Xueting Cui

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!

Publication	Date of Publication	Type
Systemic risk of optioned portfolio: controllability and optimization Journal of Economic Dynamics and Control	2023-09-14	Paper
Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method INFORMS Journal on Computing	2020-11-25	Paper
Cell-and-bound algorithm for chance constrained programs with discrete distributions European Journal of Operational Research	2018-05-29	Paper
Quadratic convex reformulation for nonconvex binary quadratically constrained quadratic programming via surrogate constraint Journal of Global Optimization	2018-05-25	Paper
Mean-variance portfolio optimization with parameter sensitivity control Optimization Methods & Software	2016-11-08	Paper
A successive convex approximation approach for sparse solutions of convex programs	2014-03-14	Paper
Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems Journal of Global Optimization	2013-08-07	Paper
Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs European Journal of Operational Research	2012-12-29	Paper
An empirical study on discrete optimization models for portfolio selection Journal of Industrial and Management Optimization	2009-04-20	Paper

Research outcomes over time

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