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Yun Shi
Yun Shi
Associate Professor, East China Normal University + Shanghai University
Verified email at fem.ecnu.edu.cn
Title
Cited by
Cited by
Year
Dynamic trading with reference point adaptation and loss aversion
Y Shi, X Cui, J Yao, D Li
Operations Research 63 (4), 789-806, 2015
512015
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
442015
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
312019
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, 1647-1660, 2017
232017
Two-stage no-wait hybrid flowshop scheduling with inter-stage flexibility
W Zhong, Y Shi
Journal of Combinatorial Optimization 35, 108-125, 2018
212018
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
212017
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
122018
Multi-period mean–variance portfolio optimization with management fees
X Cui, J Gao, Y Shi
Operational Research 21 (2), 1333-1354, 2021
112021
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, 175-188, 2018
92018
Work more tomorrow: Resolving present bias in project management
Y Shi, NG Hall, X Cui
Operations Research 71 (1), 314-340, 2023
82023
Survey on multi-period mean–variance portfolio selection model
XY Cui, JJ Gao, X Li, Y Shi
Journal of the Operations Research Society of China 10 (3), 599-622, 2022
72022
Multiperiod mean-CVaR portfolio selection
X Cui, Y Shi
Modelling, Computation and Optimization in Information Systems and …, 2015
52015
Beta and coskewness pricing: Perspective from probability weighting
Y Shi, X Cui, XY Zhou
Operations Research 71 (2), 776-790, 2023
42023
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, 327-347, 2017
42017
Decision making under cumulative prospect theory: An alternating direction method of multipliers
X Cui, R Jiang, Y Shi, Y Yan
arXiv preprint arXiv:2210.02626, 2022
32022
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
J. Ceram. Sci. Technol 8, 177-182, 2017
32017
Effect of Carbon Sources on Synthesis of AlON Pow der and Fabrication of T ransparent Ceramics
雷景轩, 施鹰, 谢建军, 石坚波, 邬浩, 赵中坚, 胡伟
材料工程 8, 37-42, 2015
32015
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
32010
Timing prediction error volatility and dynamic asset allocation
Y Shi
Journal of Systems Science and Systems Engineering 31 (1), 111-130, 2022
22022
Behavioral Portfolio Models and Their Implications in Investors' Behaviors
Y Shi
Chinese University of Hong Kong, 2013
22013
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