Wen-Yi Lee

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
Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models Computers & Operations Research	2019-02-14	Paper
Applying a Markov chain for the stock pricing of a novel forecasting model Communications in Statistics: Theory and Methods	2017-08-03	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

Research outcomes over time

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