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Tail nonlinearly transformed risk measure and its application
Chen, Zhiping; Li Yang; Xu, Daobao; Hu, Qianhui - In: OR spectrum : quantitative approaches in management 34 (2012) 4, pp. 817-860
Persistent link: https://www.econbiz.de/10009631526
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Super-efficiency measurement under variable return to scale : an approach based on a new directional distance function
Lin, Ruiyue; Chen, Zhiping - In: Journal of the Operational Research Society : OR 66 (2015) 9, pp. 1506-1510
Persistent link: https://www.econbiz.de/10011417463
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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
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Time consistency and time consistent generalized convex multistage risk measures
Li Yang; Chen, Zhiping; Zhang, Feng - In: IMA journal of management mathematics 27 (2016) 3, pp. 419-437
Persistent link: https://www.econbiz.de/10011593272
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The cost of delay as risk measure in target-based multi-period portfolio selection models
Liu, Jia; Chen, Zhiping; Consigli, Giorgio - In: IMA journal of management mathematics 35 (2024) 3, pp. 345-377
Persistent link: https://www.econbiz.de/10014634191
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Static and dynamic measurement of intra-industry trade and adjustment : a geometric reappraisal
Azhar, Abdul K. M. - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 134 (1998) 3, pp. 404-422
Persistent link: https://www.econbiz.de/10001255247
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Static and dynamic measurement of intra-industry trade and adjustment : a geometric reappraisal
Azhar, Abdul K. M.; Elliott, Robert J. R.; Milner, Chris - 1997
Persistent link: https://www.econbiz.de/10000641135
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Computational dynamic market risk measures in discrete time setting
Seck, Babacar; Elliott, Robert J.; Gueyie, Jean-Pierre - In: International journal of financial engineering and risk … 1 (2014) 4, pp. 334-354
Persistent link: https://www.econbiz.de/10010476909
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On the measurement of product quality in intra-industry trade : an empirical test for China
Azhar, Abdul K. M.; Elliott, Robert J. R.; Liu, Junting - In: China economic review : an international journal 19 (2008) 2, pp. 336-344
Persistent link: https://www.econbiz.de/10003776596
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On the measurement of product quality in intra-industry trade
Azhar, Abdul K. M.; Elliott, Robert J. R. - In: Review of world economics 142 (2006) 3, pp. 476-495
Persistent link: https://www.econbiz.de/10003386512