World's Best Scientists 2026 revealed!

D-Index & Metrics

Computer Science

D-Index
48
Citations
10776
World Ranking
6123
National Ranking
807

Mathematics

D-Index
50
Citations
11220
World Ranking
1077
National Ranking
53

Overview

Duan Li was affiliated with the City University of Hong Kong in China. Their research spanned multiple fields including Engineering and Economics, Econometrics and Finance, with a significant focus on Finance and Economics and Econometrics as subfields.

The primary topics of Duan Li's work included Risk and Portfolio Optimization, Stochastic Processes and Financial Applications, Economic Theories and Models, Financial Markets and Investment Strategies, Complex Systems and Time Series Analysis, Viral Infections and Immunology Research, and High Entropy Alloys Studies.

The scientist published extensively in notable venues. Among the frequent publication venues were arXiv (Cornell University), SSRN Electronic Journal, Journal of Economic Dynamics and Control, Colloids and Surfaces A Physicochemical and Engineering Aspects, and Ceramics International.

Duan Li collaborated regularly with several coauthors. Frequent collaborators included Xiangyu Cui, Changxu Song, Yuanyuan Chen, Yun Shi, and Yanlin Liu.

Some of their recent papers were as follows:

  • Decentralized Robust Portfolio Optimization Based on Cooperative-Competitive Multiagent Systems, 2021, IEEE Transactions on Cybernetics
  • A note on monotone mean-variance preferences for continuous processes, 2020, Operations Research Letters
  • Injectable GelMA Hydrogel Microspheres with Sustained Release of Platelet-Rich Plasma for the Treatment of Thin Endometrium, 2024, Small
  • Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties, 2020, INFORMS journal on computing
  • Adequacy of satellite derived data for streamflow simulation in three Hexi inland river basins, Northwest China, 2022, Atmospheric Research

Best Publications

  • Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation

    Duan Li;Wan-Lung Ng

  • Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework

    X. Y. Zhou;D. Li

  • Nonlinear integer programming

    Duan Li;Xiaoling Sun

  • Mean–variance analysis of a single supplier and retailer supply chain under a returns policy

    Tsan-Ming Choi;Duan Li;Houmin Yan

  • Convergence of the iterative Hammerstein system identification algorithm

    Er-Wei Bai;Duan Li

  • On Properties of Preinvex Functions

    Xin Min Yang;Duan Li

  • Channel coordination in supply chains with agents having mean-variance objectives

    Tsan Ming Choi;Duan Li;Houmin Yan;Chun Hung Chiu

  • A New Filled Function Method for Global Optimization

    Lian-Sheng Zhang;Chi-Kong Ng;Duan Li;Wei-Wen Tian

  • Risk control over bankruptcy in dynamic portfolio selection: a generalized mean-variance formulation

    Shu-Shang Zhu;Duan Li;Shou-Yang Wang

  • Optimal returns policy for supply chain with e-marketplace

    Tsan-Ming Choi;Duan Li;Houmin Yan

  • Near-Subconvexlikeness in Vector Optimization with Set-Valued Functions

    X. M. Yang;D. Li;S. Y. Wang

  • Asset and liability management under a continuous-time mean–variance optimization framework

    Mei Choi Chiu;Duan Li

  • Optimal two-stage ordering policy with Bayesian information updating

    Tsan-Ming Choi;Duan Li;Houmin Yan

  • OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION

    Duan Li;Xiaoling Sun;Jun Wang

  • Reweighted $ll_1$-Minimization for Sparse Solutions to Underdetermined Linear Systems

    Yun-Bin Zhao;Duan Li

  • Mean–Variance Analysis for the Newsvendor Problem

    Tsan-Ming Choi;Duan Li;Houmin Yan

  • Optimal Cardinality Constrained Portfolio Selection

    Jianjun Gao;Duan Li

  • BETTER THAN DYNAMIC MEAN-VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM

    Xiangyu Cui;Duan Li;Shouyang Wang;Shushang Zhu

  • Optimal multi-period mean–variance policy under no-shorting constraint

    Xiangyu Cui;Jianjun Gao;Xun Li;Duan Li

  • Monotonicity of Fixed Point and Normal Mappings Associated with Variational Inequality and Its Application

    Yun-Bin Zhao;Duan Li

  • On restart procedures for the conjugate gradient method

    Yu Hong Dai;Lizhi Liao;Duan Li

Frequent Co-Authors

Yacov Y. Haimes
Yacov Y. Haimes University of Virginia
James H. Lambert
James H. Lambert University of Virginia
Shouyang Wang
Shouyang Wang Chinese Academy of Sciences
Tsan-Ming Choi
Tsan-Ming Choi University of Liverpool
Kok Lay Teo
Kok Lay Teo Sunway University
Shuzhong Zhang
Shuzhong Zhang University of Minnesota
Xiaoqi Yang
Xiaoqi Yang Hong Kong Polytechnic University
Yu-Hong Dai
Yu-Hong Dai Chinese Academy of Sciences
Shu-Cherng Fang
Shu-Cherng Fang North Carolina State University
Li Ping
Li Ping City University of Hong Kong

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