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Dynamic portfolio optimization under multi-factor model in stochastic markets
Chen, Zhiping; Song, Zhenxia - In: OR spectrum : quantitative approaches in management 34 (2012) 4, pp. 885-919
Persistent link: https://www.econbiz.de/10009631523
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Tail nonlinearly transformed risk measure and its application
Chen, Zhiping; Li Yang; Xu, Daobao; Hu, Qianhui - In: OR spectrum : quantitative approaches in management 34 (2012) 4, pp. 817-860
Persistent link: https://www.econbiz.de/10009631526
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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
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Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and CVaR-based risk control
Chen, Zhiping - In: OR spectrum : quantitative approaches in management 27 (2005) 4, pp. 603-632
Persistent link: https://www.econbiz.de/10003025394
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Mutual fund performance evaluation using data envelopment analysis with new risk measures
Chen, Zhiping; Lin, Ruiyue - In: OR spectrum : quantitative approaches in management 28 (2006) 3, pp. 375-398
Persistent link: https://www.econbiz.de/10003343640
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Mutual fund performance evaluation using data envelopment analysis with new risk measures
Chen, Zhiping; Lin, Ruiyue - In: OR spectrum : quantitative approaches in management 28 (2006) 3, pp. 375-398
Persistent link: https://www.econbiz.de/10007280921
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Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and CVaR-based risk control
Chen, Zhiping - In: OR spectrum : quantitative approaches in management 27 (2005) 4, pp. 603-632
Persistent link: https://www.econbiz.de/10006812830
Cover Image
Tail nonlinearly transformed risk measure and its application
Chen, Zhiping; Yang, Li; Xu, Daobao; Hu, Qianhui - In: OR spectrum : quantitative approaches in management 34 (2012) 4, pp. 817-861
Persistent link: https://www.econbiz.de/10010023502
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Dynamic portfolio optimization under multi-factor model in stochastic markets
Chen, Zhiping; Song, Zhenxia - In: OR spectrum : quantitative approaches in management 34 (2012) 4, pp. 885-920
Persistent link: https://www.econbiz.de/10010023504