Qi, Yue; Ye, Taofeng Whether and how manufacturers encroach the market. (English) Zbl 1520.90150 INFOR: Inf. Syst. Oper. Res. 61, No. 3, 287-326 (2023). MSC: 90B50 91A12 PDFBibTeX XMLCite \textit{Y. Qi} and \textit{T. Ye}, INFOR: Inf. Syst. Oper. Res. 61, No. 3, 287--326 (2023; Zbl 1520.90150) Full Text: DOI
Qi, Yue; Liu, Tongyang; Zhang, Su; Zhang, Yu Robust Markowitz: comprehensively maximizing Sharpe ratio by parametric-quadratic programming. (English) Zbl 1524.90240 J. Ind. Manag. Optim. 19, No. 2, 1426-1446 (2023). MSC: 90C20 91G10 PDFBibTeX XMLCite \textit{Y. Qi} et al., J. Ind. Manag. Optim. 19, No. 2, 1426--1446 (2023; Zbl 1524.90240) Full Text: DOI
Qi, Yue Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models. (English) Zbl 1490.91191 Ann. Oper. Res. 311, No. 2, 1203-1227 (2022). MSC: 91G10 90C29 91G30 PDFBibTeX XMLCite \textit{Y. Qi}, Ann. Oper. Res. 311, No. 2, 1203--1227 (2022; Zbl 1490.91191) Full Text: DOI
Qi, Yue; Li, Xiaolin; Zhang, Su Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets. (English) Zbl 1476.90156 J. Ind. Manag. Optim. 17, No. 4, 1531-1556 (2021). MSC: 90B50 90C29 PDFBibTeX XMLCite \textit{Y. Qi} et al., J. Ind. Manag. Optim. 17, No. 4, 1531--1556 (2021; Zbl 1476.90156) Full Text: DOI
Qi, Yue; Zhang, Yushu; Ma, Siyuan Parametrically computing efficient frontiers and reanalyzing efficiency-diversification discrepancies and naive diversification. (English) Zbl 1514.91175 INFOR: Inf. Syst. Oper. Res. 57, No. 3, 430-453 (2019). Reviewer: Pavel Stoynov (Sofia) MSC: 91G10 90C15 90C29 PDFBibTeX XMLCite \textit{Y. Qi} et al., INFOR: Inf. Syst. Oper. Res. 57, No. 3, 430--453 (2019; Zbl 1514.91175) Full Text: DOI
Qi, Yue; Wang, Zhihao; Zhang, Su On analyzing and detecting multiple optima of portfolio optimization. (English) Zbl 1412.90072 J. Ind. Manag. Optim. 14, No. 1, 309-323 (2018). MSC: 90B50 90C29 PDFBibTeX XMLCite \textit{Y. Qi} et al., J. Ind. Manag. Optim. 14, No. 1, 309--323 (2018; Zbl 1412.90072) Full Text: DOI
Qi, Yue On outperforming social-screening-indexing by multiple-objective portfolio selection. (English) Zbl 1416.91359 Ann. Oper. Res. 267, No. 1-2, 493-513 (2018). MSC: 91G10 90C29 PDFBibTeX XMLCite \textit{Y. Qi}, Ann. Oper. Res. 267, No. 1--2, 493--513 (2018; Zbl 1416.91359) Full Text: DOI
Qi, Yue; Steuer, Ralph E.; Wimmer, Maximilian An analytical derivation of the efficient surface in portfolio selection with three criteria. (English) Zbl 1370.90252 Ann. Oper. Res. 251, No. 1-2, 161-177 (2017). MSC: 90C29 91G10 PDFBibTeX XMLCite \textit{Y. Qi} et al., Ann. Oper. Res. 251, No. 1--2, 161--177 (2017; Zbl 1370.90252) Full Text: DOI Link
Qi, Yue On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives. (English) Zbl 1364.91144 CEJOR, Cent. Eur. J. Oper. Res. 25, No. 1, 145-158 (2017). MSC: 91G10 90C29 PDFBibTeX XMLCite \textit{Y. Qi}, CEJOR, Cent. Eur. J. Oper. Res. 25, No. 1, 145--158 (2017; Zbl 1364.91144) Full Text: DOI
Hirschberger, Markus; Steuer, Ralph E.; Utz, Sebastian; Wimmer, Maximilian; Qi, Yue Computing the nondominated surface in tri-criterion portfolio selection. (English) Zbl 1267.90132 Oper. Res. 61, No. 1, 169-183 (2013). MSC: 90C29 91G10 PDFBibTeX XMLCite \textit{M. Hirschberger} et al., Oper. Res. 61, No. 1, 169--183 (2013; Zbl 1267.90132) Full Text: DOI Link
Hirschberger, Markus; Qi, Yue; Steuer, Ralph E. Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming. (English) Zbl 1181.90211 Eur. J. Oper. Res. 204, No. 3, 581-588 (2010). MSC: 90C20 91G10 91G80 PDFBibTeX XMLCite \textit{M. Hirschberger} et al., Eur. J. Oper. Res. 204, No. 3, 581--588 (2010; Zbl 1181.90211) Full Text: DOI
Qi, Yue; Hirschberger, Markus; Steuer, Ralph E. Dotted representations of mean-variance efficient frontiers and their computation. (English) Zbl 07683531 INFOR 47, No. 1, 15-21 (2009). MSC: 90-XX PDFBibTeX XMLCite \textit{Y. Qi} et al., INFOR 47, No. 1, 15--21 (2009; Zbl 07683531) Full Text: DOI
Steuer, Ralph E.; Qi, Yue; Hirschberger, Markus Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection. (English) Zbl 1132.91480 Ann. Oper. Res. 152, 297-317 (2007). MSC: 91G10 90C29 PDFBibTeX XMLCite \textit{R. E. Steuer} et al., Ann. Oper. Res. 152, 297--317 (2007; Zbl 1132.91480) Full Text: DOI
Steuer, Ralph E.; Qi, Yue Computational investigations evidencing multiple objectives in portfolio optimization. (English) Zbl 1165.90522 Tanino, Tetsuzo (ed.) et al., Multi-objective programming and goal-programming. Theory and applications. Proceeedings of the conference MOPGP’02, Nara, Japan, June 4–7, 2002. Berlin: Springer (ISBN 3-540-00653-2/pbk). Advances in Soft Computing, 35-44 (2003). MSC: 90B50 91G10 PDFBibTeX XMLCite \textit{R. E. Steuer} and \textit{Y. Qi}, in: Multi-objective programming and goal-programming. Theory and applications. Proceeedings of the conference MOPGP'02, Nara, Japan, June 4--7, 2002. Berlin: Springer. 35--44 (2003; Zbl 1165.90522)