Tiantian Li
Tiantian Li
Verified email at stonybrook.edu - Homepage
Title
Cited by
Cited by
Year
Foster–Hart optimal portfolios
A Anand, T Li, T Kurosaki, YS Kim
Journal of Banking & Finance 68, 117-130, 2016
232016
Foster–Hart optimal portfolios
A Anand, T Li, T Kurosaki, YS Kim
Journal of Banking & Finance 68, 117-130, 2016
232016
The optimal mean–variance investment strategy under value-at-risk constraints
J Ye, T Li
Insurance: Mathematics and Economics 51 (2), 344-351, 2012
92012
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 (1), 21-41, 2017
42017
Foster-hart risk and the too-big-to-fail banks: An empirical investigation
A Anand, T Li, T Kurosaki, YS Kim
12015
Ordinal Approach Derived Risk Measures and Application to Non-Gaussian Portfolio Optimization
T Li
State University of New York at Stony Brook, 2017
2017
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Articles 1–6