Feifei Shen

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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!

PublicationDate of PublicationType
Distributionally robust portfolio selection model with transaction costs under shortfall risk measure
Pacific Journal of Optimization
2026-03-26Paper
The sparse portfolio optimization with stochastic dominance and background risk and the slqpso algorithm
Journal of Industrial and Management Optimization
2026-02-23Paper
Distributed secure consensus for multiagent systems based on removing intra-cluster coupling restrictions and its application to energy systems
Information Sciences
2023-11-13Paper
Portfolio model of risk management with second order stochastic dominant constraints and transaction costs2018-01-29Paper
A bond portfolio optimization model based on CVaR and the numerical methods
Natural Science Journal of Xiangtan University
2014-11-03Paper


Research outcomes over time


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