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~type_genre:"Article in journal"
~subject:"Mathematical programming"
~person:"Qi, Yue"
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Mathematical programming
Portfolio selection
10
Portfolio-Management
10
Theorie
9
Theory
9
Mathematische Optimierung
7
Multiple-objective portfolio selection
3
Counter-COVID measure
2
Mean-parameterized nondominated path
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Multiple-objective optimization
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efficient set
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parametric quadratic programming
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Quadratic-linear curve
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Schätztheorie
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diversification
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nondominated set
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portfolio optimization
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portfolio selection
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Qi, Yue
Li, Duan
9
Post, Thierry
9
Kwon, Roy H.
8
Steuer, Ralph E.
8
Zhang, Wei-guo
8
Cesarone, Francesco
7
Korn, Ralf
6
Steffensen, Mogens
6
Zagst, Rudi
6
Chen, Zhiping
5
Federico, Salvatore
5
Forsyth, Peter A.
5
Keykhaei, Reza
5
Kim, Woo Chang
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5
Scozzari, Andrea
5
Speranza, Maria Grazia
5
Xu, Fengmin
5
Bansal, Saurabh
4
Ben Abdelaziz, Fouad
4
Chen, Jingnan
4
Costa, Giorgio
4
Escobar, Marcos
4
Gozzi, Fausto
4
Hassapis, Christis
4
Kaucic, Massimiliano
4
Kim, Jang Ho
4
Lee, Yongjae
4
Lejeune, Miguel A.
4
Mansini, Renata
4
Mitra, Gautam
4
Pachamanova, Dessislava A.
4
Puerto, Justo
4
Schmid, Wolfgang
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4
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4
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European journal of operational research : EJOR
2
Operations research perspectives
2
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
INFOR : information systems and operational research
1
Journal of the Operational Research Society
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1
Originating multiple-objective portfolio selection by counter-COVID measures and analytically instigating robust optimization by mean-parameterized nondominated paths
Qi, Yue
;
Liao, Kezhi
;
Liu, Tongyang
;
Zhang, Yu
- In:
Operations research perspectives
9
(
2022
),
pp. 1-16
-objective
portfolio
optimization
. To the best of our knowledge, there is limited research for multiple-objective portfolio selection of …
Persistent link: https://www.econbiz.de/10014447642
Saved in:
2
Originating multiple-objective portfolio selection by counter-COVID measures and analytically instigating robust optimization by mean-parameterized nondominated paths
Qi, Yue
;
Liao, Kezhi
;
Liu, Tongyang
;
Zhang, Yu
- In:
Operations research perspectives
9
(
2022
),
pp. 1-16
-objective
portfolio
optimization
. To the best of our knowledge, there is limited research for multiple-objective portfolio selection of …
Persistent link: https://www.econbiz.de/10014245480
Saved in:
3
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
Steuer, Ralph E.
;
Qi, Yue
;
Wimmer, Maximilian
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10014456608
Saved in:
4
Parametrically computing efficient frontiers and reanalyzing efficiency-diversification discrepancies and naive diversification
Qi, Yue
;
Zhang, Yushu
;
Ma, Siyuan
- In:
INFOR : information systems and operational research
57
(
2019
)
3
,
pp. 430-453
Persistent link: https://www.econbiz.de/10012203594
Saved in:
5
Parametrically computing efficient frontiers of portfolio selection and reporting and utilizing the piecewise-segment structure
Qi, Yue
- In:
Journal of the Operational Research Society
71
(
2020
)
10
,
pp. 1675-1690
Persistent link: https://www.econbiz.de/10012314374
Saved in:
6
On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives
Qi, Yue
- In:
Central European journal of operations research : CEJOR …
25
(
2017
)
1
,
pp. 145-158
Persistent link: https://www.econbiz.de/10011710996
Saved in:
7
Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
Hirschberger, Markus
;
Qi, Yue
;
Steuer, Ralph E.
- In:
European journal of operational research : EJOR
204
(
2010
)
3
,
pp. 581-588
Persistent link: https://www.econbiz.de/10003955972
Saved in:
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