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Elliott, Robert J.
26
Chen, Zhiping
12
Siu, Tak Kuen
7
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4
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3
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3
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Mathematical methods of operations research
5
Journal of economic dynamics & control
4
OR spectrum : quantitative approaches in management
4
Energy economics
3
Insurance / Mathematics & economics
3
Journal of banking & finance
3
Applied mathematical finance
2
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2
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OLC EcoSci
ECONIS (ZBW)
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Insurance claims modulated by a hidden Brownian marked point process
Elliott, Robert J.
;
Chen, Zhiping
;
Duan, Qihong
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 163-172
Persistent link: https://www.econbiz.de/10008314501
Saved in:
2
New models of trader beliefs and their application for explaining financial bubbles
Chen, Zhiping
;
Duan, Qihong
- In:
Economic modelling
28
(
2011
)
5
,
pp. 2215-2228
Persistent link: https://www.econbiz.de/10009328706
Saved in:
3
Optimal consumption and investment problems under GARCH with transaction costs
Chen, Zhiping
;
Yuen, K.C.
- In:
Mathematical methods of operations research
61
(
2005
)
2
,
pp. 219-238
Persistent link: https://www.econbiz.de/10006607247
Saved in:
4
Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and CVaR-based risk control
Chen, Zhiping
- In:
OR spectrum : quantitative approaches in management
27
(
2005
)
4
,
pp. 603-632
Persistent link: https://www.econbiz.de/10006812830
Saved in:
5
Postoptimality for mean-risk stochastic mixed-integer programs and its application
Chen, Zhiping
;
Zhang, Feng
;
Yang, Li
- In:
Mathematical methods of operations research
74
(
2011
)
3
,
pp. 445-466
Persistent link: https://www.econbiz.de/10009800151
Saved in:
6
Two-sided coherent risk measures and their application in realistic portfolio optimization
Chen, Zhiping
;
Wang, Yi
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2667-2673
Persistent link: https://www.econbiz.de/10008141148
Saved in:
7
Mutual fund performance evaluation using data envelopment analysis with new risk measures
Chen, Zhiping
;
Lin, Ruiyue
- In:
OR spectrum : quantitative approaches in management
28
(
2006
)
3
,
pp. 375-398
Persistent link: https://www.econbiz.de/10007280921
Saved in:
8
Quantitative stability of mixed-integer two-stage quadratic stochastic programs
Chen, Zhiping
;
Han, Youpan
- In:
Mathematical methods of operations research
75
(
2012
)
2
,
pp. 149-164
Persistent link: https://www.econbiz.de/10009978590
Saved in:
9
Nonlinearly weighted convex risk measure and its application
Chen, Zhiping
;
Yang, Li
- In:
Journal of banking & finance
35
(
2011
)
7
,
pp. 1777-1794
Persistent link: https://www.econbiz.de/10009133082
Saved in:
10
Tail nonlinearly transformed risk measure and its application
Chen, Zhiping
;
Yang, Li
;
Xu, Daobao
;
Hu, Qianhui
- In:
OR spectrum : quantitative approaches in management
34
(
2012
)
4
,
pp. 817-861
Persistent link: https://www.econbiz.de/10010023502
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