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Risiko
China
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Chen, Zhiping
8
Chen, Zhanhui
5
Zhang, Xiang
4
Chen, Zhonglu
3
Li Yang
3
Liu, Jia
3
Dan, Bin
2
Hu, Qianhui
2
Liang, Chao
2
Zhang, Xiaoge
2
Zhang, Xiaoru
2
Zhang, Xiaoyu
2
Zhang, Xingfang
2
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2
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2
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2
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2
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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
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1
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1
Dong, Xuebing
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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Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
IMA journal of management mathematics
3
Energy economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
2
Applied economics
1
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
1
China finance review international
1
Economic modelling
1
European journal of operational research : EJOR
1
Future Business Journal
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
Insurance / Mathematics & economics
1
Insurance : mathematics and economics
1
International journal of finance & economics : IJFE
1
International journal of production research
1
International review of economics & finance : IREF
1
Journal of economic behavior & organization : JEBO
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1
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Journal of international money and finance
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1
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1
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ECONIS (ZBW)
43
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1
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:
2
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:
3
Forecasting crude oil volatility with uncertainty indicators : new evidence
Li, Xiafei
;
Liang, Chao
;
Chen, Zhonglu
;
Umar, Muhammad
- In:
Energy economics
108
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013203032
Saved in:
4
Economic policy uncertainty and stock market returns : new evidence
Xu, Yongan
;
Wang, Jianqiong
;
Chen, Zhonglu
;
Liang, Chao
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013187655
Saved in:
5
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
Saved in:
6
Composite time-consistent multi-period risk measure and its application in optimal portfolio selection
Chen, Zhiping
;
Liu, Jia
;
Li, Gang
;
Yan, Zhe
- In:
Top : transactions in operations research
24
(
2016
)
3
,
pp. 515-540
Persistent link: https://www.econbiz.de/10011671484
Saved in:
7
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
Saved in:
8
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching
Liu, Jia
;
Chen, Zhiping
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 373-385
Persistent link: https://www.econbiz.de/10011813114
Saved in:
9
In search of preference shock risks : Evidence from longevity risks and momentum profits
Chen, Zhanhui
;
Yang, Bowen
- In:
Journal of financial economics
133
(
2019
)
1
,
pp. 225-249
Persistent link: https://www.econbiz.de/10012164076
Saved in:
10
Risk aversion sensitive real business cycles
Chen, Zhanhui
;
Cooper, Ilan
;
Ehling, Paul
;
Xiouros, Costas
- In:
Management science : journal of the Institute for …
67
(
2021
)
4
,
pp. 2483-2499
Persistent link: https://www.econbiz.de/10012522807
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