Yun Shi
Yun Shi
Associate Professor, East China Normal University + Shanghai University
Verified email at
Cited by
Cited by
Dynamic trading with reference point adaptation and loss aversion
Y Shi, X Cui, J Yao, D Li
Operations Research 63 (4), 789-806, 2015
Discrete-time behavioral portfolio selection under cumulative prospect theory
Y Shi, X Cui, D Li
Journal of Economic Dynamics and Control 61, 283-302, 2015
Self-coordination in time inconsistent stochastic decision problems: A planner–doer game framework
X Cui, D Li, Y Shi
Journal of Economic Dynamics and Control 75, 91-113, 2017
Time consistent behavioral portfolio policy for dynamic mean–variance formulation
X Cui, X Li, D Li, Y Shi
Journal of the Operational Research Society 68 (12), 1647-1660, 2017
Two-stage no-wait hybrid flowshop scheduling with inter-stage flexibility
W Zhong, Y Shi
Journal of Combinatorial Optimization 35 (1), 108-125, 2018
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
X Cui, J Gao, Y Shi, S Zhu
European Journal of Operational Research 276 (2), 781-789, 2019
Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion
LM Peng, XY Cui, Y Shi
Journal of the Operations Research Society of China 6 (1), 175-188, 2018
Multiperiod mean-CVaR portfolio selection
X Cui, Y Shi
Modelling, Computation and Optimization in Information Systems and …, 2015
Multi-period mean–variance portfolio optimization with management fees
X Cui, J Gao, Y Shi
Operational Research, 1-22, 2019
Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise
W Wu, J Gao, D Li, Y Shi
IEEE Transactions on Automatic Control 64 (5), 1999-2012, 2018
Hydrothermal synthesis of fully crystalline Nd: Lu2O3 nanopowders under a low temperature
D Zhou, YY Ren, Y Shi, JY Xu, GJ Jiang, JJ Xie
Journal of alloys and compounds 504 (2), L36-L38, 2010
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Y Shi, X Li, X Cui
Mathematical Methods of Operations Research 85 (3), 327-347, 2017
Resolving time inconsistency of decision problem with non-expectation operator: from internal conflict to internal harmony by strategy of self-coordination
X Cui, D Li, Y Shi
SocArXiv, 2020
Beta and coskewness pricing: Perspective from probability weighting
Y Shi, X Cui, XY Zhou
Available at SSRN 3579960, 2020
Time Inconsistency and Self-Control Optimization Problems: Progress and Challenges
Y Shi, X Cui
Optimization and Control for Systems in the Big-Data Era, 33-42, 2017
Behavioral Portfolio Models and Their Implications in Investors' Behaviors
Y Shi
Chinese University of Hong Kong, 2013
Alleviating time inconsistent behaviors via a competition scheme
X Cui, Y Shi, L Xu
Naval Research Logistics (NRL) 64 (5), 357-372, 2017
Resolving Time Inconsistency in Financial Decision Problems With Non-Expectation Operator: From Internal Conflict to Internal Harmony by Strategy of Self-Coordination
X Cui, D Li, Y Shi
Available at SSRN 3136877, 2017
Effect of Y 2 O 3, La 2 O 3 and MgO Co-Doping on Densification, Microstructure and Properties of AlON Ceramics
J Zhang, J Lei, Y Shi, J Xie, F Lei, L Zhang
Effect of Y2O3, LA2O3and MgO co-doping on densification, microstructure and properties of AlON ceramics
J Zhang, J Lei, Y Shi, J Xie, F Lei, L Zhang
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