Honggang Xue

Publication Activity (10 Years)

Years Active: 2005-2014
Publications (10 Years): 0

Top Topics

Linear Arithmetic Constraints

Top Venues

Ann. Oper. Res.

Publications

Meihua Wang, Cheng Li, Honggang Xue, Fengmin Xu
A New Portfolio Rebalancing Model with Transaction Costs. J. Appl. Math. 2014 (2014)
Meihua Wang, Chengxian Xu, Fengmin Xu, Honggang Xue
A mixed 0-1 LP for index tracking problem with CVaR risk constraints. Ann. Oper. Res. 196 (1) (2012)
Fengmin Xu, Chengxian Xu, Honggang Xue
A multiple penalty function method for solving Max-Bisection problems. Appl. Math. Comput. 173 (2) (2006)
Honggang Xue, Chengxian Xu, Zong-Xian Feng
Mean-variance portfolio optimal problem under concave transaction cost. Appl. Math. Comput. 174 (1) (2006)
Yuelin Gao, Honggang Xue, Peiping Shen
A new rectangle branch-and-reduce approach for solving nonconvex quadratic programming problems. Appl. Math. Comput. 168 (2) (2005)
Honggang Xue, Chengxian Xu
A branch and bound algorithm for solving a class of D-C programming. Appl. Math. Comput. 165 (2) (2005)
Honggang Xue, Chengxian Xu, Chunping Hu
An Algorithm for Portfolio's Value at Risk Based on Principal Factor Analysis. AAIM (2005)