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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

Bilateral matching decision-making for knowledge innovation management considering matching willingness in an interval intuitionistic fuzzy set environment

Yue, Qi - In: Journal of innovation & knowledge : JIK 7 (2022) 3, pp. 1-17

Based on the real-world knowledge innovation management characteristics of enterprises, in this paper a novel bilateral matching (BM) decision-making method for knowledge innovation management considering the matching willingness of bilateral enterprises is proposed. The method uses...

Persistent link: https://www.econbiz.de/10013449180

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

Auditor compensation and accounting firm performance

Zhang, Junsheng; Qi, Yue; Song, Yaoqing; Zeng, Yamin - In: Managerial auditing journal 40 (2025) 2, pp. 214-244

Persistent link: https://www.econbiz.de/10015207209

Disclosure frequency of parent company financial reporting : insights from analyst forecasting accuracy

Zhang, Junsheng; Jing, Xuefeng; Qi, Yue - In: Accounting and finance 64 (2024) 4, pp. 3657-3683

Persistent link: https://www.econbiz.de/10015164701

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

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

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

Portfolio selection in the presence of multiple criteria

Steuer, Ralph E.; Qi, Yue; Hirschberger, Markus - In: Handbook of financial engineering, (pp. 3-24). 2008

Persistent link: https://www.econbiz.de/10003753587