| Better than dynamic mean‐variance: Time inconsistency and free cash flow stream X Cui, D Li, S Wang, S Zhu Mathematical finance: an international journal of mathematics, statistics …, 2012 | 142 | 2012 |
| Optimal multi-period mean–variance policy under no-shorting constraint X Cui, J Gao, X Li, D Li European Journal of Operational Research 234 (2), 459-468, 2014 | 133 | 2014 |
| Unified framework of mean-field formulations for optimal multi-period mean-variance portfolio selection X Cui, X Li, D Li IEEE Transactions on Automatic Control 59 (7), 1833-1844, 2014 | 63 | 2014 |
| Mean-Variance Policy for Discrete-time Cone Constrained Markets: Time Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure X Cui, D Li, X Li Mathematical Finance 27 (2), 471-504, 2017 | 57 | 2017 |
| Dynamic trading with reference point adaptation and loss aversion Y Shi, X Cui, J Yao, D Li Operations Research 63 (4), 789-806, 2015 | 54 | 2015 |
| Discrete-time behavioral portfolio selection under cumulative prospect theory Y Shi, X Cui, D Li Journal of Economic Dynamics & Control 61, 283-302, 2015 | 46 | 2015 |
| Time cardinality constrained mean–variance dynamic portfolio selection and market timing: A stochastic control approach J Gao, D Li, X Cui, S Wang Automatica 54, 91-99, 2015 | 46 | 2015 |
| Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR MS Strub, D Li, X Cui, J Gao Journal of Economic Dynamics and Control 108, 103751, 2019 | 39 | 2019 |
| An enhanced mean-variance framework for robo-advising applications M Strub, D Li, X Cui SSRN 1034 (3302111), 1035, 2019 | 34 | 2019 |
| Volatility analysis with realized GARCH-Itô models X Song, D Kim, H Yuan, X Cui, Z Lu, Y Zhou, Y Wang Journal of Econometrics 222 (1), 393-410, 2021 | 33 | 2021 |
| Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection X Cui, J Gao, Y Shi, S Zhu European Journal of Operational Research 276 (2), 781-789, 2019 | 31 | 2019 |
| Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion X Cui, L Xu, Y Zeng Optimization Letters 10, 1681-1691, 2016 | 29 | 2016 |
| Time consistent behavioral portfolio policy for dynamic mean-variance formulation X Cui, X Li, D Li, Y Shi Journal of the Operational Research Society 68 (12), 1647-1660, 2017 | 23 | 2017 |
| Self-coordination in time inconsistent stochastic decision problems: A planner–doer game framework X Cui, D Li, Y Shi Journal of Economic Dynamics & Control 75, 91-113, 2017 | 21 | 2017 |
| A mean-field formulation for optimal multi-period mean–variance portfolio selection with an uncertain exit time L Yi, X Wu, X Li, X Cui Operations Research Letters 42 (8), 489-494, 2014 | 19 | 2014 |
| Dynamic mean–VaR portfolio selection in continuous time K Zhou, J Gao, D Li, X Cui Quantitative Finance 17 (10), 1631-1643, 2017 | 15 | 2017 |
| Multi-period mean–variance portfolio optimization with management fees X Cui, J Gao, Y Shi Operational Research 21 (2), 1333-1354, 2021 | 11 | 2021 |
| Classical mean-variance model revisited: pseudo efficiency X Cui, L Duan, J Yan Journal of the Operational Research Society 66, 1646-1655, 2015 | 10 | 2015 |
| Work more tomorrow: Resolving present bias in project management Y Shi, NG Hall, X Cui Operations Research 71 (1), 314-340, 2023 | 9 | 2023 |
| Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion LM Peng, XY Cui, Y Shi Journal of the Operations Research Society of China 6, 175-188, 2018 | 9 | 2018 |
Duan LiCity University of Hong Kong + The Chinese University of Hong Kong + University of VirginiaDirección de correo verificada de cityu.edu.hk
