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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
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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
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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
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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
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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
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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
The COVID-19 pandemic is unleashing crises of humanity, economy, and finance. Portfolio selection is widely recognized as the foundation of modern financial economics. Therefore, it is naturally crucial and inviting to utilize portfolio selection in order to counter COVID-19 in stock markets. We...
Persistent link: https://www.econbiz.de/10014447642
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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
The COVID-19 pandemic is unleashing crises of humanity, economy, and finance. Portfolio selection is widely recognized as the foundation of modern financial economics. Therefore, it is naturally crucial and inviting to utilize portfolio selection in order to counter COVID-19 in stock markets. We...
Persistent link: https://www.econbiz.de/10014245480