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Tiantian Li
Tiantian Li
Barclays Investment Bank
Verified email at barclays.com
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
402016
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
132017
The optimal mean–variance investment strategy under value-at-risk constraints
J Ye, T Li
Insurance: Mathematics and Economics 51 (2), 344-351, 2012
122012
Foster-Hart risk and the too-big-to-fail banks: An empirical investigation
A Anand, T Li, T Kurosaki, YS Kim
32015
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
12021
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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