The following pages link to Zhiping Chen (Q326055):
Displaying 50 items.
- Buckling of cylindrical shells with general axisymmetric thickness imperfections under external pressure (Q326059) (← links)
- An MAGDM based on constrained FAHP and FTOPSIS and its application to supplier selection (Q409998) (← links)
- Scenario tree generation approaches using K-means and LP moment matching methods (Q442753) (← links)
- Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse (Q479216) (← links)
- Quantitative stability of full random two-stage stochastic programs with recourse (Q497451) (← links)
- Stochastic geometric programming with joint probabilistic constraints (Q510924) (← links)
- Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
- Study on the interrelation of efficient portfolios and their frontier under \(t\) distribution and various risk measures (Q621864) (← links)
- A new multiple attribute group decision making method in intuitionistic fuzzy setting (Q646205) (← links)
- Insurance claims modulated by a hidden Brownian marked point process (Q659112) (← links)
- Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs (Q716528) (← links)
- Limit and shakedown analysis under hydrogen embrittlement condition (Q725121) (← links)
- Rectangular chance constrained geometric optimization (Q779767) (← links)
- Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
- A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
- A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems (Q827151) (← links)
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem (Q881904) (← links)
- Lipschitz continuity of the optimal value function and KKT solution set in indefinite quadratic programs (Q902395) (← links)
- A branch-and-price algorithm for solving the cutting strips problem (Q1364894) (← links)
- Data-driven robust chance constrained problems: a mixture model approach (Q1626548) (← links)
- Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
- On coherent risk measures induced by convex risk measures (Q1657812) (← links)
- Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
- Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
- Stochastic geometric optimization with joint probabilistic constraints (Q1755848) (← links)
- Optimal consumption and investment problems under GARCH with transaction costs (Q1781142) (← links)
- Necessary and sufficient condition for the existence of a nonnegative equilibrium price vector in the capital market with short-selling (Q1847634) (← links)
- Sensitivity to estimation errors in mean-variance models (Q1879132) (← links)
- A minimizing algorithm for complex nonconvex nondifferentiable functions (Q1904979) (← links)
- Tail nonlinearly transformed risk measure and its application (Q1929949) (← links)
- Dynamic portfolio optimization under multi-factor model in stochastic markets (Q1929951) (← links)
- Postoptimality for mean-risk stochastic mixed-integer programs and its application (Q1935908) (← links)
- Quantitative stability of mixed-integer two-stage quadratic stochastic programs (Q1935928) (← links)
- An expectation maximization algorithm to model failure times by continuous-time Markov chains (Q1958812) (← links)
- Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
- Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
- Dynamic network DEA approach with diversification to multi-period performance evaluation of funds (Q2014599) (← links)
- Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (Q2059163) (← links)
- Interval-based stochastic dominance: theoretical framework and application to portfolio choices (Q2070730) (← links)
- A mental account-based portfolio selection model with an application for data with smaller dimensions (Q2147082) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- Quantitative stability of fully random two-stage stochastic programs with mixed-integer recourse (Q2191294) (← links)
- Fixed input allocation methods based on super CCR efficiency invariance and practical feasibility (Q2290884) (← links)
- Quantitative stability of multistage stochastic programs via calm modifications (Q2294232) (← links)
- Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (Q2306404) (← links)
- Continuity and stability of two-stage stochastic programs with quadratic continuous recourse (Q2353475) (← links)
- Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance (Q2422355) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Mutual fund performance evaluation using data envelopment analysis with new risk measures (Q2507569) (← links)
- A new approach for allocating fixed costs among decision making units (Q2515276) (← links)
