Multi-period portfolio selection problem under uncertain environment with bankruptcy constraintBo Li, Kok Lay Teo, Grace Aw et al.|Applied Mathematical Modelling|2017Cited by 82
Uncertain portfolio optimization problem under a minimax risk measureBo Li, Kok Lay Teo, Yufei Sun et al.|Applied Mathematical Modelling|2019Cited by 50
Portfolio optimization in real financial markets with both uncertainty and randomnessBo Li, Kok Lay Teo|Applied Mathematical Modelling|2021Cited by 24
An optimistic value–variance–entropy model of uncertain portfolio optimization problem under different risk preferencesBo Li, Kok Lay Teo, Yadong Shu et al.|Soft Computing|2020Cited by 17
An analytic solution for multi-period uncertain portfolio selection problemBo Li, Kok Lay Teo, Yufei Sun|Fuzzy Optimization and Decision Making|2021Cited by 11