Jingnan Chen

MaRDI QIDQ319323zbMATH OpenFDO

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
Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact Operations Research	2024-03-12	Paper
scientific article; zbMATH DE number 7652673 (Why is no real title available?)	2023-02-10	Paper
Portfolio selection with regularization Asia-Pacific Journal of Operational Research	2022-06-10	Paper
Optimal portfolio deleveraging under market impact and margin restrictions European Journal of Operational Research	2021-11-05	Paper
Market or limit orders? Quantitative Finance	2021-06-02	Paper
An application of sparse-group Lasso regularization to equity portfolio optimization and sector selection Annals of Operations Research	2020-01-20	Paper
Measuring the unmeasurable: an application of uncertainty quantification to treasury bond portfolios Quantitative Finance	2018-11-19	Paper
Optimal deleveraging with nonlinear temporary price impact European Journal of Operational Research	2016-10-06	Paper
Analytical results and efficient algorithm for optimal portfolio deleveraging with market impact Operations Research	2014-06-26	Paper

Research outcomes over time

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