Daobao Xu

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem
Applied Stochastic Models in Business and Industry
2024-07-10Paper
A scenario tree generation algorithm under MGARCH models2015-02-11Paper
Two new historical data based scenario tree generation methods2014-06-30Paper
Tail nonlinearly transformed risk measure and its application
OR Spectrum
2013-01-10Paper
Scenario tree generation approaches using K-means and LP moment matching methods
Journal of Computational and Applied Mathematics
2012-08-03Paper


Research outcomes over time


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