//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Chen, Zhiping"
~subject:"Mathematical programming"
~type_genre:"Article in journal"
~type_genre:"Book section"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"portfolio optimization"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Mathematical programming
Portfolio selection
19
Portfolio-Management
19
Theorie
15
Theory
15
Mathematische Optimierung
6
Risikomaß
6
Risk measure
6
Dynamic programming
5
Dynamische Optimierung
5
Risikomanagement
5
Risk management
5
Time consistency
5
Risiko
4
Risk
4
Stochastic process
4
Stochastischer Prozess
4
Zeitkonsistenz
4
Data envelopment analysis
2
Data-Envelopment-Analyse
2
Markov chain
2
Markov-Kette
2
Measurement
2
Messung
2
Multi-period risk measure
2
Pension fund
2
Pensionskasse
2
Robust statistics
2
Robustes Verfahren
2
ARCH model
1
ARCH-Modell
1
Altersvorsorge
1
Ambiguity
1
Capital income
1
China
1
Chinese public pension fund
1
Comparison
1
Copula
1
DC pension plan
1
Directional distance function
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Book section
Aufsatz in Zeitschrift
5
Aufsatz im Buch
1
Language
All
English
6
Author
All
Chen, Zhiping
Li, Duan
9
Post, Thierry
9
Cesarone, Francesco
8
Kwon, Roy H.
8
Steuer, Ralph E.
8
Zhang, Wei-guo
8
Fabozzi, Frank J.
7
Kim, Woo Chang
7
Qi, Yue
7
Speranza, Maria Grazia
7
Ben Abdelaziz, Fouad
6
Hassapis, Christis
6
Kim, Jang Ho
6
Korn, Ralf
6
Mavrotas, George
6
Scozzari, Andrea
6
Steffensen, Mogens
6
Zagst, Rudi
6
Consigli, Giorgio
5
Federico, Salvatore
5
Forsyth, Peter A.
5
Keykhaei, Reza
5
Lee, Yongjae
5
Lejeune, Miguel A.
5
Mansini, Renata
5
Tardella, Fabio
5
Xidonas, Panos
5
Xu, Fengmin
5
Zenios, Stauros Andrea
5
Bansal, Saurabh
4
Chen, Jingnan
4
Costa, Giorgio
4
Escobar, Marcos
4
Gilli, Manfred
4
Gozzi, Fausto
4
Kaucic, Massimiliano
4
Mitra, Gautam
4
Ogryczak, Włodzimierz
4
Pachamanova, Dessislava A.
4
more ...
less ...
Published in...
All
China finance review international
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Quantitative finance
1
Stochastic optimization: theory and applications
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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
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
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->