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~subject:"Portfolio selection"
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Portfolio selection
China
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83
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19
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17
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16
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Chen, Zhiping
26
Li, Yang
6
Liu, Jia
6
Li, Gang
5
Consigli, Giorgio
4
Hu, Qianhui
4
Li Yang
4
Li, Zongxin
3
Yan, Zhe
3
Yang, Peng
3
Lin, Ruiyue
2
Pelsser, Antoon André Jean
2
Wang, Tao
2
Yang, Li
2
Chen, Ping
1
Duan, Qihong
1
Fu, Tianwen
1
Guo, Ju'e
1
Hui, Yongchang
1
Jewell, Sean W.
1
Ji, Bingbing
1
Jiang, Hong
1
Jin, Ming
1
Liu, Junrong
1
Meng, Yongqiang
1
Pirvu, Traian A.
1
Shen, Huijun
1
Song, Zhenxia
1
Wan, Die
1
Wang, Liyuan
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1
Wang, Yi
1
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1
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Wu, Chongfeng
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Xiong, Xiong
1
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1
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IMA journal of management mathematics
5
OR spectrum : quantitative approaches in management
4
Insurance / Mathematics & economics
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Applied economics
1
Asia Pacific journal of operational research : APJOR
1
China finance review international
1
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1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
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1
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1
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1
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1
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1
Netspar academic series
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1
Optimal financial decision making under uncertainty
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ECONIS (ZBW)
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1
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
Saved in:
2
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:
3
Dynamic network DEA approach with diversification to multi-period performance evaluation of funds
Lin, Ruiyue
;
Chen, Zhiping
;
Hu, Qianhui
;
Li, Zongxin
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
3
,
pp. 821-860
Persistent link: https://www.econbiz.de/10011707238
Saved in:
4
Multi-period risk measures and optimal investment policies
Chen, Zhiping
;
Consigli, Giorgio
;
Liu, Jia
;
Li, Gang
; …
- In:
Optimal financial decision making under uncertainty
,
(pp. 1-34)
.
2017
Persistent link: https://www.econbiz.de/10011558439
Saved in:
5
Nonlinearly weighted convex risk measure and its application
Chen, Zhiping
;
Li Yang
- In:
Journal of banking & finance
35
(
2011
)
7
,
pp. 1777-1793
Persistent link: https://www.econbiz.de/10009247606
Saved in:
6
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
Saved in:
7
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/10003025394
Saved in:
8
Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework
Yang, Peng
;
Chen, Zhiping
- In:
IMA journal of management mathematics
34
(
2023
)
4
,
pp. 661-694
Persistent link: https://www.econbiz.de/10014389017
Saved in:
9
Dynamic portfolio optimization under multi-factor model in stochastic markets
Chen, Zhiping
;
Song, Zhenxia
- In:
OR spectrum : quantitative approaches in management
34
(
2012
)
4
,
pp. 885-919
Persistent link: https://www.econbiz.de/10009631523
Saved in:
10
Time-consistent investment policies in Markovian markets : a case of mean-variance analysis
Chen, Zhiping
;
Li, Gang
;
Zhao, Yonggan
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 293-316
Persistent link: https://www.econbiz.de/10010424358
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