//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Risiko"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Multi-period investment decisi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risiko
China
86
Theorie
83
Theory
83
Portfolio selection
34
Portfolio-Management
33
Volatility
19
Volatilität
17
Stochastic process
16
Stochastischer Prozess
16
Capital income
15
Kapitaleinkommen
15
Risk
14
Aktienmarkt
13
Stock market
13
Data envelopment analysis
12
Einkommensverteilung
12
Financial crisis
12
Finanzkrise
12
Hedging
12
Income distribution
12
Mathematical programming
12
Mathematische Optimierung
12
Welt
12
World
12
ARCH model
11
ARCH-Modell
11
Consumer behaviour
11
Data-Envelopment-Analyse
11
Derivat
11
Derivative
11
Konsumentenverhalten
11
Risikomaß
11
Risk measure
11
Commodity derivative
10
Oil price
10
Rohstoffderivat
10
Technical efficiency
10
Technische Effizienz
10
Vermögensverteilung
10
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
11
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
14
Author
All
Chen, Zhiping
8
Li, Yang
5
Li Yang
3
Liu, Jia
3
Hu, Qianhui
2
Zhang, Xiaojing
2
Chen, Xian
1
Consigli, Giorgio
1
Doan, Bao Huy
1
Foster, F. Douglas
1
Jiang, Yongmu
1
Li, Gang
1
Lisser, Abdel
1
Luo, Jingqiu
1
Meng, Yongqiang
1
Wang, Tao
1
Wang, Yang
1
Wen, Fenghua
1
Xiao, Jihong
1
Xiong, Xiong
1
Xu, Daobao
1
Yan, Zhe
1
Yang, Li
1
Yang, Peng
1
Zhang, Feng
1
more ...
less ...
Published in...
All
IMA journal of management mathematics
3
China Insights
1
China finance review international
1
China insights
1
Energy economics
1
Global finance journal
1
Insurance : mathematics and economics
1
Mathematics of operations research
1
OR spectrum : quantitative approaches in management
1
Pacific-Basin finance journal
1
Springer eBook Collection / Economics and Finance
1
SpringerLink / Bücher
1
Top : transactions in operations research
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
5
Composite time-consistent multi-period risk measure and its application in optimal portfolio selection
Chen, Zhiping
;
Liu, Jia
;
Li, Gang
;
Yan, Zhe
- In:
Top : transactions in operations research
24
(
2016
)
3
,
pp. 515-540
Persistent link: https://www.econbiz.de/10011671484
Saved in:
6
Distributionally robust chance constrained geometric optimization
Liu, Jia
;
Lisser, Abdel
;
Chen, Zhiping
- In:
Mathematics of operations research
47
(
2022
)
4
,
pp. 2950-2988
Persistent link: https://www.econbiz.de/10014311394
Saved in:
7
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
Saved in:
8
Optimal portfolio and insurance strategy with biometric risks, habit formation and smooth ambiguity
Wang, Tao
;
Chen, Zhiping
- In:
Insurance : mathematics and economics
118
(
2024
),
pp. 195-222
Persistent link: https://www.econbiz.de/10015067067
Saved in:
9
Oil price uncertainty and stock price crash risk : evidence from China
Xiao, Jihong
;
Chen, Xian
;
Li, Yang
;
Wen, Fenghua
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350788
Saved in:
10
Heterogeneity of foreign investors and Knightian uncertainty : evidence from the Chinese capital market
Li, Yang
;
Meng, Yongqiang
;
Xiong, Xiong
;
Wang, Yang
- In:
Global finance journal
61
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014635916
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->