Meihua Wang

Available identifiers

Publication	Date of Publication	Type
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact	2023-09-29	Paper
A new portfolio rebalancing model with transaction costs	2019-11-19	Paper
An index tracking model with stratified sampling and optimal allocation	2019-03-07	Paper
A sparse enhanced indexation model with chance and cardinality constraints	2018-02-09	Paper
Sparse portfolio rebalancing model based on inverse optimization	2014-02-07	Paper
A branch-and-bound algorithm embedded with DCA for DC programming	2013-06-11	Paper
A mixed 0--1 LP for index tracking problem with CVaR risk constraints	2012-11-15	Paper
A modified SLP algorithm and its global convergence	2011-06-28	Paper
Novel copyright protection scheme for digital content	2009-11-06	Paper
A digital right management model for distribution of digital audiovisual content	2007-06-01	Paper
https://portal.mardi4nfdi.de/entity/Q4539289	2002-07-04	Paper

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