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Search: "Guo, Sini"
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7
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4
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Guo, Sini
7
Ching, Wai Ki
5
Gu, Jia-Wen
4
Li, Xiang
3
Lyu, Benmeng
2
Fok, Christopher H.
1
Jiang, Hui
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Kar, Samarjit
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Wu, Boqian
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Yu, Lean
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European journal of operational research : EJOR
3
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
2
Omega : the international journal of management science
1
Quantitative finance
1
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ECONIS (ZBW)
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1
Adaptive online mean-variance portfolio selection with transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Lyu, Benmeng
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10014551906
Saved in:
2
Robust online portfolio optimization with cash flows
Lyu, Benmeng
;
Wu, Boqian
;
Guo, Sini
;
Gu, Jia-Wen
; …
- In:
Omega : the international journal of management science
129
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015085242
Saved in:
3
Online portfolio selection with state-dependent price estimators and transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Fok, Christopher H.
;
Ching, Wai Ki
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 333-353
Persistent link: https://www.econbiz.de/10014336479
Saved in:
4
Adaptive online portfolio selection with transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Ching, Wai Ki
- In:
European journal of operational research : EJOR
295
(
2021
)
3
,
pp. 1074-1086
Persistent link: https://www.econbiz.de/10012622437
Saved in:
5
On product of positive L-R fuzzy numbers and its application to multi-period portfolio selection problems
Li, Xiang
;
Jiang, Hui
;
Guo, Sini
;
Ching, Wai Ki
- In:
Fuzzy optimization and decision making : a journal of …
19
(
2020
)
1
,
pp. 53-79
Persistent link: https://www.econbiz.de/10012225054
Saved in:
6
Portfolio selection problems with Markowitz's mean-variance framework : a review of literature
Zhang, Yuanyuan
;
Li, Xiang
;
Guo, Sini
- In:
Fuzzy optimization and decision making : a journal of …
17
(
2018
)
2
,
pp. 125-158
Persistent link: https://www.econbiz.de/10012098236
Saved in:
7
Fuzzy multi-period portfolio selection with different investment horizons
Guo, Sini
;
Yu, Lean
;
Li, Xiang
;
Kar, Samarjit
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 1026-1035
Persistent link: https://www.econbiz.de/10011522407
Saved in:
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