The following pages link to Zhiping Chen (Q326055):
Displayed 50 items.
- Time consistent policy of multi-period mean-variance (Q2515277) (← links)
- Stochastic programming method for multiperiod consumption and investment problems with transactions costs (Q2571163) (← links)
- Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and cVaR-based risk control (Q2576693) (← links)
- Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts (Q2666663) (← links)
- (Q2721958) (← links)
- (Q2767357) (← links)
- Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse (Q2808329) (← links)
- (Q2885648) (← links)
- (Q2917049) (← links)
- Dynamic Buckling of Cylindrical Shells with Arbitrary Axisymmetric Thickness Variation under Time Dependent External Pressure (Q2972380) (← links)
- (Q2983707) (← links)
- (Q3094198) (← links)
- (Q3122982) (← links)
- (Q3170389) (← links)
- (Q3175929) (← links)
- 考虑通货膨胀和多个风险资产的 DC 型养老金的最优策略:市场完备化框架(英) (Q3306331) (← links)
- (Q3375159) (← links)
- Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program (Q3395170) (← links)
- Multi-mode classification with application in customer retention (Q3406826) (← links)
- A CHANCE-CONSTRAINED PORTFOLIO SELECTION PROBLEM UNDER t-DISTRIBUTION (Q3503069) (← links)
- NEW DEA PERFORMANCE EVALUATION INDICES AND THEIR APPLICATIONS IN THE AMERICAN FUND MARKET (Q3528863) (← links)
- (Q3626429) (← links)
- Analysis of customer loss based on artificial immune system (Q3646476) (← links)
- (Q3836930) (← links)
- (Q3836952) (← links)
- (Q4264909) (← links)
- (Q4265130) (← links)
- (Q4265181) (← links)
- (Q4327148) (← links)
- (Q4368091) (← links)
- (Q4391770) (← links)
- Recursive risk measures under regime switching applied to portfolio selection (Q4555153) (← links)
- Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization (Q4627148) (← links)
- Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse (Q4641665) (← links)
- EXISTENCE, UNIQUENESS, AND DETERMINACY OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN ASSET MARKETS WITH GENERAL UTILITY FUNCTIONS AND AN ELLIPTICAL DISTRIBUTION (Q4650604) (← links)
- (Q4655792) (← links)
- (Q4718944) (← links)
- GLOBAL CONVERGENCE OF A GENERAL SAMPLING ALGORITHM FOR DYNAMIC NONLINEAR STOCHASTIC PROGRAMS (Q4787838) (← links)
- (Q4803788) (← links)
- (Q4823623) (← links)
- (Q4825752) (← links)
- (Q4901254) (← links)
- (Q4980793) (← links)
- Performance ratio-based coherent risk measure and its application (Q5001164) (← links)
- Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse (Q5013389) (← links)
- Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas (Q5039636) (← links)
- Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process (Q5079961) (← links)
- Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball (Q5080499) (← links)
- (Q5171713) (← links)
- (Q5198329) (← links)