Edit Profile (opens in new tab) Chen, Zhiping Co-Author Distance Author ID: chen.zhiping Published as: Chen, Zhiping; Chen, Zhi-Ping; Chen, Zhi Ping; Chen, Zhi-ping more...less Documents Indexed: 125 Publications since 1994, including 3 Additional arXiv Preprints Co-Authors: 63 Co-Authors with 108 Joint Publications 2,693 Co-Co-Authors all top 5 Co-Authors 5 single-authored 21 Liu, Jia 11 Xu, Chengxian 9 Jiang, Jie 9 Lin, Ruiyue 8 Yang, Peng 7 Han, Youpan 6 Li, Gang 6 Lisser, Abdel 6 Wang, Liyuan 6 Wang, Yi 5 Yang, Li 4 Hu, Qianhui 4 Ji, Bingbing 4 Li, Zongxin 4 Mei, Yu 4 Yan, Zhe 4 Zhang, Feng 3 Consigli, Giorgio 3 Duan, Qihong 3 Gao, Yong 3 Peng, Shen 3 Xu, Daobao 3 Xu, Zongben 3 Zhao, Caie 2 Cao, Guowei 2 Hu, He 2 Hui, Yongchang 2 Jiao, Peng 2 Lin, Yaping 2 Wang, Lei 2 Wang, Yang 2 Wen, Xue 2 Xu, Zhujia 2 Yang, Wei 2 Yuen, Kam Chuen 2 Zhang, Kecun 1 Chen, Fucai 1 Chen, Ping 1 Chen, Yuna 1 Cheng, Bei 1 Cui, Xiangyu 1 de Jong, Jan L. 1 Elliott, Robert James 1 Fan, Hai-Gui 1 Feng, Wen-Zhuo 1 Gan, Yujie 1 Guo, Ju-e 1 Guo, Wenjing 1 Hashiguchi, Koichi 1 Huang, Song 1 Hurkens, Cor A. J. 1 Jiang, Hong 1 Jin, Ming 1 Liu, Gang 1 Ma, He 1 Ma, Wentao 1 Miao, Hao 1 Nie, Zankan 1 Ou, Haiyang 1 Qiu, Xiao-Ning 1 Song, Zhenxia 1 Su, Wenqiang 1 Tang, Xiaoyu 1 Thomson, Peter F. 1 Wang, Yanping 1 Wang, Yingluo 1 Wong, Wing-Keung 1 Xi, Feng 1 Xia, Tian 1 Xu, Ying 1 Yang, Licai 1 Yao, Haixiang 1 You, Zhaoyong 1 Yu, Guan 1 Yuan, Xiaoling 1 Zhang, Chunmei 1 Zhang, Fang 1 Zhang, Gaiying 1 Zhang, Weiguo 1 Zhang, Xiangsun 1 Zhang, Zhongxiu 1 Zhao, Dengfu 1 Zhao, Yonggan 1 Zhou, Fan 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 all top 5 Fields 76 Operations research, mathematical programming (90-XX) 63 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Statistics (62-XX) 10 Calculus of variations and optimal control; optimization (49-XX) 10 Systems theory; control (93-XX) 6 Probability theory and stochastic processes (60-XX) 6 Mechanics of deformable solids (74-XX) 5 Numerical analysis (65-XX) 4 Computer science (68-XX) 2 Measure and integration (28-XX) 1 Combinatorics (05-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 17 Fields 150 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 141 Operations research, mathematical programming (90-XX) 26 Systems theory; control (93-XX) 25 Statistics (62-XX) 12 Probability theory and stochastic processes (60-XX) 10 Calculus of variations and optimal control; optimization (49-XX) 9 Numerical analysis (65-XX) 9 Computer science (68-XX) 4 Mathematical logic and foundations (03-XX) 3 Mechanics of deformable solids (74-XX) 2 Measure and integration (28-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Ordinary differential equations (34-XX) 1 Fluid mechanics (76-XX) 1 Biology and other natural sciences (92-XX) 1 Mathematics education (97-XX) Citations by Year