Wen-Yi Lee

From MaRDI portal
Person:279246

Available identifiers

zbMath Open lee.wen-yiMaRDI QIDQ279246

List of research outcomes





PublicationDate of PublicationType
An omega portfolio model with dynamic return thresholds2023-09-29Paper
Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models2019-02-14Paper
Applying a Markov chain for the stock pricing of a novel forecasting model2017-08-03Paper
Diversified portfolios with different entropy measures2016-04-27Paper
Portfolio rebalancing model using multiple criteria2011-01-28Paper

Research outcomes over time

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