The following pages link to Wei-Guo Zhang (Q512953):
Displaying 50 items.
- (Q299667) (redirect page) (← links)
- A fuzzy portfolio selection model with background risk (Q299669) (← links)
- (Q388588) (redirect page) (← links)
- A class of on-line portfolio selection algorithms based on linear learning (Q388589) (← links)
- (Q418309) (redirect page) (← links)
- Risk-reward models for on-line leasing of depreciable equipment (Q418310) (← links)
- Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion (Q423299) (← links)
- A new method of obtaining the priority weights from an interval fuzzy preference relation (Q425542) (← links)
- Optimal randomized algorithm for a generalized ski-rental with interest rate (Q436599) (← links)
- A goal programming model for incomplete interval multiplicative preference relations and its application in group decision-making (Q439581) (← links)
- Multi-period cardinality constrained portfolio selection models with interval coefficients (Q512955) (← links)
- Competitive analysis for online leasing problem with compound interest rate (Q638104) (← links)
- Competitive strategy for on-line leasing of depreciable equipment (Q646109) (← links)
- Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181) (← links)
- Portfolio adjusting optimization with added assets and transaction costs based on credibility measures (Q654810) (← links)
- A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258) (← links)
- On admissible efficient portfolio selection problem (Q702651) (← links)
- Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm (Q711395) (← links)
- A fuzzy portfolio selection method based on possibilistic mean and variance (Q841982) (← links)
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem (Q881904) (← links)
- Portfolio adjusting optimization under credibility measures (Q972753) (← links)
- A study of Greek letters of currency option under uncertainty environments (Q984220) (← links)
- Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980) (← links)
- (Q1643847) (redirect page) (← links)
- Trade and currency options hedging model (Q1643850) (← links)
- Fuzzy multi-period portfolio selection model with discounted transaction costs (Q1703702) (← links)
- Hedging long-term exposures of a well-diversified portfolio with short-term stock index futures contracts (Q1719243) (← links)
- The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
- Fuzzy portfolio selection model with real features and different decision behaviors (Q1795117) (← links)
- Convergence of the Euler scheme for stochastic functional partial differential equations (Q1883553) (← links)
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
- Fuzzy multi-period portfolio selection optimization models using multiple criteria (Q1932695) (← links)
- Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes (Q1934446) (← links)
- A risk-reward model for the on-line leasing of depreciable equipment (Q1944085) (← links)
- Hedging the exchange rate risk for international portfolios (Q1998038) (← links)
- Fuzzy portfolio optimization model under real constraints (Q2015637) (← links)
- Optimal futures hedging strategies based on an improved kernel density estimation method (Q2100488) (← links)
- Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
- Analytical valuation for geometric Asian options in illiquid markets (Q2150932) (← links)
- Quasi-closed-form solution and numerical method for currency option with uncertain volatility model (Q2156574) (← links)
- Robust international portfolio optimization with worst-case mean-CVaR (Q2158047) (← links)
- Online ordering rules for the multi-period newsvendor problem with quantity discounts (Q2173143) (← links)
- Consistency analysis of triangular fuzzy reciprocal preference relations (Q2256341) (← links)
- Probability-free solutions to the non-stationary newsvendor problem (Q2259048) (← links)
- A two-product, multi-period nonstationary newsvendor problem with budget constraint (Q2318253) (← links)
- A group decision making model based on a generalized ordered weighted geometric average operator with interval preference matrices (Q2351424) (← links)
- A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (Q2351435) (← links)
- An analytic derivation of admissible efficient frontier with borrowing (Q2383119) (← links)
- An axiomatic approach to approximation-consistency of triangular fuzzy reciprocal preference relations (Q2398059) (← links)
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
