Wen-Yi Lee

According to our database1, Wen-Yi Lee authored at least 6 papers between 2011 and 2023.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2023
An omega portfolio model with dynamic return thresholds.
Int. Trans. Oper. Res., 2023

2019
Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models.
Comput. Oper. Res., 2019

2017
Does entropy model with return forecasting enhance portfolio performance?
Comput. Ind. Eng., 2017

2014
Diversified portfolios with different entropy measures.
Appl. Math. Comput., 2014

2011
Portfolio rebalancing model using multiple criteria.
Eur. J. Oper. Res., 2011

Electronic trombone: an interactive tool to promote musical learning and performance creativity.
Proceedings of the 10th International Conference on Virtual Reality Continuum and its Applications in Industry, 2011


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