Yongjun Liu

Orcid: 0000-0002-1728-480X

Affiliations:
  • South China University of Technology, School of Business Administration, Guangzhou, China


According to our database1, Yongjun Liu authored at least 22 papers between 2009 and 2022.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2022
On three perspectives for deriving three-way decision with linguistic intuitionistic fuzzy information.
Inf. Sci., 2022

2021
Fuzzy multi-period portfolio selection model with time-varying loss aversion.
J. Oper. Res. Soc., 2021

2020
Multiperiod Portfolio Performance Evaluation Model Based on Possibility Theory.
IEEE Trans. Fuzzy Syst., 2020

Quasi-closed-form solution and numerical method for currency option with uncertain volatility model.
Soft Comput., 2020

Hedging the exchange rate risk for international portfolios.
Math. Comput. Simul., 2020

2019
A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria.
IEEE Trans. Fuzzy Syst., 2019

Flexible time horizon project portfolio optimization with consumption and risk control.
Appl. Soft Comput., 2019

Coordination Mechanism for Contract Farming Supply Chain with Government Option Premium Subsidies.
Asia Pac. J. Oper. Res., 2019

2018
Value-at-risk forecasts by dynamic spatial panel GJR-GARCH model for international stock indices portfolio.
Soft Comput., 2018

Fuzzy multi-period portfolio selection model with discounted transaction costs.
Soft Comput., 2018

International asset allocation optimization with fuzzy return.
Knowl. Based Syst., 2018

Trade and currency options hedging model.
J. Comput. Appl. Math., 2018

Multiperiod Fuzzy Portfolio Selection Optimization Model Based on Possibility Theory.
Int. J. Inf. Technol. Decis. Mak., 2018

Fuzzy portfolio selection model with real features and different decision behaviors.
Fuzzy Optim. Decis. Mak., 2018

2016
Credibilistic multi-period portfolio optimization model with bankruptcy control and affine recourse.
Appl. Soft Comput., 2016

Multi-period cardinality constrained portfolio selection models with interval coefficients.
Ann. Oper. Res., 2016

2015
A multi-period fuzzy portfolio optimization model with minimum transaction lots.
Eur. J. Oper. Res., 2015

2014
Credibilitic mean-variance model for multi-period portfolio selection problem with risk control.
OR Spectr., 2014

A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control.
Fuzzy Sets Syst., 2014

2012
A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs.
Eur. J. Oper. Res., 2012

Fuzzy multi-period portfolio selection optimization models using multiple criteria.
Autom., 2012

2009
Ranking L-R fuzzy number based on deviation degree.
Inf. Sci., 2009


  Loading...