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Optimal mean-variance investment strategy under value-at-risk constraints
Ye, Jun; Li, Tiantian - arXiv.org - 2010
This paper is devoted to study the effects arising from imposing a value-at-risk (VaR) constraint in mean-variance portfolio selection problem for an investor who receives a stochastic cash flow which he/she must then invest in a continuous-time financial market. For simplicity, we assume that...
Persistent link: https://www.econbiz.de/10008740540
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The optimal mean-variance investment strategy under value-at-risk constraints
Ye, Jun; Li, Tiantian - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 344-351
Persistent link: https://www.econbiz.de/10009669579
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To respond or not to respond? : the reviewer- and review content-related influencers on managerial response decision towards customer reviews
Wu, Jiajun; Ye, Jun; Zhou, Kun; Chen, Liwei - In: International journal of hospitality management 114 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014439944
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A mutuality perspective of psychological contracts regarding career development and job security
Ye, Jun; Cardon, Melissa S.; Rivera, Efrain - In: Journal of business research : JBR 65 (2012) 3, pp. 294-301
Persistent link: https://www.econbiz.de/10009507215
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Bottom-up learning in marketing frontlines : conceptualization, processes, and consequences
Ye, Jun; Marinova, Detelina; Singh, Jagdip - In: Journal of the Academy of Marketing Science 40 (2012) 6, pp. 821-844
Persistent link: https://www.econbiz.de/10009679032
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Multiple attribute group decision-making methods with completely unknown weights in intuitionistic fuzzy setting and interval-valued intuitionistic fuzzy setting
Ye, Jun - In: Group decision and negotiation 22 (2013) 2, pp. 173-188
Persistent link: https://www.econbiz.de/10009716198
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Multicriteria decision-making method using the dice similarity measure between expected intervals of trapezoidal fuzzy numbers
Ye, Jun - In: Journal of decision systems 21 (2012) 4, pp. 307-317
Persistent link: https://www.econbiz.de/10010384908
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A linear programming method based on an improved score function for interval-valued intuitionistic fuzzy multicriteria decision making
Ye, Jun - In: The engineering economist : a journal devoted to the … 58 (2013) 3, pp. 179-188
Persistent link: https://www.econbiz.de/10010127865
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Multicriteria group decision-making method using vector similarity measures for trapezoidal intuitionistic fuzzy numbers
Ye, Jun - In: Group decision and negotiation 21 (2012) 4, pp. 519-530
Persistent link: https://www.econbiz.de/10009566557
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Strategic change implementation and performance loss in the front lines
Ye, Jun; Marinova, Detelina; Singh, Jagdip - In: Journal of marketing 71 (2007) 4, pp. 156-171
Persistent link: https://www.econbiz.de/10003565703