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ECONIS (ZBW)
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1
Distributionally robust chance constrained geometric optimization
Liu, Jia
;
Lisser, Abdel
;
Chen, Zhiping
- In:
Mathematics of operations research
47
(
2022
)
4
,
pp. 2950-2988
Persistent link: https://www.econbiz.de/10014311394
Saved in:
2
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
Yan, Zhe
;
Chen, Zhiping
;
Consigli, Giorgio
;
Liu, Jia
; …
- In:
Stochastic optimization: theory and applications
,
(pp. 849-881)
.
2020
Persistent link: https://www.econbiz.de/10012290846
Saved in:
3
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:
4
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:
5
Notoriously hard (mixed-)binary QPs : empirical evidence on new completely positive approaches
Bomze, Immanuel M.
;
Cheng, Jianqiang
;
Dickinson, Peter J. C.
- In:
Computational Management Science : CMS
16
(
2019
)
4
,
pp. 593-619
Persistent link: https://www.econbiz.de/10012126680
Saved in:
6
Quantitative stability of mixed-integer two-stage quadratic stochastic programs
Chen, Zhiping
;
Han, Youpan
- In:
Mathematical methods of operations research
75
(
2012
)
2
,
pp. 149-163
Persistent link: https://www.econbiz.de/10009533448
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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:
10
Quantitative stability of multistage stochastic programs via calm modifications
Jiang, Jie
;
Chen, Zhiping
- In:
Operations research letters
46
(
2018
)
5
,
pp. 543-547
Persistent link: https://www.econbiz.de/10011936703
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