Honggang Xue

According to our database, Honggang Xue authored at least 7 papers between 2005 and 2014.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2014

A New Portfolio Rebalancing Model with Transaction Costs.

Meihua Wang, Cheng Li, Honggang Xue, Fengmin Xu

J. Appl. Math., 2014

2012

A mixed 0-1 LP for index tracking problem with CVaR risk constraints.

Meihua Wang, Chengxian Xu, Fengmin Xu, Honggang Xue

Ann. Oper. Res., 2012

2006

Mean-variance portfolio optimal problem under concave transaction cost.

Honggang Xue, Chengxian Xu, Zong-Xian Feng

Appl. Math. Comput., 2006

A multiple penalty function method for solving Max-Bisection problems.

Fengmin Xu, Chengxian Xu, Honggang Xue

Appl. Math. Comput., 2006

2005

A branch and bound algorithm for solving a class of D-C programming.

Honggang Xue, Chengxian Xu

Appl. Math. Comput., 2005

A new rectangle branch-and-reduce approach for solving nonconvex quadratic programming problems.

Yuelin Gao, Honggang Xue, Peiping Shen

Appl. Math. Comput., 2005

An Algorithm for Portfolio's Value at Risk Based on Principal Factor Analysis.

Honggang Xue, Chengxian Xu, Chunping Hu

Proceedings of the Algorithmic Applications in Management, First International Conference, 2005