An Algorithm for Portfolio's Value at Risk Based on Principal Factor Analysis. - Honggang Xue; Chengxian Xu; Chunping Hu (AAIM, 2005)

A new rectangle branch-and-reduce approach for solving nonconvex quadratic programming problems. - Yuelin Gao; Honggang Xue; Peiping Shen (Appl. Math. Comput., 2005)

A branch and bound algorithm for solving a class of D-C programming. - Honggang Xue; Chengxian Xu (Appl. Math. Comput., 2005)

A multiple penalty function method for solving Max-Bisection problems. - Fengmin Xu; Chengxian Xu; Honggang Xue (Appl. Math. Comput., 2006)

Mean-variance portfolio optimal problem under concave transaction cost. - Honggang Xue; Chengxian Xu; Zong-Xian Feng (Appl. Math. Comput., 2006)

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)

A New Portfolio Rebalancing Model with Transaction Costs. - Meihua Wang; Cheng Li; Honggang Xue; Fengmin Xu (J. Appl. Math., 2014)