Foster–Hart optimal portfolios A Anand, T Li, T Kurosaki, YS Kim Journal of Banking & Finance 68, 117-130, 2016 | 40 | 2016 |
The equity risk posed by the too-big-to-fail banks: a Foster–Hart estimation A Anand, T Li, T Kurosaki, YS Kim Annals of Operations Research 253, 21-41, 2017 | 13 | 2017 |
The optimal mean–variance investment strategy under value-at-risk constraints J Ye, T Li Insurance: Mathematics and Economics 51 (2), 344-351, 2012 | 12 | 2012 |
Foster-Hart risk and the too-big-to-fail banks: An empirical investigation A Anand, T Li, T Kurosaki, YS Kim | 3 | 2015 |
Aumann–Serrano index of risk in portfolio optimization T Li, YS Kim, Q Fan, F Zhu Mathematical Methods of Operations Research 94 (2), 197-217, 2021 | 1 | 2021 |
Ordinal Approach Derived Risk Measures and Application to Non-Gaussian Portfolio Optimization T Li State University of New York at Stony Brook, 2017 | | 2017 |