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~person:"Chen, Zhiping"
~person:"Tardella, Fabio"
~subject:"Mathematical programming"
~type_genre:"Article in journal"
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Search: subject:"portfolio optimization"
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Mathematical programming
Portfolio selection
24
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24
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18
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9
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8
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8
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Chen, Zhiping
Tardella, Fabio
Li, Duan
9
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9
Kwon, Roy H.
8
Steuer, Ralph E.
8
Zhang, Wei-guo
8
Cesarone, Francesco
7
Qi, Yue
7
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6
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5
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5
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5
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5
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5
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5
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5
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5
Bansal, Saurabh
4
Ben Abdelaziz, Fouad
4
Chen, Jingnan
4
Costa, Giorgio
4
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4
Gozzi, Fausto
4
Hassapis, Christis
4
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4
Kim, Jang Ho
4
Lee, Yongjae
4
Lejeune, Miguel A.
4
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4
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4
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4
Puerto, Justo
4
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4
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4
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4
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OR spectrum : quantitative approaches in management
2
China finance review international
1
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1
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1
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1
Insurance / Mathematics & economics
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ECONIS (ZBW)
9
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1
Mean-Variance-VaR portfolios : MIQP formulation and performance analysis
Cesarone, Francesco
;
Martino, Manuel L.
;
Tardella, Fabio
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
3
,
pp. 1043-1069
Persistent link: https://www.econbiz.de/10014328733
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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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