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~accessRights:"restricted"
~person:"Chen, Zhiping"
~person:"Vanduffel, Steven"
~subject:"Expected utility"
~subject:"Theorie"
~subject:"World"
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Chen, Zhiping
Vanduffel, Steven
Fabozzi, Frank J.
25
Escobar, Marcos
24
Zaremba, Adam
17
Wang, Ruodu
16
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14
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14
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13
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12
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11
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11
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11
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11
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11
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11
Soner, Halil Mete
11
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11
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10
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10
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10
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10
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10
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10
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9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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3
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3
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2
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2
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1
Decisions in economics and finance : a journal of applied mathematics
1
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1
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1
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1
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1
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1
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1
Robust distortion risk measures
Bernard, Carole
;
Pesenti, Silvana M.
;
Vanduffel, Steven
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 774-818
Persistent link: https://www.econbiz.de/10014565274
Saved in:
2
The cost of delay as risk measure in target-based multi-period portfolio selection models
Liu, Jia
;
Chen, Zhiping
;
Consigli, Giorgio
- In:
IMA journal of management mathematics
35
(
2024
)
3
,
pp. 345-377
Persistent link: https://www.econbiz.de/10014634191
Saved in:
3
Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework
Yang, Peng
;
Chen, Zhiping
- In:
IMA journal of management mathematics
34
(
2023
)
4
,
pp. 661-694
Persistent link: https://www.econbiz.de/10014389017
Saved in:
4
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
5
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
6
On the construction of optimal payoffs
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10012285394
Saved in:
7
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
Yan, Zhe
;
Chen, Zhiping
;
Consigli, Giorgio
;
Liu, Jia
; …
- In:
Stochastic optimization: theory and applications
,
(pp. 849-881)
.
2020
Persistent link: https://www.econbiz.de/10012290846
Saved in:
8
Portfolio selection through Maslow's need hierarchy theory
Li, Zongxin
;
Chen, Zhiping
;
Hui, Yongchang
- In:
Applied economics
51
(
2019
)
4
,
pp. 364-372
Persistent link: https://www.econbiz.de/10012160546
Saved in:
9
A new efficiency test for ranking investments : application to hedge fund performance
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
Economics letters
181
(
2019
),
pp. 203-207
Persistent link: https://www.econbiz.de/10012121794
Saved in:
10
Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping
;
Wang, Liyuan
;
Chen, Ping
;
Yao, Haixiang
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
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