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Ganlin Xu

Observed names: Gan-Lin Xu, GanLin Xu, Xu, Gan-Lin
OpenAlex ID: A5103433897
Martingale and Duality Methods for Utility Maximization in an Incomplete Market
1991 · Ioannis Karatzas, John P. Lehoczky, et al. · SIAM Journal on Control and Optimization · 779
Computation of mean-semivariance efficient sets by the Critical Line Algorithm
1993 · Harry Markowitz, Peter Todd, et al. · Annals of Operations Research · 201
A Duality Method for Optimal Consumption and Investment Under Short- Selling Prohibition. I. General Market Coefficients
1992 · Gan-Lin Xu, Steven E. Shreve · The Annals of Applied Probability · 123
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Earnings forecasting in a global stock selection model and efficient portfolio construction and management
2015 · John B. Guerard, Harry Markowitz, et al. · International Journal of Forecasting · 114
A Duality Method for Optimal Consumption and Investment Under Short-Selling Prohibition. II. Constant Market Coefficients
1992 · Gan-Lin Xu, Steven E. Shreve · The Annals of Applied Probability · 55
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Investing with Momentum: The Past, Present, and Future
2012 · John B. Guerard, Ganlin Xu, et al. · The Journal of Investing · 53
A duality method for optimal consumption and investment under short-selling prohibition
2018 · Xu, Gan-Lin, Shreve, Steven E. · KiltHub Repository · 51
A Further Analysis of Robust Regression Modeling in Global Stocks
2018 · John B. Guerard, Ganlin Xu, et al. · Annals of Operations Research · 41
Financial Anomalies in Portfolio Construction and Management
2021 · Harry Markowitz, John Guerard, et al. · The Journal of Portfolio Management · 24
Global Stock Selection Modeling and Efficient Portfolio Construction and Management
2013 · John B. Guerard, Harry Markowitz, et al. · The Journal of Investing · 21
Global Portfolio Construction with Emphasis on Conflicting Corporate Strategies to Maximize Stockholder Wealth
2016 · John B. Guerard, Harry Markowitz, et al. · Annals of Operations Research · 18
Stock-Selection Modeling and Data Mining Corrections: Long-Only Versus 130/30 Models
2009 · John B. Guerard, Sundaram Chettiappan, et al. · Springer eBooks · 12
Investing in Global Equity Markets
2020 · John B. Guerard, Shijie Deng, et al. · Wilmott · 11
Data Mining Corrections Testing in Chinese Stocks
2017 · John B. Guerard, Robert A. Gillam, et al. · INFORMS Journal on Applied Analytics · 11
Portfolio Construction and Management in the Barra Aegis System: A Case Study using the USER Data
2014 · Whit Miller, GanLin Xu, et al. · The Journal of Investing · 9
Optimality conditions for utility maximization in an incomplete market
1990 · Ioannis Karatzas, John P. Lehoczky, et al. · Lecture notes in control and information sciences · 8
Identification of Long Noncoding RNA Expression Profiles in HPV-Negative Cervical Cancer
2020 · Shiyin Ooi, Yuandong Liao, et al. · Gynecologic and Obstetric Investigation · 6
Mean-variance and mean-ETL optimizations in portfolio selection: an update
2024 · Barret Pengyuan Shao, John B. Guerard, et al. · Annals of Operations Research · 3
Investing in Global Equity Markets with Particular Emphasis on Chinese Stocks
2016 · John Guerard, Shijie Deng, et al. · SSRN Electronic Journal · 3
The Risk Profiles of 401(k) Accounts
2015 · Ganlin Xu · The Journal of Retirement · 3
Earnings forecasting in a global stock selection model and efficient portfolio construction and management
2020 · John B. Guerard, Harry Markowitza, et al. · World Scientific handbook in financial economic series · 2
Mean-Variance Analysis in Post-Retirement Planning
2015 · Ganlin Xu, Thomas Anichini · The Journal of Retirement · 2
Earnings forecasting and mean–variance efficient portfolios in the United States
2025 · John B. Guerard, Dimitrios Thomakos, et al. · Annals of Operations Research · 1
Data Mining Corrections and Mutual Fund Performance
2024 · Ganlin Xu, John Guerard · The Journal of Portfolio Management · 1
Two-Phase Semantic Retrieval for Explainable Multi-Hop Question Answering
2023 · Qin Wang, Jianzhou Feng, et al. · Lecture notes in computer science · 1
Works count: 33
Citation count: 1,556
H-index: 12
I10-index: 14
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