| Portfolio rebalancing model using multiple criteria JR Yu, WY Lee European Journal of Operational Research 209 (2), 166-175, 2011 | 114 | 2011 |
| Diversified portfolios with different entropy measures JR Yu, WY Lee, WJP Chiou Applied Mathematics and Computation 241, 47-63, 2014 | 79 | 2014 |
| Portfolio models with return forecasting and transaction costs JR Yu, WJP Chiou, WY Lee, SJ Lin International Review of Economics & Finance 66, 118-130, 2020 | 38 | 2020 |
| Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models JR Yu, WJP Chiou, WY Lee, TY Chuang Computers & Operations Research 104, 239-255, 2019 | 22 | 2019 |
| Does entropy model with return forecasting enhance portfolio performance? JR Yu, WJP Chiou, WY Lee, KC Yu Computers & Industrial Engineering 114, 175-182, 2017 | 12 | 2017 |
| An omega portfolio model with dynamic return thresholds JR Yu, WJP Chiou, WY Lee International Transactions in Operational Research 30 (5), 2528-2545, 2023 | 2 | 2023 |
| Modeling transaction costs and skewness in portfolio: Application of fuzzy approach JR Yu, WJP Chiou, WY Chang, WY Lee 2013 International Conference on Fuzzy Theory and Its Applications (iFUZZY …, 2013 | 1 | 2013 |
| Extending the Omega model with momentum and reversal strategies to intraday trading JR Yu, CH Wei, CJ Lai, WY Lee Plos one 18 (9), e0291119, 2023 | | 2023 |
