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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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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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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
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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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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/10003343640
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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
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Time consistent multi-period robust risk measures and portfolio selection models with regime-switching
Liu, Jia; Chen, Zhiping - In: European journal of operational research : EJOR 268 (2018) 1, pp. 373-385
Persistent link: https://www.econbiz.de/10011813114
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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
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Portfolio selection through Maslow's need hierarchy theory
Li, Zongxin; Chen, Zhiping; Hui, Yongchang - In: Applied economics 51 (2019) 4, pp. 364-372
Persistent link: https://www.econbiz.de/10012160546
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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