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Stochastischer Prozess
Theorie
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22
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21
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12
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12
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Generalized convex multi-period risk measure
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data envelopment analysis
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Chen, Zhiping
10
Consigli, Giorgio
2
Liu, Jia
2
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1
Han, Youpan
1
Ji, Bingbing
1
Jiang, Jie
1
Li Yang
1
Lisser, Abdel
1
Song, Zhenxia
1
Wang, Liyuan
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Yan, Zhe
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Yang, Peng
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Yao, Haixiang
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Yuen, K. C.
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Mathematical methods of operations research
3
Operations research letters
2
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
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OR spectrum : quantitative approaches in management
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ECONIS (ZBW)
10
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1
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:
2
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:
3
Optimal consumption and investment problems under GARCH with transaction costs
Chen, Zhiping
;
Yuen, K. C.
- In:
Mathematical methods of operations research
61
(
2005
)
2
,
pp. 219-237
Persistent link: https://www.econbiz.de/10002858605
Saved in:
4
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:
5
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:
6
Stochastic geometric optimization with joint probabilistic constraints
Liu, Jia
;
Lisser, Abdel
;
Chen, Zhiping
- In:
Operations research letters
44
(
2016
)
5
,
pp. 687-691
Persistent link: https://www.econbiz.de/10011596645
Saved in:
7
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
Saved in:
8
Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping
;
Wang, Liyuan
;
Chen, Ping
;
Yao, Haixiang
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
Saved in:
9
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:
10
Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas
Ji, Bingbing
;
Chen, Zhiping
;
Consigli, Giorgio
;
Yan, Zhe
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1759-1784
Persistent link: https://www.econbiz.de/10013367945
Saved in:
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