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Multi-period investment decision problem based on time consistent generalized convex risk measure and extremum scenarios

Li Yang; Chen, Zhiping; Hu, Qianhui - In: China finance review international 4 (2014) 4, pp. 360-384

Persistent link: https://www.econbiz.de/10011339001

The evolution of competition in innovation resource : a theoretical study based on Lotka-Volterra model

Wei, Tie; Zhu, Zhiwei; Li Yang; Yao, Na - In: Technology analysis & strategic management 30 (2018) 3, pp. 295-310

Persistent link: https://www.econbiz.de/10011808288

Agent-based modeling simulation analysis on the regulation of institutional investor's encroachment behavior in stock market

Li Yang; Liu, Shuo - In: Journal of industrial engineering and management : JIEM 7 (2014) 2, pp. 434-447

Purpose: This study explores the effective regulation of institutional investor's encroachment behavior in stock market. Given the theoretical and practical importance, the present study examines the effect of the self-adaptive regulation strategy (adjusting the regulation factors such as...

Persistent link: https://www.econbiz.de/10011904597

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

Nonlinearly weighted convex risk measure and its application

Chen, Zhiping; Li Yang - In: Journal of banking & finance 35 (2011) 7, pp. 1777-1793

Persistent link: https://www.econbiz.de/10009247606

Postoptimality for mean-risk stochastic mixed-integer programs and its application

Chen, Zhiping; Zhang, Feng; Li Yang - In: Mathematical methods of operations research 74 (2011) 3, pp. 445-465

Persistent link: https://www.econbiz.de/10009405059

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