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~subject:"Portfolio selection"
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Portfolio selection
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Chen, Zhiping
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3
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1
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1
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1
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IMA journal of management mathematics
5
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3
OR spectrum : quantitative approaches in management
3
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2
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2
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1
Asia Pacific journal of operational research : APJOR
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
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1
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1
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1
International journal of theoretical and applied finance
1
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1
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1
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1
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1
Optimal financial decision making under uncertainty
1
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Consolidation effects and inventory portfolios
Wanke, Peter
- In:
Transportation research / E : an international journal
45
(
2009
)
1
,
pp. 107-124
Persistent link: https://www.econbiz.de/10009535732
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Optimal investment policy in the time consistent mean-variance formulation
Chen, Zhiping
;
Li, Gang
;
Guo, Ju'e
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 145-156
Persistent link: https://www.econbiz.de/10009736120
Saved in:
8
New DEA performance evaluation indices and their applications in the American fund market
Lin, Ruiyue
;
Chen, Zhiping
- In:
Asia Pacific journal of operational research : APJOR
25
(
2008
)
4
,
pp. 421-450
Persistent link: https://www.econbiz.de/10003765940
Saved in:
9
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/10003796150
Saved in:
10
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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