On the existence and connectedness of solution sets of vector variational inequalities. - Mei Yu 002; Shouyang Wang; Wan-Tao Fu; Wei-Sheng Xiao (Math. Methods Oper. Res., 2001)

A minimax rule for portfolio selection in frictional markets. - Shouyang Wang; Yoshitsugu Yamamoto; Mei Yu 002 (Math. Methods Oper. Res., 2003)

Optimal Consumption Portfolio and No-Arbitrage with Nonproportional Transaction Costs. - Xiuli Chao; K. K. Lai; Shouyang Wang; Mei Yu 002 (Ann. Oper. Res., 2005)

Dynamic Portfolio Selection with Uncertainty. - Mei Yu 002; Hiroshi Inoue; Satoru Takahashi; Jianming Shi (Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2009)

Dynamic portfolio optimization with risk control for absolute deviation model. - Mei Yu 002; Satoru Takahashi; Hiroshi Inoue; Shouyang Wang (Eur. J. Oper. Res., 2010)

Dynamic optimal portfolio with maximum absolute deviation model. - Mei Yu 002; Shouyang Wang (J. Glob. Optim., 2012)

A Portfolio Optimization Model Based on Information Entropy and Fuzzy Time Series. - Ze-Bin Yang 001; Rong-Xi Zhou; Qiang Zhang; Mei Yu 002 (BIFE, 2013)

A portfolio optimization model based on information entropy and fuzzy time series. - Rong-Xi Zhou; Ze-Bin Yang 001; Mei Yu 002; Dan A. Ralescu (Fuzzy Optim. Decis. Mak., 2015)

Pricing credit spread option with Longstaff-Schwartz and GARCH models in Chinese bond market. - Rong-Xi Zhou; Sinan Du; Mei Yu 002; Fengmei Yang (J. Syst. Sci. Complex., 2015)

Properties of Risk Measures of Generalized Entropy in Portfolio Selection. - Rong-Xi Zhou; Xiao Liu 017; Mei Yu 002; Kyle Huang (Entropy, 2017)