Xiangyu Cui
Finance · 2012–2014
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 19 citations into it
- Management Science and Operations Research — 17 citations into it
- Economics and Econometrics — 8 citations into it
Whom Xiangyu Cui trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Xiangyu Cui's perspective
Ordered by how strongly the researchers Xiangyu Cui trusts endorse each paper. Same corpus, a different order for every researcher.
- Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (SIAM Journal of Control and Optimization)
- Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
- Continuous-time mean-variance efficiency: the 80% rule
- Conditional value at risk and related linear programming models for portfolio optimization (Annals of Operations Research)
- Coherent multiperiod risk adjusted values and Bellman’s principle (Annals of Operations Research)
- Probabilistic constrained optimization : methodology and applications
- BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
- A Geometric Approach To Multiperiod Mean Variance Optimization of Assets and Liabilities
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II (SIAM Journal of Control and Optimization)
- Controlled Markov processes and viscosity solutions