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Lee WenYi
Lee WenYi
National Taipei University of Business, department of information management
在 ntub.edu.tw 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Portfolio rebalancing model using multiple criteria
JR Yu, WY Lee
European Journal of Operational Research 209 (2), 166-175, 2011
1182011
Diversified portfolios with different entropy measures
JR Yu, WY Lee, WJP Chiou
Applied Mathematics and Computation 241, 47-63, 2014
852014
Portfolio models with return forecasting and transaction costs
JR Yu, WJP Chiou, WY Lee, SJ Lin
International Review of Economics & Finance 66, 118-130, 2020
442020
Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models
JR Yu, WJP Chiou, WY Lee, TY Chuang
Computers & Operations Research 104, 239-255, 2019
232019
Does entropy model with return forecasting enhance portfolio performance?
JR Yu, WJP Chiou, WY Lee, KC Yu
Computers & Industrial Engineering 114, 175-182, 2017
152017
An omega portfolio model with dynamic return thresholds
JR Yu, WJP Chiou, WY Lee
International Transactions in Operational Research 30 (5), 2528-2545, 2023
22023
Modeling transaction costs and skewness in portfolio: Application of fuzzy approach
JR Yu, WJP Chiou, WY Chang, WY Lee
2013 International Conference on Fuzzy Theory and Its Applications (iFUZZY …, 2013
12013
Realized Diversification Benefits of Risk Portfolio Models
WJP Chiou, WY Lee, JR Yu
Handbook of Investment Analysis, Portfolio Management, and Financial …, 2024
2024
Extending the Omega model with momentum and reversal strategies to intraday trading
JR Yu, CH Wei, CJ Lai, WY Lee
Plos one 18 (9), e0291119, 2023
2023
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