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Ganlin Xu
Ganlin Xu
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Title
Cited by
Cited by
Year
Martingale and duality methods for utility maximization in an incomplete market
I Karatzas, JP Lehoczky, SE Shreve, GL Xu
SIAM Journal on Control and optimization 29 (3), 702-730, 1991
9051991
Optimal investment and consumption with transaction costs
SE Shreve, HM Soner
The Annals of Applied Probability, 609-692, 1994
7741994
Computation of mean-semivariance efficient sets by the critical line algorithm
H Markowitz, P Todd, G Xu, Y Yamane
Annals of Operations Research 45 (1), 307-317, 1993
2551993
A duality method for optimal consumption and investment under short-selling prohibition. I. General market coefficients
GL Xu, SE Shreve
The Annals of Applied Probability, 87-112, 1992
1601992
A duality method for optimal consumption and investment under short-selling prohibition. II. Constant market coefficients
GL Xu, SE Shreve
The Annals of Applied Probability, 314-328, 1992
1101992
Data mining corrections
HM Markowitz, GL Xu
Journal of Portfolio Management 21 (1), 60, 1994
901994
Earnings forecasting in a global stock selection model and efficient portfolio construction and management
JB Guerard Jr, H Markowitza, GL Xu
HANDBOOK OF APPLIED INVESTMENT RESEARCH, 75-85, 2020
812020
A comparison of some aspects of the US and Japanese equity markets
M Bloch, J Guerard, H Markowitz, P Todd, G Xu
HANDBOOK OF APPLIED INVESTMENT RESEARCH, 17-40, 2020
782020
Investing with momentum: The past, present, and future
JB Guerard, G Xu, M Gültekin
The Journal of Investing 21 (1), 68-80, 2012
602012
Fast computation of mean-variance efficient sets using historical covariances
HM Markowitz, P Todd, G Xu, Y Yamane
Journal of Financial Engineering 1 (2), 117-132, 1992
331992
A duality method for optimal consumption and investment under short-selling prohibition
GL Xu, SE Shreve
291990
The role of effective corporate decisions in the creation of efficient portfolios
JB Guerard Jr, H Markowitz, G Xu
HANDBOOK OF APPLIED INVESTMENT RESEARCH, 63-73, 2020
242020
Global stock selection modeling and efficient portfolio construction and management
JB Guerard, H Markowitz, G Xu
The Journal of Investing 22 (4), 121-128, 2013
182013
Stock-selection modeling and data mining corrections: Long-only versus 130/30 models
JB Guerard, S Chettiappan, GL Xu
Handbook of Portfolio Construction, 621-648, 2010
142010
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth
JB Guerard, H Markowitz, G Xu, Z Wang
Annals of Operations Research 267 (1), 203-219, 2018
122018
Optimality conditions for utility maximization in an incomplete market
I Karatzas, JP Lehoczky, SE Shreve, GL Xu
Analysis and Optimization of Systes, 3-23, 1990
111990
A further analysis of robust regression modeling and data mining corrections testing in global stocks
JB Guerard, G Xu, H Markowitz
Annals of Operations Research 303 (1), 175-195, 2021
92021
Data mining corrections testing in Chinese stocks
JB Guerard Jr, RA Gillam, H Markowitz, G Xu, S Deng, Z Wang
Interfaces 48 (2), 108-120, 2018
92018
Portfolio construction and management in the Barra Aegis system: A case study using the USER data
W Miller, GL Xu, JB Guerard
The Journal of Investing 23 (4), 111-120, 2014
62014
Financial anomalies in portfolio construction and management
H Markowitz, J Guerard, G Xu, B Beheshti
The Journal of Portfolio Management 47 (6), 51-64, 2021
52021
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