Wei Yue
Management Science and Operations Research · with Wang · 2017
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 5 citations into it
Whom Wei Yue trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Wei Yue's perspective
Ordered by how strongly the researchers Wei Yue trusts endorse each paper. Same corpus, a different order for every researcher.
- Different Approaches to Risk Estimation in Portfolio Theory
- Mean-variance-skewness model for portfolio selection with fuzzy returns (European Journal of Operational Research)
- Two-sided coherent risk measures and their application in realistic portfolio optimization
- Portfolio Selection
- Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets
- Expected value of fuzzy variable and fuzzy expected value models (IEEE transactions on fuzzy systems)
- Theory and Practice of Uncertain Programming (Studies in Fuzziness and Soft Computing)
- Conditional Value-at-Risk for General Loss Distributions
- Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk
- Phi-alpha optimal portfolios and Extreme Risk Management