Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization. - Manying Bai; Lujie Sun (ESCAPE, 2007)

The CVaR constrained stochastic programming ALM model for defined benefit pension funds. - Manying Bai; Jie Ma (Int. J. Model. Identif. Control., 2009)

A fuzzy control system with application to production planning problems. - Zhongfeng Qin; Manying Bai; Dan A. Ralescu (Inf. Sci., 2011)

Mean-variance model for portfolio optimization with background risk based on uncertainty theory. - Jia Zhai; Manying Bai (Int. J. Gen. Syst., 2018)

Mean-risk model for uncertain portfolio selection with background risk. - Jia Zhai; Manying Bai (J. Comput. Appl. Math., 2018)

Portfolio selection of the defined contribution pension fund with uncertain return and salary: A multi-period mean-variance model. - Yali Liu; Meiying Yang; Jia Zhai; Manying Bai (J. Intell. Fuzzy Syst., 2018)

Multiperiod portfolio selection models under uncertain measure and with multiple criteria. - Jia Zhai; Haitao Zheng; Manying Bai; Yunyun Jiang (J. Intell. Fuzzy Syst., 2021)