Dynamic trading with reference point adaptation and loss aversion Y Shi, X Cui, J Yao, D Li Operations Research 63 (4), 789-806, 2015 | 54 | 2015 |
Discrete-time behavioral portfolio selection under cumulative prospect theory Y Shi, X Cui, D Li Journal of Economic Dynamics and Control 61, 283-302, 2015 | 46 | 2015 |
Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection X Cui, J Gao, Y Shi, S Zhu European Journal of Operational Research 276 (2), 781-789, 2019 | 31 | 2019 |
Time consistent behavioral portfolio policy for dynamic mean–variance formulation X Cui, X Li, D Li, Y Shi Journal of the Operational Research Society 68, 1647-1660, 2017 | 23 | 2017 |
Two-stage no-wait hybrid flowshop scheduling with inter-stage flexibility W Zhong, Y Shi Journal of Combinatorial Optimization 35, 108-125, 2018 | 22 | 2018 |
Self-coordination in time inconsistent stochastic decision problems: A planner–doer game framework X Cui, D Li, Y Shi Journal of Economic Dynamics and Control 75, 91-113, 2017 | 21 | 2017 |
Explicit solution for constrained scalar-state stochastic linear-quadratic control with multiplicative noise W Wu, J Gao, D Li, Y Shi IEEE Transactions on Automatic Control 64 (5), 1999-2012, 2018 | 14 | 2018 |
Multi-period mean–variance portfolio optimization with management fees X Cui, J Gao, Y Shi Operational Research 21 (2), 1333-1354, 2021 | 11 | 2021 |
Work more tomorrow: Resolving present bias in project management Y Shi, NG Hall, X Cui Operations Research 71 (1), 314-340, 2023 | 9 | 2023 |
Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion LM Peng, XY Cui, Y Shi Journal of the Operations Research Society of China 6, 175-188, 2018 | 9 | 2018 |
Survey on multi-period mean–variance portfolio selection model XY Cui, JJ Gao, X Li, Y Shi Journal of the Operations Research Society of China 10 (3), 599-622, 2022 | 7 | 2022 |
Beta and coskewness pricing: Perspective from probability weighting Y Shi, X Cui, XY Zhou Operations Research 71 (2), 776-790, 2023 | 6 | 2023 |
Multiperiod mean-CVaR portfolio selection X Cui, Y Shi Modelling, Computation and Optimization in Information Systems and …, 2015 | 5 | 2015 |
Better than pre-committed optimal mean-variance policy in a jump diffusion market Y Shi, X Li, X Cui Mathematical Methods of Operations Research 85, 327-347, 2017 | 4 | 2017 |
Decision making under cumulative prospect theory: An alternating direction method of multipliers X Cui, R Jiang, Y Shi, Y Yan arXiv preprint arXiv:2210.02626, 2022 | 3 | 2022 |
Effect of Y 2 O 3, LA 2 O 3 and MgO co-doping on densification, microstructure and properties of AlON ceramics J Zhang, J Lei, Y Shi, J Xie, F Lei, L Zhang J. Ceram. Sci. Technol 8, 177-182, 2017 | 3 | 2017 |
Effect of Carbon Sources on Synthesis of AlON Pow der and Fabrication of T ransparent Ceramics 雷景轩, 施鹰, 谢建军, 石坚波, 邬浩, 赵中坚, 胡伟 材料工程 8, 37-42, 2015 | 3 | 2015 |
Hydrothermal synthesis of fully crystalline Nd: Lu2O3 nanopowders under a low temperature D Zhou, YY Ren, Y Shi, JY Xu, GJ Jiang, JJ Xie Journal of alloys and compounds 504 (2), L36-L38, 2010 | 3 | 2010 |
Timing prediction error volatility and dynamic asset allocation Y Shi Journal of Systems Science and Systems Engineering 31 (1), 111-130, 2022 | 2 | 2022 |
Behavioral Portfolio Models and Their Implications in Investors' Behaviors Y Shi Chinese University of Hong Kong, 2013 | 2 | 2013 |