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Insurance claims modulated by a hidden Brownian marked point process
Elliott, Robert J.; Chen, Zhiping; Duan, Qihong - In: Insurance / Mathematics & economics 45 (2009) 2, pp. 163-172
Persistent link: https://www.econbiz.de/10009517585
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Relationship between the benchmark interest rate and a macroeconomic indicator
Duan, Qihong; Wei, Ying; Chen, Zhiping - In: Economic modelling 38 (2014), pp. 220-226
Persistent link: https://www.econbiz.de/10010419122
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New models of trader beliefs and their application for explaining financial bubbles
Chen, Zhiping; Duan, Qihong - In: Economic modelling 28 (2011) 5, pp. 2215-2227
Persistent link: https://www.econbiz.de/10009273484
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Automation of the individualized investing strategy for an investment advisor established by a semi-Markov regime-switching model
Liu, Junrong; Chen, Zhiping; Duan, Qihong - In: Computational economics 63 (2024) 6, pp. 2351-2370
Persistent link: https://www.econbiz.de/10014636746
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The effects of sudden celebrity deaths on the US stock market
Chen, Zhiping - 2011
Persistent link: https://www.econbiz.de/10009302019
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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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Stochastic processes, finance and control : a Festschrift in honor of Robert J. Elliott
Cohen, Samuel N. (ed.); Madan, Dilip B. (ed.);  … - 2012
This title consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering--
Persistent link: https://www.econbiz.de/10012658655
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New DEA performance evaluation indices and their applications in the American fund market
Lin, Ruiyue; Chen, Zhiping - In: Asia Pacific journal of operational research : APJOR 25 (2008) 4, pp. 421-450
Persistent link: https://www.econbiz.de/10003765940
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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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Two-sided coherent risk measures and their application in realistic portfolio optimization
Chen, Zhiping; Wang, Yi - In: Journal of banking & finance 32 (2008) 12, pp. 2667-2673
Persistent link: https://www.econbiz.de/10003796150