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~accessRights:"restricted"
~person:"Chen, Zhiping"
~subject:"Mathematische Optimierung"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
~type_genre:"Sammelwerk"
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Mathematische Optimierung
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10
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5
Dynamic programming
4
Dynamische Optimierung
4
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Chen, Zhiping
Kwon, Roy H.
7
Li, Duan
5
Steuer, Ralph E.
5
Bansal, Saurabh
4
Ching, Wai Ki
4
Forsyth, Peter A.
4
Hassapis, Christis
4
Kim, Jang Ho
4
Kim, Woo Chang
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Lee, Yongjae
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4
Qi, Yue
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3
Barbati, Maria
3
Bernard, Carole
3
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3
Cesarone, Francesco
3
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3
Dang, Duy Minh
3
Delage, Erick
3
Escobar, Marcos
3
Guo, Sini
3
Guéant, Olivier
3
Katsikis, Vasilios N.
3
Keykhaei, Reza
3
Korn, Ralf
3
Lejeune, Miguel A.
3
Li, Shuai
3
Mourtas, Spyridon D.
3
Nasini, Stefano
3
Pachamanova, Dessislava A.
3
Puerto, Justo
3
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3
Sharma, Amita
3
Shen, Siqian
3
Staden, Pieter M. van
3
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IMA journal of management mathematics
2
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Quantitative finance
1
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ECONIS (ZBW)
5
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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 long-term Tier 1 employee pension management with an application to Chinese urban areas
Ji, Bingbing
;
Chen, Zhiping
;
Consigli, Giorgio
;
Yan, Zhe
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1759-1784
Persistent link: https://www.econbiz.de/10013367945
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
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:
5
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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