Yue Qi

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Manufacturer encroachment and extended warranty provision	2024-12-13	Paper
Theoretically scrutinizing kinks on efficient frontiers and computationally reporting nonexistence of the tangent portfolio for the capital asset pricing model by parametric-quadratic programming	2024-11-12	Paper
Signaling design for MIMO-NOMA with different security requirements	2024-09-12	Paper
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices	2024-06-14	Paper
Whether and how manufacturers encroach the market	2023-09-05	Paper
Dotted Representations of Mean-Variance Efficient Frontiers and their Computation	2023-05-09	Paper
Parametrically computing efficient frontiers and reanalyzing efficiency-diversification discrepancies and naive diversification	2023-03-20	Paper
Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models	2022-06-30	Paper
Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets	2021-09-10	Paper
Fractional calculus in abstract space and its application in fractional Dirichlet type problems	2020-12-02	Paper
On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection	2020-11-20	Paper
On analyzing and detecting multiple optima of portfolio optimization	2019-02-05	Paper
On outperforming social-screening-indexing by multiple-objective portfolio selection	2018-10-31	Paper
An analytical derivation of the efficient surface in portfolio selection with three criteria	2017-09-18	Paper
On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives	2017-06-21	Paper
Applying shrinkage variance estimators to the TOST test in high dimensional settings	2014-10-13	Paper
Computing the Nondominated Surface in Tri-Criterion Portfolio Selection	2013-07-02	Paper
Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming	2010-03-01	Paper
A method of 3D modeling and codec	2010-02-26	Paper
Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection	2008-03-31	Paper
Randomly generating portfolio-selection covariance matrices with specified distributional characteristics	2006-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q4666991	2005-04-19	Paper

Research outcomes over time

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