Xueting Cui

Available identifiers

zbMath Open cui.xuetingMaRDI QIDQ1013441

List of research outcomes

Publication	Date of Publication	Type
Systemic risk of optioned portfolio: controllability and optimization	2023-09-14	Paper
Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method	2020-11-25	Paper
Cell-and-bound algorithm for chance constrained programs with discrete distributions	2018-05-29	Paper
Quadratic convex reformulation for nonconvex binary quadratically constrained quadratic programming via surrogate constraint	2018-05-25	Paper
Mean–variance portfolio optimization with parameter sensitivity control†	2016-11-08	Paper
https://portal.mardi4nfdi.de/entity/Q5402622	2014-03-14	Paper
Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems	2013-08-07	Paper
Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs	2012-12-29	Paper
An empirical study on discrete optimization models for portfolio selection	2009-04-20	Paper

Research outcomes over time

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