Wen-Yi Lee

According to our database, Wen-Yi Lee authored at least 7 papers between 2011 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

A gain-loss portfolio model with a relative robust method.

Jing-Rung Yu, Chen Chang, Wen-Yi Lee, Donald Lien

J. Supercomput., December, 2025

2023

An omega portfolio model with dynamic return thresholds.

Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee

Int. Trans. Oper. Res., 2023

2019

Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models.

Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Tsao-Yuan Chuang

Comput. Oper. Res., 2019

2017

Does entropy model with return forecasting enhance portfolio performance?

Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Kai-Cheng Yu

Comput. Ind. Eng., 2017

2014

Diversified portfolios with different entropy measures.

Jing-Rung Yu, Wen-Yi Lee, Wan-Jiun Paul Chiou

Appl. Math. Comput., 2014

2011

Portfolio rebalancing model using multiple criteria.

Jing-Rung Yu, Wen-Yi Lee

Eur. J. Oper. Res., 2011

Electronic trombone: an interactive tool to promote musical learning and performance creativity.

Mu-Chun Su, Wen-Yi Lee, Sherry Y. Chen

Proceedings of the 10th International Conference on Virtual Reality Continuum and its Applications in Industry, 2011