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Author ID: chen.zhiping Recent zbMATH articles by "Chen, Zhiping"
Published as: Chen, Zhiping; Chen, Zhi-Ping; Chen, Zhi Ping; Chen, Zhi-ping
all top 5

Serials

6 Applied Mathematics. Series B (English Edition)
6 Chinese Journal of Engineering Mathematics
5 Asia-Pacific Journal of Operational Research
5 OR Spectrum
4 Journal of Engineering Mathematics (Xi’an)
4 Journal of Industrial and Management Optimization
3 Numerical Functional Analysis and Optimization
3 Insurance Mathematics & Economics
3 Journal of Systems Science and Mathematical Sciences
3 Mathematica Applicata
3 Mathematical Methods of Operations Research
3 Quantitative Finance
3 IMA Journal of Management Mathematics
3 Optimization Letters
3 Journal of the Operations Research Society of China
2 Journal of Computational and Applied Mathematics
2 Numerical Mathematics
2 Acta Mathematicae Applicatae Sinica
2 Operations Research Letters
2 Optimization
2 Annals of Operations Research
2 Journal of Global Optimization
2 Applied Mathematical Modelling
2 Communications in Statistics. Theory and Methods
2 SIAM Journal on Optimization
2 Applied Stochastic Models in Business and Industry
2 Journal of Software
2 Journal of Computer Applications
2 International Journal of Structural Stability and Dynamics
1 International Journal for Numerical and Analytical Methods in Geomechanics
1 Applied Mathematics and Optimization
1 Information Sciences
1 Journal of Optimization Theory and Applications
1 Mathematics of Operations Research
1 Meccanica
1 Mathematica Numerica Sinica
1 Journal of Mathematics. Wuhan University
1 Journal of Mathematical Research & Exposition
1 Advances in Mathematics (Beijing)
1 Acta Mathematicae Applicatae Sinica. English Series
1 Computers & Operations Research
1 Journal of Economic Dynamics & Control
1 Mathematical and Computer Modelling
1 Systems Science and Mathematical Sciences
1 European Journal of Operational Research
1 Computational Optimization and Applications
1 Numerical Mathematics
1 Top
1 Pure and Applied Mathematics
1 International Transactions in Operational Research
1 Mathematical Problems in Engineering
1 Discrete Dynamics in Nature and Society
1 International Journal of Theoretical and Applied Finance
1 European Journal of Mechanics. A. Solids
1 Methodology and Computing in Applied Probability
1 Optimization and Engineering
1 RAIRO. Operations Research
1 Scandinavian Actuarial Journal
1 Journal of Systems Science and Complexity
1 Journal of Systems Engineering
1 Pacific Journal of Optimization
1 Numerical Algebra, Control and Optimization
1 Operations Research Transactions
1 INFOR: Information Systems and Operational Research

Publications by Year

Citations contained in zbMATH Open

68 Publications have been cited 308 times in 243 Documents Cited by Year
Possibilistic mean-variance models and efficient frontiers for portfolio selection problem. Zbl 1286.91131
Zhang, Wei-Guo; Wang, Ying-Luo; Chen, Zhi-Ping; Nie, Zan-Kan
41
2007
A new multiple attribute group decision making method in intuitionistic fuzzy setting. Zbl 1225.91015
Chen, Zhiping; Yang, Wei
26
2011
Time-consistent investment policies in Markovian markets: a case of mean-variance analysis. Zbl 1402.91672
Chen, Zhiping; Li, Gang; Zhao, Yonggan
17
2014
Optimal investment policy in the time consistent mean-variance formulation. Zbl 1284.91514
Chen, Zhi-ping; Li, Gang; Guo, Ju-e
16
2013
Mutual fund performance evaluation using data envelopment analysis with new risk measures. Zbl 1130.90024
Chen, Zhiping; Lin, Ruiyue
15
2006
Scenario tree generation approaches using K-means and LP moment matching methods. Zbl 1245.05106
Xu, Daobao; Chen, Zhiping; Yang, Li
15
2012
Robust optimal reinsurance-investment strategy with price jumps and correlated claims. Zbl 1445.91051
Chen, Zhiping; Yang, Peng
15
2020
Elastoplastic constitutive equation of soils with the subloading surface and the rotational hardening. Zbl 0911.73053
Hashiguchi, K.; Chen, Z.-P.
12
1998
Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework. Zbl 1435.62375
Yang, Peng; Chen, Zhiping; Xu, Ying
12
2020
Quantitative stability of full random two-stage stochastic programs with recourse. Zbl 1354.90083
Han, Youpan; Chen, Zhiping
11
2015
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching. Zbl 1403.91316
Liu, Jia; Chen, Zhiping
10
2018
Stochastic geometric optimization with joint probabilistic constraints. Zbl 1408.90212
Liu, Jia; Lisser, Abdel; Chen, Zhiping
10
2016
Quantitative analysis for a class of two-stage stochastic linear variational inequality problems. Zbl 1446.90117
Jiang, Jie; Chen, Xiaojun; Chen, Zhiping
9
2020
Fixed input allocation methods based on super CCR efficiency invariance and practical feasibility. Zbl 1465.91058
Lin, Ruiyue; Chen, Zhiping
9
2016
An MAGDM based on constrained FAHP and FTOPSIS and its application to supplier selection. Zbl 1235.90071
Chen, Zhiping; Yang, Wei
8
2011
Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance. Zbl 1417.49032
Liu, Jia; Chen, Zhiping; Lisser, Abdel; Xu, Zhujia
8
2019
Composite time-consistent multi-period risk measure and its application in optimal portfolio selection. Zbl 1409.91130
Chen, Zhiping; Liu, Jia; Li, Gang; Yan, Zhe
7
2016
Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and cVaR-based risk control. Zbl 1091.91033
Chen, Zhiping
7
2005
A new approach for allocating fixed costs among decision making units. Zbl 1318.90039
Lin, Ruiyue; Chen, Zhiping; Li, Zongxin
7
2016
Stability analysis of optimization problems with \(k\)th order stochastic and distributionally robust dominance constraints induced by full random recourse. Zbl 1390.90529
Chen, Zhiping; Jiang, Jie
6
2018
Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework. Zbl 1422.91670
Wang, Liyuan; Chen, Zhiping
6
2018
A chance-constrained portfolio selection problem under \(t\)-distribution. Zbl 1158.91392
Wang, Yi; Chen, Zhiping; Zhang, Kecun
5
2007
Dynamic network DEA approach with diversification to multi-period performance evaluation of funds. Zbl 1371.91159
Lin, Ruiyue; Chen, Zhiping; Hu, Qianhui; Li, Zongxin
5
2017
Data-driven robust chance constrained problems: a mixture model approach. Zbl 1402.90104
Chen, Zhiping; Peng, Shen; Liu, Jia
5
2018
Insurance claims modulated by a hidden Brownian marked point process. Zbl 1231.91182
Elliott, Robert J.; Chen, Zhiping; Duan, Qihong
4
2009
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems. Zbl 1457.91354
Yan, Zhe; Chen, Zhiping; Consigli, Giorgio; Liu, Jia; Jin, Ming
4
2020
Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process. Zbl 07533682
Yang, Peng; Chen, Zhiping; Wang, Liyuan
4
2021
An expectation maximization algorithm to model failure times by continuous-time Markov chains. Zbl 1203.90055
Duan, Qihong; Chen, Zhiping; Zhao, Dengfu
4
2010
Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion. Zbl 1476.90163
Wang, Liyuan; Chen, Zhiping; Yang, Peng
4
2021
Dynamic portfolio optimization under multi-factor model in stochastic markets. Zbl 1282.91297
Chen, Zhiping; Song, Zhenxia
4
2012
Recursive risk measures under regime switching applied to portfolio selection. Zbl 1402.91673
Chen, Zhiping; Liu, Jia; Hui, Yongchang
4
2017
Continuity and stability of a quadratic mixed-integer stochastic program. Zbl 1176.90436
Chen, Zhiping; Xu, Zongben
3
2009
Optimal consumption and investment problems under GARCH with transaction costs. Zbl 1111.91015
Chen, Zhiping; Yuen, K. C.
3
2005
A new class of coherent risk measures based on \(p\)-norms and their applications. Zbl 1142.91033
Chen, Zhiping; Wang, Yi
3
2007
Multivariate robust second-order stochastic dominance and resulting risk-averse optimization. Zbl 1427.49027
Chen, Zhiping; Mei, Yu; Liu, Jia
3
2019
Rectangular chance constrained geometric optimization. Zbl 1447.90025
Liu, Jia; Peng, Shen; Lisser, Abdel; Chen, Zhiping
3
2020
Distributionally robust chance constrained geometric optimization. Zbl 1510.90198
Liu, Jia; Lisser, Abdel; Chen, Zhiping
3
2022
Quantitative stability of multistage stochastic programs via calm modifications. Zbl 1476.90219
Jiang, Jie; Chen, Zhiping
3
2018
Tail nonlinearly transformed risk measure and its application. Zbl 1282.91298
Chen, Zhiping; Yang, Li; Xu, Daobao; Hu, Qianhui
3
2012
Stochastic programming method for multiperiod consumption and investment problems with transactions costs. Zbl 1145.91379
Chen, Zhiping; Xu, Chengxian; Yuen, K. C.
2
2004
Stochastic geometric programming with joint probabilistic constraints. Zbl 1366.90147
Liu, Jia; Lisser, Abdel; Chen, Zhiping
2
2016
Time consistent policy of multi-period mean-variance. Zbl 1318.91178
Chen, Zhiping; Liu, Jia; Li, Gang
2
2016
Time consistent multi-period worst-case risk measure in robust portfolio selection. Zbl 1413.91084
Liu, Jia; Chen, Zhi-Ping; Hui, Yong-Chang
2
2018
Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties. Zbl 1488.90128
Mei, Yu; Chen, Zhi-Ping; Ji, Bing-Bing; Xu, Zhu-Jia; Liu, Jia
2
2021
Quantitative stability analysis of two-stage stochastic linear programs with full random recourse. Zbl 1423.90136
Jiang, Jie; Chen, Zhiping
2
2019
A DEA-based method of allocating the fixed cost as a complement to the original input. Zbl 07767569
Lin, Ruiyue; Chen, Zhiping
2
2020
A sparse chance constrained portfolio selection model with multiple constraints. Zbl 1447.90023
Chen, Zhiping; Peng, Shen; Lisser, Abdel
2
2020
Buckling of cylindrical shells with general axisymmetric thickness imperfections under external pressure. Zbl 1347.74036
Yang, Licai; Chen, Zhiping; Chen, Fucai; Guo, Wenjing; Cao, Guowei
2
2013
Modified super-efficiency DEA models for solving infeasibility under non-negative data set. Zbl 1509.90094
Lin, Ruiyue; Chen, Zhiping
2
2018
Time consistency and time consistent generalized convex multistage risk measures. Zbl 1433.91053
Yang, Li; Chen, Zhi Ping; Zhang, Feng
2
2016
Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs. Zbl 1240.90293
Chen, Zhiping; Han, Youpan
1
2010
Sensitivity to estimation errors in mean-variance models. Zbl 1068.91029
Chen, Zhiping; Zhao, Caie
1
2003
Fault-tolerant routing based on safety path vectors in hypercube systems. Zbl 1106.68323
Wang, Lei; Lin, Yaping; Chen, Zhiping; Wen, Xue
1
2004
A branch-and-price algorithm for solving the cutting strips problem. Zbl 0882.90108
Chen, Zhiping; Hurkens, C. A. J.; de Jong, J. L.
1
1997
New DEA performance evalutation indices and their applications in the American fund market. Zbl 1151.90463
Lin, Ruiyue; Chen, Zhiping
1
2008
Dynamic buckling of cylindrical shells with arbitrary axisymmetric thickness variation under time dependent external pressure. Zbl 1359.74290
Fan, Hai-Gui; Chen, Zhi-Ping; Feng, Wen-Zhuo; Zhou, Fan; Cao, Guo-Wei
1
2015
Global convergence of a general sampling algorithm for dynamic nonlinear stochastic programs. Zbl 1021.90040
Chen, Zhiping; Xu, Chengxian
1
2002
Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse. Zbl 1333.90082
Chen, Zhiping; Zhang, Feng
1
2014
Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball. Zbl 1493.90119
Mei, Yu; Liu, Jia; Chen, Zhiping
1
2022
Multi-stage portfolio selection problem with dynamic stochastic dominance constraints. Zbl 1489.91236
Mei, Yu; Chen, Zhiping; Liu, Jia; Ji, Bingbing
1
2022
A new branch-and-bound algorithm for solving large-scale complex integer convex quadratic programming problems. Zbl 1495.90110
Chen, Zhi Ping; Xi, Feng
1
2004
Equilibrium reinsurance strategies for \(n\) insurers under a unified competition and cooperation framework. Zbl 1491.91112
Yang, Peng; Chen, Zhiping; Cui, Xiangyu
1
2021
On coherent risk measures induced by convex risk measures. Zbl 1396.91809
Chen, Zhiping; Hu, Qianhui
1
2018
Postoptimality for mean-risk stochastic mixed-integer programs and its application. Zbl 1286.90100
Chen, Zhiping; Zhang, Feng; Yang, Li
1
2011
Quantitative stability of mixed-integer two-stage quadratic stochastic programs. Zbl 1286.90099
Chen, Zhiping; Han, Youpan
1
2012
Performance ratio-based coherent risk measure and its application. Zbl 1468.91134
Chen, Zhiping; Hu, Qianhui; Lin, Ruiyue
1
2016
Quantitative stability of fully random two-stage stochastic programs with mixed-integer recourse. Zbl 1445.90064
Chen, Zhiping; Jiang, Jie
1
2020
Optimal policy for a time consistent mean-variance model with regime switching. Zbl 1433.91160
Li, Gang; Chen, Zhi Ping; Liu, Jia
1
2016
Distributionally robust chance constrained geometric optimization. Zbl 1510.90198
Liu, Jia; Lisser, Abdel; Chen, Zhiping
3
2022
Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball. Zbl 1493.90119
Mei, Yu; Liu, Jia; Chen, Zhiping
1
2022
Multi-stage portfolio selection problem with dynamic stochastic dominance constraints. Zbl 1489.91236
Mei, Yu; Chen, Zhiping; Liu, Jia; Ji, Bingbing
1
2022
Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process. Zbl 07533682
Yang, Peng; Chen, Zhiping; Wang, Liyuan
4
2021
Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion. Zbl 1476.90163
Wang, Liyuan; Chen, Zhiping; Yang, Peng
4
2021
Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties. Zbl 1488.90128
Mei, Yu; Chen, Zhi-Ping; Ji, Bing-Bing; Xu, Zhu-Jia; Liu, Jia
2
2021
Equilibrium reinsurance strategies for \(n\) insurers under a unified competition and cooperation framework. Zbl 1491.91112
Yang, Peng; Chen, Zhiping; Cui, Xiangyu
1
2021
Robust optimal reinsurance-investment strategy with price jumps and correlated claims. Zbl 1445.91051
Chen, Zhiping; Yang, Peng
15
2020
Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework. Zbl 1435.62375
Yang, Peng; Chen, Zhiping; Xu, Ying
12
2020
Quantitative analysis for a class of two-stage stochastic linear variational inequality problems. Zbl 1446.90117
Jiang, Jie; Chen, Xiaojun; Chen, Zhiping
9
2020
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems. Zbl 1457.91354
Yan, Zhe; Chen, Zhiping; Consigli, Giorgio; Liu, Jia; Jin, Ming
4
2020
Rectangular chance constrained geometric optimization. Zbl 1447.90025
Liu, Jia; Peng, Shen; Lisser, Abdel; Chen, Zhiping
3
2020
A DEA-based method of allocating the fixed cost as a complement to the original input. Zbl 07767569
Lin, Ruiyue; Chen, Zhiping
2
2020
A sparse chance constrained portfolio selection model with multiple constraints. Zbl 1447.90023
Chen, Zhiping; Peng, Shen; Lisser, Abdel
2
2020
Quantitative stability of fully random two-stage stochastic programs with mixed-integer recourse. Zbl 1445.90064
Chen, Zhiping; Jiang, Jie
1
2020
Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance. Zbl 1417.49032
Liu, Jia; Chen, Zhiping; Lisser, Abdel; Xu, Zhujia
8
2019
Multivariate robust second-order stochastic dominance and resulting risk-averse optimization. Zbl 1427.49027
Chen, Zhiping; Mei, Yu; Liu, Jia
3
2019
Quantitative stability analysis of two-stage stochastic linear programs with full random recourse. Zbl 1423.90136
Jiang, Jie; Chen, Zhiping
2
2019
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching. Zbl 1403.91316
Liu, Jia; Chen, Zhiping
10
2018
Stability analysis of optimization problems with \(k\)th order stochastic and distributionally robust dominance constraints induced by full random recourse. Zbl 1390.90529
Chen, Zhiping; Jiang, Jie
6
2018
Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework. Zbl 1422.91670
Wang, Liyuan; Chen, Zhiping
6
2018
Data-driven robust chance constrained problems: a mixture model approach. Zbl 1402.90104
Chen, Zhiping; Peng, Shen; Liu, Jia
5
2018
Quantitative stability of multistage stochastic programs via calm modifications. Zbl 1476.90219
Jiang, Jie; Chen, Zhiping
3
2018
Time consistent multi-period worst-case risk measure in robust portfolio selection. Zbl 1413.91084
Liu, Jia; Chen, Zhi-Ping; Hui, Yong-Chang
2
2018
Modified super-efficiency DEA models for solving infeasibility under non-negative data set. Zbl 1509.90094
Lin, Ruiyue; Chen, Zhiping
2
2018
On coherent risk measures induced by convex risk measures. Zbl 1396.91809
Chen, Zhiping; Hu, Qianhui
1
2018
Dynamic network DEA approach with diversification to multi-period performance evaluation of funds. Zbl 1371.91159
Lin, Ruiyue; Chen, Zhiping; Hu, Qianhui; Li, Zongxin
5
2017
Recursive risk measures under regime switching applied to portfolio selection. Zbl 1402.91673
Chen, Zhiping; Liu, Jia; Hui, Yongchang
4
2017
Stochastic geometric optimization with joint probabilistic constraints. Zbl 1408.90212
Liu, Jia; Lisser, Abdel; Chen, Zhiping
10
2016
Fixed input allocation methods based on super CCR efficiency invariance and practical feasibility. Zbl 1465.91058
Lin, Ruiyue; Chen, Zhiping
9
2016
Composite time-consistent multi-period risk measure and its application in optimal portfolio selection. Zbl 1409.91130
Chen, Zhiping; Liu, Jia; Li, Gang; Yan, Zhe
7
2016
A new approach for allocating fixed costs among decision making units. Zbl 1318.90039
Lin, Ruiyue; Chen, Zhiping; Li, Zongxin
7
2016
Stochastic geometric programming with joint probabilistic constraints. Zbl 1366.90147
Liu, Jia; Lisser, Abdel; Chen, Zhiping
2
2016
Time consistent policy of multi-period mean-variance. Zbl 1318.91178
Chen, Zhiping; Liu, Jia; Li, Gang
2
2016
Time consistency and time consistent generalized convex multistage risk measures. Zbl 1433.91053
Yang, Li; Chen, Zhi Ping; Zhang, Feng
2
2016
Performance ratio-based coherent risk measure and its application. Zbl 1468.91134
Chen, Zhiping; Hu, Qianhui; Lin, Ruiyue
1
2016
Optimal policy for a time consistent mean-variance model with regime switching. Zbl 1433.91160
Li, Gang; Chen, Zhi Ping; Liu, Jia
1
2016
Quantitative stability of full random two-stage stochastic programs with recourse. Zbl 1354.90083
Han, Youpan; Chen, Zhiping
11
2015
Dynamic buckling of cylindrical shells with arbitrary axisymmetric thickness variation under time dependent external pressure. Zbl 1359.74290
Fan, Hai-Gui; Chen, Zhi-Ping; Feng, Wen-Zhuo; Zhou, Fan; Cao, Guo-Wei
1
2015
Time-consistent investment policies in Markovian markets: a case of mean-variance analysis. Zbl 1402.91672
Chen, Zhiping; Li, Gang; Zhao, Yonggan
17
2014
Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse. Zbl 1333.90082
Chen, Zhiping; Zhang, Feng
1
2014
Optimal investment policy in the time consistent mean-variance formulation. Zbl 1284.91514
Chen, Zhi-ping; Li, Gang; Guo, Ju-e
16
2013
Buckling of cylindrical shells with general axisymmetric thickness imperfections under external pressure. Zbl 1347.74036
Yang, Licai; Chen, Zhiping; Chen, Fucai; Guo, Wenjing; Cao, Guowei
2
2013
Scenario tree generation approaches using K-means and LP moment matching methods. Zbl 1245.05106
Xu, Daobao; Chen, Zhiping; Yang, Li
15
2012
Dynamic portfolio optimization under multi-factor model in stochastic markets. Zbl 1282.91297
Chen, Zhiping; Song, Zhenxia
4
2012
Tail nonlinearly transformed risk measure and its application. Zbl 1282.91298
Chen, Zhiping; Yang, Li; Xu, Daobao; Hu, Qianhui
3
2012
Quantitative stability of mixed-integer two-stage quadratic stochastic programs. Zbl 1286.90099
Chen, Zhiping; Han, Youpan
1
2012
A new multiple attribute group decision making method in intuitionistic fuzzy setting. Zbl 1225.91015
Chen, Zhiping; Yang, Wei
26
2011
An MAGDM based on constrained FAHP and FTOPSIS and its application to supplier selection. Zbl 1235.90071
Chen, Zhiping; Yang, Wei
8
2011
Postoptimality for mean-risk stochastic mixed-integer programs and its application. Zbl 1286.90100
Chen, Zhiping; Zhang, Feng; Yang, Li
1
2011
An expectation maximization algorithm to model failure times by continuous-time Markov chains. Zbl 1203.90055
Duan, Qihong; Chen, Zhiping; Zhao, Dengfu
4
2010
Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs. Zbl 1240.90293
Chen, Zhiping; Han, Youpan
1
2010
Insurance claims modulated by a hidden Brownian marked point process. Zbl 1231.91182
Elliott, Robert J.; Chen, Zhiping; Duan, Qihong
4
2009
Continuity and stability of a quadratic mixed-integer stochastic program. Zbl 1176.90436
Chen, Zhiping; Xu, Zongben
3
2009
New DEA performance evalutation indices and their applications in the American fund market. Zbl 1151.90463
Lin, Ruiyue; Chen, Zhiping
1
2008
Possibilistic mean-variance models and efficient frontiers for portfolio selection problem. Zbl 1286.91131
Zhang, Wei-Guo; Wang, Ying-Luo; Chen, Zhi-Ping; Nie, Zan-Kan
41
2007
A chance-constrained portfolio selection problem under \(t\)-distribution. Zbl 1158.91392
Wang, Yi; Chen, Zhiping; Zhang, Kecun
5
2007
A new class of coherent risk measures based on \(p\)-norms and their applications. Zbl 1142.91033
Chen, Zhiping; Wang, Yi
3
2007
Mutual fund performance evaluation using data envelopment analysis with new risk measures. Zbl 1130.90024
Chen, Zhiping; Lin, Ruiyue
15
2006
Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and cVaR-based risk control. Zbl 1091.91033
Chen, Zhiping
7
2005
Optimal consumption and investment problems under GARCH with transaction costs. Zbl 1111.91015
Chen, Zhiping; Yuen, K. C.
3
2005
Stochastic programming method for multiperiod consumption and investment problems with transactions costs. Zbl 1145.91379
Chen, Zhiping; Xu, Chengxian; Yuen, K. C.
2
2004
Fault-tolerant routing based on safety path vectors in hypercube systems. Zbl 1106.68323
Wang, Lei; Lin, Yaping; Chen, Zhiping; Wen, Xue
1
2004
A new branch-and-bound algorithm for solving large-scale complex integer convex quadratic programming problems. Zbl 1495.90110
Chen, Zhi Ping; Xi, Feng
1
2004
Sensitivity to estimation errors in mean-variance models. Zbl 1068.91029
Chen, Zhiping; Zhao, Caie
1
2003
Global convergence of a general sampling algorithm for dynamic nonlinear stochastic programs. Zbl 1021.90040
Chen, Zhiping; Xu, Chengxian
1
2002
Elastoplastic constitutive equation of soils with the subloading surface and the rotational hardening. Zbl 0911.73053
Hashiguchi, K.; Chen, Z.-P.
12
1998
A branch-and-price algorithm for solving the cutting strips problem. Zbl 0882.90108
Chen, Zhiping; Hurkens, C. A. J.; de Jong, J. L.
1
1997
all top 5

Cited by 451 Authors

34 Chen, Zhiping
12 Jiang, Jie
12 Liu, Jia
9 Lisser, Abdel
8 Xiao, Helu
7 Peng, Shen
7 Yang, Peng
7 Zhou, Zhongbao
5 Duan, Qihong
5 Li, Shengjie
5 Ren, Tiantian
5 Yao, Haixiang
5 Zhang, Liwei
4 Cui, Xiangyu
4 Guo, Shaoyan
4 Li, Yongjun
4 Li, Zhongfei
4 Liang, Liang
4 Yan, Zhe
4 Zhang, Hongwei
4 Zhang, Sainan
3 An, Qingxian
3 Branda, Martin
3 Consigli, Giorgio
3 Han, Youpan
3 Ju, Yanbing
3 Li, Feng
3 Li, Gang
3 Lin, Ruiyue
3 Liu, Steve Wenbin
3 Ruszczyński, Andrzej
3 Shi, Yun
3 Singh, Vikas Vikram
3 Wang, Aihua
3 Wang, Liyuan
3 Zhao, Dengfu
3 Zhu, Qingyuan
2 Aminnayeri, Majid
2 Bai, Yanfei
2 Basso, Antonella
2 Bian, Lihua
2 Brandtner, Mario
2 Chen, Fenge
2 Chen, Xiaohong
2 Chen, Yanhong
2 Dai, Wen-feng
2 Dang, Duy Minh
2 Davari-Ardakani, Hamed
2 De Simone, Valentina
2 Ding, Tao
2 Duan, Qingsong
2 Emrouznejad, Ali
2 Fan, Jingnan
2 Fontem, Belleh A.
2 Forsyth, Peter A.
2 Funari, Stefania
2 Guambe, Calisto
2 Guan, Guohui
2 Hao, Huibing
2 Hu, He
2 Hu, Qianhui
2 Hu, Yijun
2 Huang, Ya
2 Hui, Yongchang
2 Ji, Bingbing
2 Jin, Qianying
2 Kim, Woo Chang
2 Konicz, Agnieszka Karolina
2 Kürsten, Wolfgang
2 Lamb, John D.
2 Lee, Yongjae
2 Li, Duan
2 Li, Xingyi
2 Li, Xun
2 Liang, Changyong
2 Lin, Guihua
2 Liu, Jianxun
2 Liu, Junrong
2 Mehra, Aparna
2 Mei, Yu
2 Pagnoncelli, Bernardo K.
2 Penev, Spiridon I.
2 Peng, Xingchun
2 Qi, Chunze
2 Rios, Ignacio
2 Seifi, Abbas
2 Su, Chun
2 Sun, Hailin
2 Tee, Kai-Hong
2 Van Staden, Pieter M.
2 Wang, Meihua
2 Wang, Ping
2 Wang, Yijun
2 Wets, Roger Jean-Baptiste
2 Wu, Jian
2 Xu, Daobao
2 Xu, Mengwei
2 Xu, Zeshui
2 Yang, Li
2 Yang, Zhenping
...and 351 more Authors
all top 5

Cited in 82 Serials

22 European Journal of Operational Research
18 Journal of Industrial and Management Optimization
14 Mathematical Problems in Engineering
12 Annals of Operations Research
11 Applied Mathematical Modelling
10 Quantitative Finance
7 Journal of Optimization Theory and Applications
7 International Transactions in Operational Research
6 OR Spectrum
5 Insurance Mathematics & Economics
5 Operations Research Letters
5 Communications in Statistics. Theory and Methods
5 Optimization Letters
5 Numerical Algebra, Control and Optimization
4 Information Sciences
4 Optimization
4 Journal of Economic Dynamics & Control
4 Journal of Global Optimization
4 Soft Computing
4 Discrete Dynamics in Nature and Society
4 International Journal of Theoretical and Applied Finance
4 Scandinavian Actuarial Journal
4 Journal of Intelligent and Fuzzy Systems
3 Asia-Pacific Journal of Operational Research
3 SIAM Journal on Optimization
3 Mathematical Methods of Operations Research
3 INFOR: Information Systems and Operational Research
2 Journal of Mathematical Analysis and Applications
2 Journal of Computational and Applied Mathematics
2 Optimization and Engineering
2 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
2 Journal of Systems Science and Complexity
2 4OR
2 Journal of the Operations Research Society of China
1 Applicable Analysis
1 International Journal of Systems Science
1 Physica A
1 Applied Mathematics and Computation
1 Applied Mathematics and Optimization
1 Automatica
1 Mathematics and Computers in Simulation
1 Mathematics of Operations Research
1 Numerical Functional Analysis and Optimization
1 Operations Research
1 Opsearch
1 Acta Mathematicae Applicatae Sinica
1 Computers & Operations Research
1 Journal of Scientific Computing
1 Japan Journal of Industrial and Applied Mathematics
1 Numerical Algorithms
1 Communications in Statistics. Simulation and Computation
1 SIAM Review
1 Mathematical Programming. Series A. Series B
1 Computational Optimization and Applications
1 Computational and Applied Mathematics
1 Top
1 INFORMS Journal on Computing
1 Mathematical Communications
1 Optimization Methods & Software
1 Positivity
1 PAA. Pattern Analysis and Applications
1 European Journal of Mechanics. A. Solids
1 CEJOR. Central European Journal of Operations Research
1 Methodology and Computing in Applied Probability
1 RAIRO. Operations Research
1 Applied Stochastic Models in Business and Industry
1 International Game Theory Review
1 Journal of Applied Mathematics
1 Journal of Machine Learning Research (JMLR)
1 Computational Management Science
1 Statistical Methods and Applications
1 SIAM Journal on Financial Mathematics
1 Vestnik Yuzhno-Ural’skogo Gosudarstvennogo Universiteta. Seriya Matematicheskoe Modelirovanie i Programmirovanie
1 Journal of Control Science and Engineering
1 Symmetry
1 International Journal of Structural Stability and Dynamics
1 Mathematical Control and Related Fields
1 Journal of Mathematics
1 International Journal of Systems Science. Principles and Applications of Systems and Integration
1 AIMS Mathematics
1 Electronic Research Archive
1 OJMO. Open Journal of Mathematical Optimization

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