Mei Yu

Orcid: 0000-0001-5115-9837

Affiliations:
  • University of International Business and Economics, School of Finance and Banking, Beijing, China
  • Chinese Academy of Sciences, Academy of Mathematics and Systems Sciences, Institute of Systems Science, Beijing, China


According to our database1, Mei Yu authored at least 10 papers between 2001 and 2017.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Legend:

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In proceedings 
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PhD thesis 
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Links

Online presence:

On csauthors.net:

Bibliography

2017
Properties of Risk Measures of Generalized Entropy in Portfolio Selection.
Entropy, 2017

2015
Pricing credit spread option with Longstaff-Schwartz and GARCH models in Chinese bond market.
J. Syst. Sci. Complex., 2015

A portfolio optimization model based on information entropy and fuzzy time series.
Fuzzy Optim. Decis. Mak., 2015

2013
A Portfolio Optimization Model Based on Information Entropy and Fuzzy Time Series.
Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013

2012
Dynamic optimal portfolio with maximum absolute deviation model.
J. Glob. Optim., 2012

2010
Dynamic portfolio optimization with risk control for absolute deviation model.
Eur. J. Oper. Res., 2010

2009
Dynamic Portfolio Selection with Uncertainty.
Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2009

2005
Optimal Consumption Portfolio and No-Arbitrage with Nonproportional Transaction Costs.
Ann. Oper. Res., 2005

2003
A minimax rule for portfolio selection in frictional markets.
Math. Methods Oper. Res., 2003

2001
On the existence and connectedness of solution sets of vector variational inequalities.
Math. Methods Oper. Res., 2001


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