The following pages link to Yue Qi (Q461679):
Displaying 21 items.
- Applying shrinkage variance estimators to the TOST test in high dimensional settings (Q461681) (← links)
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics (Q857293) (← links)
- On outperforming social-screening-indexing by multiple-objective portfolio selection (Q1615971) (← links)
- On analyzing and detecting multiple optima of portfolio optimization (Q1716944) (← links)
- Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets (Q1983708) (← links)
- Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models (Q2150776) (← links)
- On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection (Q2212284) (← links)
- Fractional calculus in abstract space and its application in fractional Dirichlet type problems (Q2213638) (← links)
- A method of 3D modeling and codec (Q2267113) (← links)
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663) (← links)
- On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives (Q2358185) (← links)
- An analytical derivation of the efficient surface in portfolio selection with three criteria (Q2404339) (← links)
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250) (← links)
- (Q4666991) (← links)
- Computing the Nondominated Surface in Tri-Criterion Portfolio Selection (Q5301119) (← links)
- Parametrically computing efficient frontiers and reanalyzing efficiency-diversification discrepancies and naive diversification (Q5884380) (← links)
- Dotted Representations of Mean-Variance Efficient Frontiers and their Computation (Q6160190) (← links)
- Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices (Q6555146) (← links)
- Signaling design for MIMO-NOMA with different security requirements (Q6602783) (← links)
- Theoretically scrutinizing kinks on efficient frontiers and computationally reporting nonexistence of the tangent portfolio for the capital asset pricing model by parametric-quadratic programming (Q6635988) (← links)
- Manufacturer encroachment and extended warranty provision (Q6652668) (← links)
