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~accessRights:"restricted"
~person:"Chen, Zhiping"
~subject:"Directional distance function"
~subject:"Risiko"
~subject:"Theorie"
~subject:"Theory"
~subject:"World"
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Directional distance function
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Portfolio selection
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12
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6
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6
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5
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Chen, Zhiping
Fabozzi, Frank J.
29
Escobar, Marcos
23
Zaremba, Adam
21
Wang, Ruodu
16
Forsyth, Peter A.
14
Uppal, Raman
14
Wong, Wing Keung
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Prigent, Jean-Luc
13
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12
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12
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12
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12
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12
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11
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11
Kwon, Roy H.
11
Lee, Cheng F.
11
Li, Duan
11
Soner, Halil Mete
11
Capponi, Agostino
10
Chen, An
10
Dai, Zhifeng
10
Jang, Bong-Gyu
10
Kang, Sang Hoon
10
Satchell, Stephen
10
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10
Bouri, Elie
9
Dai, Min
9
Engle, Robert F.
9
Guan, Guohui
9
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9
Kim, Woo Chang
9
Ledoit, Olivier
9
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9
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9
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IMA journal of management mathematics
3
Applied economics
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
OR spectrum : quantitative approaches in management
1
Stochastic optimization: theory and applications
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Composite time-consistent multi-period risk measure and its application in optimal portfolio selection
Chen, Zhiping
;
Liu, Jia
;
Li, Gang
;
Yan, Zhe
- In:
Top : transactions in operations research
24
(
2016
)
3
,
pp. 515-540
Persistent link: https://www.econbiz.de/10011671484
Saved in:
10
Optimal policy for a time consistent mean-variance model with regime switching
Li, Gang
;
Chen, Zhiping
;
Liu, Jia
- In:
IMA journal of management mathematics
27
(
2016
)
2
,
pp. 211-234
Persistent link: https://www.econbiz.de/10011567026
Saved in:
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