Mei Yu

Orcid: 0000-0001-5115-9837

Affiliations:

University of International Business and Economics, School of Finance and Banking, Beijing, China

According to our database¹, Mei Yu authored at least 5 papers between 2012 and 2017.

Collaborative distances:

Dijkstra number² of four.
Erdős number³ of four.

Timeline

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Bibliography

2017

Properties of Risk Measures of Generalized Entropy in Portfolio Selection.

[BibT_eX]

[DOI]

Entropy, 2017

2015

Pricing credit spread option with Longstaff-Schwartz and GARCH models in Chinese bond market.

[BibT_eX]

[DOI]

J. Syst. Sci. Complex., 2015

A portfolio optimization model based on information entropy and fuzzy time series.

[BibT_eX]

[DOI]

Fuzzy Optim. Decis. Mak., 2015

2013

A Portfolio Optimization Model Based on Information Entropy and Fuzzy Time Series.

[BibT_eX]

[DOI]

Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013

2012

Dynamic optimal portfolio with maximum absolute deviation model.

[BibT_eX]

[DOI]

Mei Yu

Shouyang Wang

J. Glob. Optim., 2012

Mei Yu

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Bibliography

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