Standout Papers

Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework 2000 2026 2008 2017 659
  1. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework (2000)
    X.Y. Zhou, Duan Li Applied Mathematics & Optimization
  2. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation (2000)
    Duan Li et al. Mathematical Finance

Immediate Impact

1 from Science/Nature 75 standout
Sub-graph 1 of 23

Citing Papers

Photothermal Nanomaterials: A Powerful Light-to-Heat Converter
2023 Standout
Rare-Earth Doping in Nanostructured Inorganic Materials
2022 Standout
6 intermediate papers

Works of Duan Li being referenced

Insight into the efficiency of oxygen introduced photodynamic therapy (PDT) and deep PDT against cancers with various assembled nanocarriers
2019
OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
2006

Author Peers

Author Last Decade Papers Cites
Duan Li 1139 1148 2247 2135 270 6.5k
Stavros A. Zenios 645 736 1717 1317 179 4.7k
Andrzej Ruszczyński 446 872 3766 1178 113 6.2k
Alain Bensoussan 430 3249 809 2496 262 9.1k
John M. Mulvey 422 497 1480 861 112 4.4k
Paul Glasserman 586 353 2064 4805 185 7.6k
Stan Uryasev 237 575 5184 3444 124 9.1k
Aharon Ben‐Tal 1774 2670 5658 749 125 13.8k
Frank Proschan 185 356 3877 1278 174 14.3k
John R. Birge 406 682 2716 834 183 9.3k
Asuman Ozdaglar 498 796 1650 1377 139 11.2k

All Works

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Rankless by CCL
2026