The following pages link to Xueting Cui (Q1013441):
Displaying 9 items.
- An empirical study on discrete optimization models for portfolio selection (Q1013443) (← links)
- Quadratic convex reformulation for nonconvex binary quadratically constrained quadratic programming via surrogate constraint (Q1753128) (← links)
- Cell-and-bound algorithm for chance constrained programs with discrete distributions (Q1753452) (← links)
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs (Q1926817) (← links)
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069) (← links)
- Mean–variance portfolio optimization with parameter sensitivity control<sup>†</sup> (Q2829560) (← links)
- Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method (Q5136074) (← links)
- (Q5402622) (← links)
- Systemic risk of optioned portfolio: controllability and optimization (Q6094474) (← links)