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Chen, Zhiping; Wang, Yi - In: Journal of banking & finance 32 (2008) 12, pp. 2667-2673

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

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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

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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

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Time consistent multi-period robust risk measures and portfolio selection models with regime-switching

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Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework

Yang, Peng; Chen, Zhiping - In: IMA journal of management mathematics 34 (2023) 4, pp. 661-694

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

Yang, Li; Chen, Zhiping; Hu, Qianhui - In: China Finance Review International 4 (2014), pp. 360-384

Purpose–To help investors find an investment policy with strong competitiveness, the purpose of this paper is to construct a multi-period investment decision model with practicality and superior performance. Design/methodology/approach - The paper uses a suitable multi-period risk measure to...

Persistent link: https://www.econbiz.de/10010960135

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

Yang, Li; Chen, Zhiping; Hu, Qianhui - In: China Finance Review International 4 (2014) 4, pp. 360-384

Purpose – To help investors find an investment policy with strong competitiveness, the purpose of this paper is to construct a multi-period investment decision model with practicality and superior performance. Design/methodology/approach – The paper uses a suitable multi-period risk measure...

Persistent link: https://www.econbiz.de/10014694741

Supply chain coordination with trade credit under the CVaR criterion

Chen, Zhiming; Yuan, Kunwen; Zhou, Shaorui - In: International journal of production research 57 (2019) 11, pp. 3538-3553

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Local gender imbalance and corporate risk-taking

Chen, Zhanhui; Huang, Xiaoran; Zhang, Lei - In: Journal of economic behavior & organization : JEBO 198 (2022), pp. 650-672

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