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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
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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
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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
Persistent link: https://www.econbiz.de/10009631526
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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
Persistent link: https://www.econbiz.de/10011671484
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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
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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
Persistent link: https://www.econbiz.de/10012193340
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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
Persistent link: https://www.econbiz.de/10013387142
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Temperature and corporate risk taking in China
Zhou, Mengling; Jiang, Kangqi; Chen, Zhongfei - In: Finance research letters 48 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013459258
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A study on the assessment of risk management performance in maritime start-ups : evidence from China
Yin, Hengbin; Chen, Zhuo; Xiao, Yi; Mohsin, Muhammad; … - In: Maritime policy & management 50 (2023) 6, pp. 818-832
Persistent link: https://www.econbiz.de/10014323109
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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
Persistent link: https://www.econbiz.de/10014389017