Welcome to Duan Li's Home Page

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"