Narrow search
Showing 1 - 10 of 597
Cover Image
Distributionally robust chance constrained geometric optimization
Liu, Jia; Lisser, Abdel; Chen, Zhiping - In: Mathematics of operations research 47 (2022) 4, pp. 2950-2988
Persistent link: https://www.econbiz.de/10014311394
Cover Image
Optimal policy for a time consistent mean-variance model with regime switching
Li, Gang; Chen, Zhiping; Liu, Jia - In: IMA journal of management mathematics 27 (2016) 2, pp. 211-234
Persistent link: https://www.econbiz.de/10011567026
Cover Image
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
Cover Image
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
Yan, Zhe; Chen, Zhiping; Consigli, Giorgio; Liu, Jia; … - In: Stochastic optimization: theory and applications, (pp. 849-881). 2020
Persistent link: https://www.econbiz.de/10012290846
Cover Image
Composite time-consistent multi-period risk measure and its application in optimal portfolio selection
Chen, Zhiping; Liu, Jia; Li, Gang; Yan, Zhe - In: Top : an official journal of the Spanish Society of … 24 (2016) 3, pp. 515-540
Persistent link: https://www.econbiz.de/10011671484
Cover Image
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
Cover Image
Notoriously hard (mixed-)binary QPs : empirical evidence on new completely positive approaches
Bomze, Immanuel M.; Cheng, Jianqiang; Dickinson, Peter J. C. - In: Computational Management Science : CMS 16 (2019) 4, pp. 593-619
Persistent link: https://www.econbiz.de/10012126680
Cover Image
Distributionally robust chance constrained games under Wasserstein ball
Xia, Tian; Liu, Jia; Lisser, Abdel - In: Operations research letters 51 (2023) 3, pp. 315-321
Persistent link: https://www.econbiz.de/10014374911
Cover Image
Super-efficiency measurement under variable return to scale : an approach based on a new directional distance function
Lin, Ruiyue; Chen, Zhiping - In: Journal of the Operational Research Society : OR 66 (2015) 9, pp. 1506-1510
Persistent link: https://www.econbiz.de/10011417463
Cover Image
An equitable DEA-based approach for assigning fixed resources along with targets
Lin, Ruiyue; Chen, Zhiping; Li, Zongxin - In: Journal of the Operational Research Society : OR 67 (2016) 11, pp. 1373-1381
Persistent link: https://www.econbiz.de/10011575817