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~person:"Chen, Zhiping"
~person:"Scozzari, Andrea"
~subject:"Mathematical programming"
~type_genre:"Article in journal"
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Search: subject:"portfolio optimization"
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Mathematical programming
Portfolio selection
23
Portfolio-Management
23
Theorie
20
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20
Mathematische Optimierung
10
Risikomaß
8
Risk measure
8
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5
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Chen, Zhiping
Scozzari, Andrea
Li, Duan
9
Post, Thierry
9
Kwon, Roy H.
8
Steuer, Ralph E.
8
Zhang, Wei-guo
8
Cesarone, Francesco
7
Qi, Yue
7
Korn, Ralf
6
Steffensen, Mogens
6
Zagst, Rudi
6
Federico, Salvatore
5
Forsyth, Peter A.
5
Keykhaei, Reza
5
Kim, Woo Chang
5
Mavrotas, George
5
Speranza, Maria Grazia
5
Xu, Fengmin
5
Bansal, Saurabh
4
Ben Abdelaziz, Fouad
4
Chen, Jingnan
4
Costa, Giorgio
4
Escobar, Marcos
4
Gozzi, Fausto
4
Hassapis, Christis
4
Kaucic, Massimiliano
4
Kim, Jang Ho
4
Lee, Yongjae
4
Lejeune, Miguel A.
4
Mansini, Renata
4
Mitra, Gautam
4
Pachamanova, Dessislava A.
4
Puerto, Justo
4
Schmid, Wolfgang
4
Tardella, Fabio
4
Topaloglou, Nikolas
4
Vanduffel, Steven
4
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4
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4
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European journal of operational research : EJOR
2
China finance review international
1
Computational Management Science : CMS
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
OR spectrum : quantitative approaches in management
1
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ECONIS (ZBW)
10
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1
Portfolio
optimization
through a network approach : network assortative mixing and portfolio diversification
Ricca, Federica
;
Scozzari, Andrea
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 700-717
Persistent link: https://www.econbiz.de/10014456319
Saved in:
2
A combinatorial optimization approach to scenario filtering in portfolio selection
Puerto, Justo
;
Ricca, Federica
;
Rodríguez-Madrena, Moisés
- In:
Computers & operations research : and their …
142
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013197730
Saved in:
3
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:
4
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:
5
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:
6
On exact and approximate stochastic dominance strategies for portfolio selection
Bruni, Renato
;
Cesarone, Francesco
;
Scozzari, Andrea
; …
- In:
European journal of operational research : EJOR
259
(
2017
)
1
,
pp. 322-329
Persistent link: https://www.econbiz.de/10011644989
Saved in:
7
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
Saved in:
8
Linear vs quadratic portfolio selection models with hard real-world constraints
Cesarone, Francesco
;
Scozzari, Andrea
;
Tardella, Fabio
- In:
Computational Management Science : CMS
12
(
2015
)
3
,
pp. 345-370
Persistent link: https://www.econbiz.de/10011285989
Saved in:
9
A linear risk-return model for enhanced indexation in
portfolio
optimization
Bruni, Renato
;
Cesarone, Francesco
;
Scozzari, Andrea
; …
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 735-759
Persistent link: https://www.econbiz.de/10011296700
Saved in:
10
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:
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