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~person:"Chen, Zhiping"
~subject:"Mathematical programming"
~subject:"Robustes Verfahren"
~type_genre:"Article in journal"
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Mathematical programming
Robustes Verfahren
Portfolio selection
17
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5
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Chen, Zhiping
Li, Duan
10
Kwon, Roy H.
9
Post, Thierry
9
Kim, Woo Chang
8
Steuer, Ralph E.
8
Zhang, Wei-guo
8
Cesarone, Francesco
7
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7
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7
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6
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6
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5
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5
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5
Keykhaei, Reza
5
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5
Li, Zhongfei
5
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5
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5
Pun, Chi Seng
5
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5
Speranza, Maria Grazia
5
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5
Zhu, Shushang
5
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4
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4
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4
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4
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4
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4
Hassapis, Christis
4
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4
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4
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China finance review international
1
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1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Quantitative finance
1
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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
Saved in:
5
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:
6
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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