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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

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

Computational investigations evidencing multiple objectives in portfolio optimization

Steuer, Ralph E.; Qi, Yue - In: Multi-objective programming and goal programming : …, (pp. 35-44). 2003

Persistent link: https://www.econbiz.de/10002005943

Removing the necessity of simplifications in large-scale portfolio selection and implications to Chinese portfolio theory and management

Qi, Yue; Peng, Xiaofeng; Li, Ming - In: Nankai business review international 1 (2010) 1, pp. 20-38

Persistent link: https://www.econbiz.de/10003971959

Portfolio optimization : new capabilities and future methods

Steuer, Ralph E.; Qi, Yue; Hirschberger, Markus - In: Journal of business economics : JBE 76 (2006) 2, pp. 199-219

Persistent link: https://www.econbiz.de/10003287138

Dotted representations of mean-variance efficient frontiers and their computation

Qi, Yue; Hirschberger, Markus; Steuer, Ralph E. - In: INFOR : information systems and operational research 47 (2009) 1, pp. 15-21

Persistent link: https://www.econbiz.de/10003959501

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

Joint and several liability, litigation preconditions and audit quality

Zheng, Qiao; Zhang, Junsheng; Qi, Yue - In: China journal of accounting studies 8 (2020) 4, pp. 575-598

The paper examines the economic effects of the trial judgement of joint and several liability on BDO China. Our study has the following findings: first, the capital market regarded the judgement as a signal to strengthen investor protection; second, the judgement pushed the auditors to enhance...

Persistent link: https://www.econbiz.de/10012655512

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

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