Yong-Jun Liu

Publication Activity (10 Years)

Years Active: 2009-2021
Publications (10 Years): 15

Top Topics

Portfolio Optimization

Portfolio Selection

Transaction Costs

Possibility Theory

Top Venues

Eur. J. Oper. Res.

IEEE Trans. Fuzzy Syst.

Appl. Soft Comput.

Publications

Yong-Jun Liu, Wei-Guo Zhang
Fuzzy multi-period portfolio selection model with time-varying loss aversion. J. Oper. Res. Soc. 72 (4) (2021)
Xing Yu, Wei Guo Zhang, Yong-Jun Liu, Xinxin Wang, Chao Wang
Hedging the exchange rate risk for international portfolios. Math. Comput. Simul. 173 (2020)
Yong-Jun Liu, Weiguo Zhang, Pankaj Gupta
Multiperiod Portfolio Performance Evaluation Model Based on Possibility Theory. IEEE Trans. Fuzzy Syst. 28 (12) (2020)
Zhe Li, Yong-Jun Liu, Wei-Guo Zhang
Quasi-closed-form solution and numerical method for currency option with uncertain volatility model. Soft Comput. 24 (19) (2020)
Yong-Jun Liu, Wei-Guo Zhang
Flexible time horizon project portfolio optimization with consumption and risk control. Appl. Soft Comput. 76 (2019)
Wei Chen, Dandan Li, Yong-Jun Liu
A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria. IEEE Trans. Fuzzy Syst. 27 (5) (2019)
Xing Yu, Wei-Guo Zhang, Yong-Jun Liu
Coordination Mechanism for Contract Farming Supply Chain with Government Option Premium Subsidies. Asia Pac. J. Oper. Res. 36 (5) (2019)
Yong-Jun Liu, Wei-Guo Zhang, Pankaj Gupta
International asset allocation optimization with fuzzy return. Knowl. Based Syst. 139 (2018)
Yong-Jun Liu, Wei-Guo Zhang
Fuzzy portfolio selection model with real features and different decision behaviors. Fuzzy Optim. Decis. Mak. 17 (3) (2018)
Yong-Jun Liu, Wei-Guo Zhang
Multiperiod Fuzzy Portfolio Selection Optimization Model Based on Possibility Theory. Int. J. Inf. Technol. Decis. Mak. 17 (3) (2018)
Wei-Guo Zhang, Guo-Li Mo, Fang Liu, Yong-Jun Liu
Value-at-risk forecasts by dynamic spatial panel GJR-GARCH model for international stock indices portfolio. Soft Comput. 22 (16) (2018)
Yong-Jun Liu, Wei-Guo Zhang, Xue-Jin Zhao
Fuzzy multi-period portfolio selection model with discounted transaction costs. Soft Comput. 22 (1) (2018)
Yong-Jun Liu, Wei-Guo Zhang, Qun Zhang
Credibilistic multi-period portfolio optimization model with bankruptcy control and affine recourse. Appl. Soft Comput. 38 (2016)
Yong-Jun Liu, Wei-Guo Zhang, Jun-Bo Wang
Multi-period cardinality constrained portfolio selection models with interval coefficients. Ann. Oper. Res. 244 (2) (2016)
Yong-Jun Liu, Wei-Guo Zhang
A multi-period fuzzy portfolio optimization model with minimum transaction lots. Eur. J. Oper. Res. 242 (3) (2015)
Wei-Guo Zhang, Yong-Jun Liu
Credibilitic mean-variance model for multi-period portfolio selection problem with risk control. OR Spectr. 36 (1) (2014)
Wei-Guo Zhang, Yong-Jun Liu, Weijun Xu
A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control. Fuzzy Sets Syst. 246 (2014)
Yong-Jun Liu, Wei-Guo Zhang, Weijun Xu
Fuzzy multi-period portfolio selection optimization models using multiple criteria. Autom. 48 (12) (2012)
Wei-Guo Zhang, Yong-Jun Liu, Weijun Xu
A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs. Eur. J. Oper. Res. 222 (2) (2012)
Zhong-Xing Wang, Yong-Jun Liu, Zhi-Ping Fan, Bo Feng
Ranking L-R fuzzy number based on deviation degree. Inf. Sci. 179 (13) (2009)