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IMA journal of management mathematics
International journal of theoretical and applied finance
14
Energy economics
13
Journal of economic dynamics & control
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OR spectrum : quantitative approaches in management
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1
Time consistency and time consistent generalized convex multistage risk measures
Li Yang
;
Chen, Zhiping
;
Zhang, Feng
- In:
IMA journal of management mathematics
27
(
2016
)
3
,
pp. 419-437
Persistent link: https://www.econbiz.de/10011593272
Saved in:
2
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:
3
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:
4
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:
5
Markovian regime-switching market completion using additional Markov jump assets
Zhang, Xin
;
Elliott, Robert J.
;
Siu, Tak Kuen
;
Guo, Junyi
- In:
IMA journal of management mathematics
23
(
2012
)
3
,
pp. 283-305
Persistent link: https://www.econbiz.de/10009572468
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