Yong-Jun Liu

20 papers Journal 20
YearRankTypeTitle / Venue / Authors
2021 J jnl
Fuzzy multi-period portfolio selection model with time-varying loss aversion.
J. Oper. Res. Soc.
Yong-Jun Liu, Weiguo Zhang
2020 J jnl
Hedging the exchange rate risk for international portfolios.
Math. Comput. Simul.
Xing Yu, Wei Guo Zhang, Yong-Jun Liu, Xinxin Wang, Chao Wang
2020 J jnl
Multiperiod Portfolio Performance Evaluation Model Based on Possibility Theory.
IEEE Trans. Fuzzy Syst.
Yong-Jun Liu, Weiguo Zhang, Pankaj Gupta
2020 J jnl
Quasi-closed-form solution and numerical method for currency option with uncertain volatility model.
Soft Comput.
Zhe Li, Yong-Jun Liu, Wei-Guo Zhang
2019 J jnl
A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria.
IEEE Trans. Fuzzy Syst.
Wei Chen, Dandan Li, Yong-Jun Liu
2019 J jnl
Coordination Mechanism for Contract Farming Supply Chain with Government Option Premium Subsidies.
Asia Pac. J. Oper. Res.
Xing Yu, Wei-Guo Zhang, Yong-Jun Liu
2019 J jnl
Flexible time horizon project portfolio optimization with consumption and risk control.
Appl. Soft Comput.
Yong-Jun Liu, Wei-Guo Zhang
2018 J jnl
Fuzzy multi-period portfolio selection model with discounted transaction costs.
Soft Comput.
Yong-Jun Liu, Wei-Guo Zhang, Xue-Jin Zhao
2018 J jnl
Fuzzy portfolio selection model with real features and different decision behaviors.
Fuzzy Optim. Decis. Mak.
Yong-Jun Liu, Wei-Guo Zhang
2018 J jnl
International asset allocation optimization with fuzzy return.
Knowl. Based Syst.
Yong-Jun Liu, Wei-Guo Zhang, Pankaj Gupta
2018 J jnl
Multiperiod Fuzzy Portfolio Selection Optimization Model Based on Possibility Theory.
Int. J. Inf. Technol. Decis. Mak.
Yong-Jun Liu, Wei-Guo Zhang
2018 J jnl
Value-at-risk forecasts by dynamic spatial panel GJR-GARCH model for international stock indices portfolio.
Soft Comput.
Wei-Guo Zhang, Guo-Li Mo, Fang Liu, Yong-Jun Liu
2016 J jnl
Credibilistic multi-period portfolio optimization model with bankruptcy control and affine recourse.
Appl. Soft Comput.
Yong-Jun Liu, Wei-Guo Zhang, Qun Zhang
2016 J jnl
Multi-period cardinality constrained portfolio selection models with interval coefficients.
Ann. Oper. Res.
Yong-Jun Liu, Wei-Guo Zhang, Jun-Bo Wang
2015 J jnl
A multi-period fuzzy portfolio optimization model with minimum transaction lots.
Eur. J. Oper. Res.
Yong-Jun Liu, Wei-Guo Zhang
2014 J jnl
A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control.
Fuzzy Sets Syst.
Wei-Guo Zhang, Yong-Jun Liu, Weijun Xu
2014 J jnl
Credibilitic mean-variance model for multi-period portfolio selection problem with risk control.
OR Spectr.
Wei-Guo Zhang, Yong-Jun Liu
2012 J jnl
A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs.
Eur. J. Oper. Res.
Wei-Guo Zhang, Yong-Jun Liu, Weijun Xu
2012 J jnl
Fuzzy multi-period portfolio selection optimization models using multiple criteria.
Autom.
Yong-Jun Liu, Wei-Guo Zhang, Weijun Xu
2009 J jnl
Ranking L-R fuzzy number based on deviation degree.
Inf. Sci.
Zhong-Xing Wang, Yong-Jun Liu, Zhi-Ping Fan, Bo Feng