Yue Qi

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Person:461679

Available identifiers

zbMath Open qi.yueMaRDI QIDQ461679

List of research outcomes

PublicationDate of PublicationType
Whether and how manufacturers encroach the market2023-09-05Paper
Dotted Representations of Mean-Variance Efficient Frontiers and their Computation2023-05-09Paper
Parametrically computing efficient frontiers and reanalyzing efficiency-diversification discrepancies and naive diversification2023-03-20Paper
Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models2022-06-30Paper
Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets2021-09-10Paper
Fractional calculus in abstract space and its application in fractional Dirichlet type problems2020-12-02Paper
On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection2020-11-20Paper
On analyzing and detecting multiple optima of portfolio optimization2019-02-05Paper
On outperforming social-screening-indexing by multiple-objective portfolio selection2018-10-31Paper
An analytical derivation of the efficient surface in portfolio selection with three criteria2017-09-18Paper
On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives2017-06-21Paper
Applying shrinkage variance estimators to the TOST test in high dimensional settings2014-10-13Paper
Computing the Nondominated Surface in Tri-Criterion Portfolio Selection2013-07-02Paper
Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming2010-03-01Paper
A method of 3D modeling and codec2010-02-26Paper
Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection2008-03-31Paper
Randomly generating portfolio-selection covariance matrices with specified distributional characteristics2006-12-14Paper
https://portal.mardi4nfdi.de/entity/Q46669912005-04-19Paper

Research outcomes over time


Doctoral students

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