Concepedia

Mei Yu

MY

9

Publications

212

Citations

9

H-Index

2009

Active since

Affiliations

University of International Business and Economics(Current)

Beijing University of Chemical Technology

Chinese Academy of Sciences

Academy of Mathematics and Systems Science

Mei Yu is an author at University of International Business and Economics specializing in business, asset pricing, and finance.

Top concepts

FinanceBusinessAsset PricingPortfolio OptimizationManagementPortfolio ManagementFinancial EngineeringEconomicsStatisticsFuzzy Logic

Publications per year

2009–2022

9

Publications

9

Dynamic portfolio optimization with risk control for absolute deviation model

Mei Yu, Satoru Takahashi, Hiroshi Inoué et al. · European Journal of Operational Research · 2009 · 64 citations

Mathematical Programming, Portfolio Optimization, Asset Pricing +9

Stock Market Autoregressive Dynamics: A Multinational Comparative Study with Quantile Regression

Lili Li, Shan Leng, Jun Yang et al. · Mathematical Problems in Engineering · 2016 · 36 citations · Full text

Economics, Volatility Modeling, Financial Economics +14

Rare disasters, exchange rates, and macroeconomic policy: Evidence from COVID-19

Hang Zhou, Mei Yu, Jiahui Li et al. · Economics Letters · 2021 · 25 citations · Full text

Economics, External Shock, Macroeconomics +9

A portfolio optimization model based on information entropy and fuzzy time series

Rongxi Zhou, Zebin Yang, Mei Yu et al. · Fuzzy Optimization and Decision Making · 2015 · 22 citations

Fuzzy Logic, Portfolio Optimization, Asset Pricing +11

Properties of Risk Measures of Generalized Entropy in Portfolio Selection

Rongxi Zhou, Xiao Liu, Mei Yu et al. · Entropy · 2017 · 18 citations · Full text

Engineering, Risk Metric, Asset Allocation +19

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