Daobao Xu

Available identifiers

zbMath Open xu.daobaoMaRDI QIDQ442751

List of research outcomes

Publication	Date of Publication	Type
Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem	2024-07-10	Paper
A scenario tree generation algorithm under MGARCH models	2015-02-11	Paper
Two new historical data based scenario tree generation methods	2014-06-30	Paper
Tail nonlinearly transformed risk measure and its application	2013-01-10	Paper
Scenario tree generation approaches using K-means and LP moment matching methods	2012-08-03	Paper

Research outcomes over time

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