Duan Li

10.2k citations
320 papers · 7.5k · 2 hit papers · h-index 43

Impact in

  • Finance top 0.2%
    • Stochastic processes and financial applications
    • Financial Markets and Investment Strategies
    • Advanced Optimization Algorithms Research

Papers in

Duan Li

304 papers receiving 7.1k citations

Duan Li's Hit Papers

Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation 2000 · 716 citations
7160+8+17Years since publication200400600

Peers

Duan Li
Comparison fields: 5 of 170
  • Finance 2.4k
  • Numerical Analysis 1.3k
  • Management Science and Operations Research 2.6k
  • Management Information Systems 790
  • Computational Theory and Mathematics 1.3k
Replace Andrzej Ruszczyński with:
Andrzej Ruszczyński United States
Stan Uryasev United States
Stavros A. Zenios United States
John M. Mulvey United States
Xun Yu Zhou Hong Kong
Darinka Dentcheva United States
Paul Glasserman United States
Werner Römisch Germany
Ralph E. Steuer United States
Stein W. Wallace Norway
Duan Li relative to Andrzej Ruszczyński United States Andrzej Ruszczyński's profile →
Citations per field
00.5×1.7×
Andrzej Ruszczyński · 1×
Citations per year

Countries citing papers authored by Duan Li

Since Specialization
Citations

This map shows the geographic impact of Duan Li's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Duan Li with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Duan Li more than expected).

Fields of papers citing papers by Duan Li

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Duan Li. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Duan Li. The network helps show where Duan Li may publish in the future.

Co-authors

The 25 scholars most cited alongside Duan Li, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Duan Li Line = papers co-authored together Duan Li links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 320 papers — load more, or switch the sort, to bring in the rest.

#Work
1
Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
Hit paper breakdown →
2000735
2
Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
Hit paper breakdown →
2000716
3 2007184
4 2004178
5 2007145
6 2006140
7 2006140
8 2004133
9 2003114
10 2003114
11 2008110
12 201099
13 201397
14 200195
15 201395
16 200195
17 200393
18 200187
19 201282
20 201975

About Duan Li

Duan Li is a scholar working on Numerical Analysis, Computational Theory and Mathematics, Management Science and Operations Research, Finance and Control and Systems Engineering, having authored 320 papers that have together received 7.5k indexed citations. Recurring topics across this work include Advanced Optimization Algorithms Research (95 papers), Risk and Portfolio Optimization (61 papers), Optimization and Variational Analysis (48 papers), Stochastic processes and financial applications (47 papers), Financial Markets and Investment Strategies (30 papers), Advanced Control Systems Optimization (29 papers), Economic theories and models (26 papers) and Optimization and Mathematical Programming (17 papers). The work is most often cited by research in Finance (2.4k citations), Numerical Analysis (1.3k citations), Management Science and Operations Research (2.6k citations), Management Information Systems (790 citations) and Computational Theory and Mathematics (1.3k citations). Duan Li has collaborated with scholars based in Hong Kong, China and United States. Frequent co-authors include Xun Yu Zhou, Yacov Y. Haimes, Tsan‐Ming Choi, Houmin Yan, Jianjun Gao, Xiangyu Cui, Xiaoling Sun, Xiaoling Sun, Shouyang Wang and Shushang Zhu. Their work appears in journals such as Journal of Global Optimization, SIAM Journal on Optimization, Journal of Optimization Theory and Applications, European Journal of Operational Research and IEEE Transactions on Automatic Control.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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