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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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Implied asset value volatility from a new structural model of credit risk
Chen, James
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10012253566
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Regret in the Newsvendor Model with Demand and Yield Randomness
Chen, Zhi
;
Xie, Weijun
- In:
Production and Operations Management
30
(
2021
)
11
,
pp. 4176-4197
Persistent link: https://www.econbiz.de/10012636619
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3
Sharing the value‐at‐risk under distributional ambiguity
Chen, Zhi
;
Xie, Weijun
- In:
Mathematical Finance
31
(
2020
)
1
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pp. 531-559
Persistent link: https://www.econbiz.de/10012410105
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4
Coherence Versus Elicitability in Measures of Market Risk
Chen, James
- In:
International Advances in Economic Research
20
(
2014
)
3
,
pp. 355-356
Persistent link: https://www.econbiz.de/10010937322
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5
On approximations of data-driven chance constrained programs over Wasserstein balls
Chen, Zhi
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Operations research letters
51
(
2023
)
3
,
pp. 226-233
Persistent link: https://www.econbiz.de/10014374834
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6
Distributionally robust optimization with infinitely constrained ambiguity sets
Chen, Zhi
;
Sim, Melvyn
;
Xu, Huan
- In:
Operations research
67
(
2019
)
5
,
pp. 1328-1344
Persistent link: https://www.econbiz.de/10012107779
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7
Allocation inequality in cost sharing problem
Chen, Zhi
;
Hu, Zhenyu
;
Tang, Qinshen
- In:
Journal of mathematical economics
91
(
2020
),
pp. 111-120
Persistent link: https://www.econbiz.de/10012801333
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8
Robust stochastic optimization made easy with RSOME
Chen, Zhi
;
Sim, Melvyn
;
Xiong, Peng
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3329-3339
Persistent link: https://www.econbiz.de/10012289134
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9
Distributionally robust hub location
Wang, Shuming
;
Chen, Zhi
;
Liu, Tianqi
- In:
Transportation science : a journal of the Institute for …
54
(
2020
)
5
,
pp. 1189-1210
Persistent link: https://www.econbiz.de/10012294359
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10
Technical note: data-driven chance constrained programs over Wasserstein balls
Chen, Zhi
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Operations research
72
(
2024
)
1
,
pp. 410-424
Persistent link: https://www.econbiz.de/10014505137
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