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Portfolio selection
China
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Chen, Zhiping
22
Liu, Jia
6
Li, Gang
5
Consigli, Giorgio
4
Chen, Bingzheng
3
Chen, Ze
3
Chen, Zhanhui
3
Hu, Qianhui
3
Li, Zongxin
3
Yan, Zhe
3
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2
Dhaene, Jan
2
Edirisinghe, N. C. P.
2
Li Yang
2
Lin, Ruiyue
2
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2
Zhang, X.
2
Zhang, Xiang
2
Zhang, Xiaoke
2
Zhao, Xuankai
2
Antunes, Jorge
1
Chen, Min
1
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1
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1
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1
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1
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1
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1
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1
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Journal of banking & finance
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
IMA journal of management mathematics
3
Insurance / Mathematics & economics
3
Finance research letters
2
OR spectrum : quantitative approaches in management
2
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1
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1
Asia Pacific journal of operational research : APJOR
1
Borsa Istanbul Review
1
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1
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1
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1
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1
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1
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1
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1
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1
International journal of theoretical and applied finance
1
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1
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1
Journal of economic dynamics & control
1
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1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Omega : the international journal of management science
1
Optimal financial decision making under uncertainty
1
Quantitative finance
1
Scandinavian actuarial journal
1
Stochastic optimization: theory and applications
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Technological forecasting & social change : an international journal
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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:
5
Does idiosyncratic volatility proxy for risk exposure?
Chen, Zhanhui
;
Petkova, Ralitsa
- In:
The review of financial studies
25
(
2012
)
9
,
pp. 2745-2787
Persistent link: https://www.econbiz.de/10009630197
Saved in:
6
Multi-period risk measures and optimal investment policies
Chen, Zhiping
;
Consigli, Giorgio
;
Liu, Jia
;
Li, Gang
; …
- In:
Optimal financial decision making under uncertainty
,
(pp. 1-34)
.
2017
Persistent link: https://www.econbiz.de/10011558439
Saved in:
7
Time-consistent investment policies in Markovian markets : a case of mean-variance analysis
Chen, Zhiping
;
Li, Gang
;
Zhao, Yonggan
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 293-316
Persistent link: https://www.econbiz.de/10010424358
Saved in:
8
Fair dynamic valuation of insurance liabilities via convex hedging
Chen, Ze
;
Chen, Bingzheng
;
Dhaene, Jan
;
Yang, Tianyu
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012545257
Saved in:
9
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
Saved in:
10
A mental account-based portfolio selection model with an application for data with smaller dimensions
Li, Zongxin
;
Jiang, Hong
;
Chen, Zhiping
;
Wong, Wing Keung
- In:
Computers & operations research : and their …
144
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013264834
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