Jing-Rung Yu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
An omega portfolio model with dynamic return thresholds International Transactions in Operational Research	2023-09-29	Paper
Advancement of Optimal Portfolio Models with Short-Sales and Transaction Costs: Methodology and Effectiveness Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning	2020-12-09	Paper
Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models Computers & Operations Research	2019-02-14	Paper
A linearized value-at-risk model with transaction costs and short selling European Journal of Operational Research	2016-10-06	Paper
Diversified portfolios with different entropy measures Applied Mathematics and Computation	2016-04-27	Paper
Portfolio rebalancing model using multiple criteria European Journal of Operational Research	2011-01-28	Paper
FUZZY MULTIPLE OBJECTIVE PROGRAMMING IN AN INTERVAL PIECEWISE REGRESSION MODEL International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems	2009-08-03	Paper
An integrated approach for deriving priorities in analytic network process European Journal of Operational Research	2007-03-27	Paper
INTERVAL PIECEWISE REGRESSION MODEL WITH AUTOMATIC CHANGE-POINT DETECTION BY QUADRATIC PROGRAMMING International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems	2005-09-28	Paper
A FUZZY MULTIPLE OBJECTIVE PROGRAMMING TO DEA WITH IMPRECISE DATA International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems	2005-05-09	Paper
General fuzzy piecewise regression analysis with automatic change-point detection. Fuzzy Sets and Systems	2001-01-01	Paper
A general piecewise necessity regression analysis based on linear programming Fuzzy Sets and Systems	1999-01-01	Paper
A piecewise regression analysis with automatic change-point detection Intelligent Data Analysis	1999-01-01	Paper

Research outcomes over time

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