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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Xueting Cui