Duan Li

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-9786-6238

School of Data Science, City University of Hong Kong, Hong Kong

Publications

• Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties — INFORMS Journal on Computing 2021
• Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment — Operations Research 2020
• Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method — INFORMS Journal on Computing 2018
• Dynamic Trading with Reference Point Adaptation and Loss Aversion — Operations Research 2015
• Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach — INFORMS Journal on Computing 2014
• Optimal Cardinality Constrained Portfolio Selection — Operations Research 2013