Xun Li

Finance · with Zhou · 2001–2014

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 17 citations into it; #3,978 of 10,518 by trust here, #5,165 by citations
• Management Science and Operations Research — 15 citations into it; #5,219 of 11,946 by trust here, #6,314 by citations
• Economics and Econometrics — 7 citations into it; #15,593 of 23,481 by trust here, #20,730 by citations

Whom Xun Li trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Duan Li
2. Xun Yu Zhou
3. Marc Christian Steinbach
4. Jianming Xia
5. Shuping Chen
6. Tomasz R. Bielecki

Who trusts Xun Li overall

1. Peter A. Forsyth
2. Xun Yu Zhou
3. Xiang Lin
4. Albert N. Shiryaev
5. Xiangyu Cui
6. Yiping Qian
7. George Yin
8. Zuoquan Xu¶
9. Tomasz R. Bielecki
10. Jianming Xia

Papers from Xun Li's perspective

Ordered by how strongly the researchers Xun Li trusts endorse each paper. Same corpus, a different order for every researcher.

1. Controlled Markov processes and viscosity solutions
2. Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II (SIAM Journal of Control and Optimization)
3. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
4. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
5. Coherent multiperiod risk adjusted values and Bellman’s principle (Annals of Operations Research)
6. BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
7. CONTINUOUS‐TIME MEAN‐VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
8. Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (SIAM Review)
9. MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING
10. Optimization by Vector Space Methods

Their papers

• Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (2001) — 327 citations
• Continuous-time mean-variance efficiency: the 80% rule (2006) — 59 citations
• Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure (2014) — 57 citations