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Li, Duan
BSc , Fudan University;
ME , Shanghai Jiaotong University; PhD
, Case Western Reserve University
Patrick Huen Wing Ming Professor of Systems Engineering & Engineering Management
Room 810B, William M. W. Mong Engineering Building
Department of Systems Engineering
and Engineering Management
The Chinese University of Hong Kong
Shatin, N.T.
Hong Kong.
Office Tel. : (852) 3943-8323
Facsimile : (852) 2603-5505
Email-address: dli@se.cuhk.edu.hk
My Personal
Profile
My
Research Interest
My recent working papers on the Social Science Research Networks (SSRN)
My Publication
List
Courses Taught
Codes and Test Problems
Data set
for "Portfolio optimization with nonparametric Value-at-Risk: A block
coordinate descent method"