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~accessRights:"restricted"
~person:"Chen, Zhiping"
~person:"Wang, Ruodu"
~subject:"Theorie"
~subject:"World"
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Search: subject:"Portfolio-Management"
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26
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19
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16
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16
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14
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Chen, Zhiping
Wang, Ruodu
Fabozzi, Frank J.
25
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22
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16
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14
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14
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13
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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
Dai, Min
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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8
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8
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8
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8
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8
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8
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8
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8
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1
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1
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11
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:
12
Characterizing optimal allocations in quantile-based risk sharing
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 288-300
Persistent link: https://www.econbiz.de/10012294136
Saved in:
13
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:
14
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
Saved in:
15
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching
Liu, Jia
;
Chen, Zhiping
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 373-385
Persistent link: https://www.econbiz.de/10011813114
Saved in:
16
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Operations research
66
(
2018
)
4
,
pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
Saved in:
17
Asymptotic equivalence of risk measures under dependence uncertainty
Cai, Jun
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 29-49
Persistent link: https://www.econbiz.de/10011969153
Saved in:
18
Dynamic network DEA approach with diversification to multi-period performance evaluation of funds
Lin, Ruiyue
;
Chen, Zhiping
;
Hu, Qianhui
;
Li, Zongxin
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
3
,
pp. 821-860
Persistent link: https://www.econbiz.de/10011707238
Saved in:
19
Gini-type measures of risk and variability : gini shortfall, capital allocations, and heavy-tailed risks
Furman, Edward
;
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Journal of banking & finance
83
(
2017
),
pp. 70-84
Persistent link: https://www.econbiz.de/10011816823
Saved in:
20
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
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