Li Z.F.

Z.F. Li

Information about the author Z.F. Li will soon be added to the site.
Found 7 papers in total
Optimal dynamic portfolio selection with earnings-at-risk
Optimal dynamic portfolio selection with earnings-at-risk
2007
In this paper we investigate a continuous-time portfolio selection problem. Instead of...
Optimal portfolio selection of assets with transaction costs and no short sales
Optimal portfolio selection of assets with transaction costs and no short sales
2001
In this paper we study the optimal portfolio selection problem for assets. A...
A linear programming algorithm for optimal portfolio selection with transaction costs
A linear programming algorithm for optimal portfolio selection with transaction costs
2000
We study the optimal portfolio selection problem with transaction costs. In general,...
Global efficiency in multiobjective optimization
Global efficiency in multiobjective optimization
1995
In this short technical note, the authors present five sufficient conditions to...
On the convergence of conjugate gradient methods invariant to nonlinear scaling
On the convergence of conjugate gradient methods invariant to nonlinear scaling
1996
In order to construct more efficient methods for unconstrained optimization problems,...
Global efficiency in multiobjective optimization
Global efficiency in multiobjective optimization
1995
In this short technical note, the authors present five sufficient conditions to...
On the convergence of conjugate gradient methods invariant to nonlinear scaling
On the convergence of conjugate gradient methods invariant to nonlinear scaling
1996
In order to construct more efficient methods for unconstrained optimization problems,...
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