Portfolio rebalancing model using multiple criteria JR Yu, WY Lee European Journal of Operational Research 209 (2), 166-175, 2011 | 121 | 2011 |
A decision framework for supplier rating and purchase allocation: A case in the semiconductor industry JR Yu, CC Tsai Computers & Industrial Engineering 55 (3), 634-646, 2008 | 106 | 2008 |
Diversified portfolios with different entropy measures JR Yu, WY Lee, WJP Chiou Applied Mathematics and Computation 241, 47-63, 2014 | 87 | 2014 |
FIUT: A new method for mining frequent itemsets YJ Tsay, TJ Hsu, JR Yu Information Sciences 179 (11), 1724-1737, 2009 | 72 | 2009 |
General fuzzy piecewise regression analysis with automatic change-point detection JR Yu, GH Tzeng, HL Li Fuzzy sets and systems 119 (2), 247-257, 2001 | 66 | 2001 |
An integrated approach for deriving priorities in analytic network process JR Yu, SJ Cheng European Journal of Operational Research 180 (3), 1427-1432, 2007 | 56 | 2007 |
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 | 51 | 2020 |
Solving the fuzzy shortest path problem by using a linear multiple objective programming JR Yu, TH Wei Journal of the Chinese Institute of Industrial Engineers 24 (5), 360-365, 2007 | 38 | 2007 |
A general piecewise necessity regression analysis based on linear programming JR Yu, GH Tzeng, HL Li Fuzzy Sets and Systems 105 (3), 429-436, 1999 | 29 | 1999 |
A fuzzy multiple objective programming to DEA with imprecise data JR Yu, YC Tzeng, GH Tzeng, TY Yu, HJ Sheu International journal of uncertainty, fuzziness and knowledge-based systems …, 2004 | 28 | 2004 |
Fuzzy analytic hierarchy process and analytic network process: An integrated fuzzy logarithmic preference programming JR Yu, WY Shing Applied Soft Computing 13 (4), 1792-1799, 2013 | 24 | 2013 |
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 | 21 | 2019 |
A piecewise regression analysis with automatic change-point detection HL Li, JR Yu Intelligent Data Analysis 3 (1), 75-85, 1999 | 21 | 1999 |
Incorporating transaction costs, weighting management, and floating required return in robust portfolios JR Yu, WJP Chiou, RT Liu Computers & Industrial Engineering 109, 48-58, 2017 | 19 | 2017 |
Piecewise regression for fuzzy input–output data with automatic change-point detection by quadratic programming JR Yu, CW Lee Applied Soft Computing 10 (1), 111-118, 2010 | 18 | 2010 |
Fuzzy piecewise logistic growth model for innovation diffusion: A case study of the TV industry JR Yu, FM Tseng International Journal of Fuzzy Systems 18 (3), 511-522, 2016 | 16 | 2016 |
A Multiplicative Approach to Derive Weights in the Interval Analytic Hierarchy Process. JR Yu, YW Hsiao, HJ Sheu International Journal of Fuzzy Systems 13 (3), 2011 | 15 | 2011 |
Does entropy model with return forecasting enhance portfolio performance? JR Yu, WJP Chiou, WY Lee, KC Yu Computers & Industrial Engineering 114, 175-182, 2017 | 14 | 2017 |
A linearized value-at-risk model with transaction costs and short selling JR Yu, WJP Chiou, DR Mu European Journal of Operational Research 247 (3), 872-878, 2015 | 14 | 2015 |
Fuzzy multiple objective programming in an interval piecewise regression model JR Yu, GH Tzeng International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems …, 2009 | 11 | 2009 |