A stochastic LQ framework XY Zhou, D Li Applied Mathematics and Optimization 42, 19-33, 2000 | 1264 | 2000 |
Nonlinear integer programming D Li, X Sun Springer, 2006 | 676 | 2006 |
Mean–variance analysis of a single supplier and retailer supply chain under a returns policy TM Choi, D Li, H Yan European Journal of Operational Research 184 (1), 356-376, 2008 | 300 | 2008 |
On properties of preinvex functions XM Yang, D Li Journal of Mathematical Analysis and Applications 256 (1), 229-241, 2001 | 265 | 2001 |
Convergence of the iterative Hammerstein system identification algorithm EW Bai, D Li IEEE Transactions on automatic control 49 (11), 1929-1940, 2004 | 258 | 2004 |
A new filled function method for global optimization LS Zhang, CK Ng, D Li, WW Tian Journal of Global optimization 28, 17-43, 2004 | 241 | 2004 |
Channel coordination in supply chains with agents having mean-variance objectives TM Choi, D Li, H Yan, CH Chiu Omega 36 (4), 565-576, 2008 | 235 | 2008 |
Risk control over bankruptcy in dynamic portfolio selection: A generalized mean-variance formulation SS Zhu, D Li, SY Wang IEEE transactions on Automatic Control 49 (3), 447-457, 2004 | 216 | 2004 |
Optimal returns policy for supply chain with e-marketplace TM Choi, D Li, H Yan International Journal of Production Economics 88 (2), 205-227, 2004 | 215 | 2004 |
Asset and liability management under a continuous-time mean–variance optimization framework MC Chiu, D Li Insurance: Mathematics and Economics 39 (3), 330-355, 2006 | 201 | 2006 |
Optimal two-stage ordering policy with Bayesian information updating TM Choi, D Li, H Yan Journal of the operational research society 54 (8), 846-859, 2003 | 179 | 2003 |
Optimal lot solution to cardinality constrained mean–variance formulation for portfolio selection D Li, X Sun, J Wang Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006 | 174 | 2006 |
Mean–variance analysis for the newsvendor problem TM Choi, D Li, H Yan IEEE transactions on systems, man, and cybernetics-Part a: systems and …, 2008 | 156 | 2008 |
Better than dynamic mean‐variance: Time inconsistency and free cash flow stream X Cui, D Li, S Wang, S Zhu Mathematical finance: an international journal of mathematics, statistics …, 2012 | 140 | 2012 |
Optimal multi-period mean–variance policy under no-shorting constraint X Cui, J Gao, X Li, D Li European Journal of Operational Research 234 (2), 459-468, 2014 | 134 | 2014 |
Reweighted -Minimization for Sparse Solutions to Underdetermined Linear Systems YB Zhao, D Li SIAM Journal on Optimization 22 (3), 1065-1088, 2012 | 134 | 2012 |
Optimal cardinality constrained portfolio selection J Gao, D Li Operations research 61 (3), 745-761, 2013 | 131 | 2013 |
Safety-first dynamic portfolio selection D Li, TF Chan, WL Ng Dynamics of Continuous, Discrete and Impulsive Systems Series B: Application …, 1998 | 121 | 1998 |
Discrete filled function method for discrete global optimization CK Ng, LS Zhang, D Li, WW Tian Computational Optimization and Applications 31, 87-115, 2005 | 114 | 2005 |