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Disambiguation of "Yu, Jing-Rung"

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A linearized value-at-risk model with transaction costs and short selling.

, , and . European Journal of Operational Research, 247 (3): 872-878 (2015)

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Wei Yu University of Stuttgart

Dr. Xinxin Jing University of Stuttgart

Dr. -Ing. Jing Zhang University of Stuttgart

Jing Song University of Stuttgart

Yiwen Yuan University of Stuttgart

 

Other publications of authors with the same name

Portfolio rebalancing model using multiple criteria., and . European Journal of Operational Research, 209 (2): 166-175 (2011)A linearized value-at-risk model with transaction costs and short selling., , and . European Journal of Operational Research, 247 (3): 872-878 (2015)Fuzzy analytic hierarchy process and analytic network process: An integrated fuzzy logarithmic preference programming., and . Appl. Soft Comput., 13 (4): 1792-1799 (2013)A general piecewise necessity regression analysis based on linear programming., , and . Fuzzy Sets and Systems, 105 (3): 429-436 (1999)A Fuzzy Multiple Objective Programming To Dea With Imprecise Data., , , , and . International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 12 (5): 591-600 (2004)Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models., , , and . Computers & OR, (2019)An integrated approach for deriving priorities in analytic network process., and . European Journal of Operational Research, 180 (3): 1427-1432 (2007)Comparison of innovation diffusion models: A case study on the DRAM industry., , , and . FUZZ-IEEE, page 1-7. IEEE, (2012)A piecewise regression analysis with automatic change-point detection., and . Intell. Data Anal., 3 (1): 75-85 (1999)Piecewise regression for fuzzy input-output data with automatic change-point detection by quadratic programming., and . Appl. Soft Comput., 10 (1): 111-118 (2010)