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Multi-period portfolio selection with investor views based on scenario tree 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2022, 卷号: 418, 页码: 14
作者:  Zhao, Daping;  Bai, Lin;  Fang, Yong;  Wang, Shouyang
收藏  |  浏览/下载：13/0  |  提交时间：2022/06/21
Efficiency evaluation for banking systems under uncertainty: A multi-period three-stage DEA model 期刊论文
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 2019, 卷号: 85, 页码: 68-82
作者:  Zhou, Xiaoyang;  Xu, Zhongwen;  Chai, Jian;  Yao, Liming;  Wang, Shouyang
收藏  |  浏览/下载：52/0  |  提交时间：2020/01/10
Performance of Different Risk Indicators in a Multi-Period Polynomial Portfolio Selection Problem Based on the Credibility Measure 期刊论文
ENTROPY, 2019, 卷号: 21, 期号: 5
作者:  Zhou, Jian;  Shen, Jie;  Zhao, Ziheng;  Gu, Yujie;  Zhao, Mingxuan
收藏  |  浏览/下载：26/0  |  提交时间：2019/08/22
Time Consistent Multi-period Worst-Case Risk Measure in Robust Portfolio Selection 期刊论文
Journal of the Operations Research Society of China, 2018, 卷号: 6, 页码: 139-158
作者:  Liu, Jia;  Chen, Zhi-Ping;  Hui, Yong-Chang
收藏  |  浏览/下载：11/0  |  提交时间：2019/11/26
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 268, 页码: 373-385
作者:  Liu, Jia;  Chen, Zhiping
收藏  |  浏览/下载：10/0  |  提交时间：2019/11/26
Composite time-consistent multi-period risk measure and its application in optimal portfolio selection 期刊论文
TOP, 2016, 卷号: 24, 期号: [db:dc_citation_issue], 页码: 515-540
作者:  Chen, Zhiping;  Liu, Jia;  Li, Gang;  Yan, Zhe
收藏  |  浏览/下载：9/0  |  提交时间：2019/12/02
Time consistency and time consistent generalized convex multistage risk measures 期刊论文
IMA JOURNAL OF MANAGEMENT MATHEMATICS, 2016, 卷号: 27, 页码: 419-437
作者:  Yang, Li;  Chen, Zhi Ping;  Zhang, Feng
收藏  |  浏览/下载：2/0  |  提交时间：2019/11/26
Risk measures with comonotonic subadditivity or convexity on product spaces 期刊论文
Applied Mathematics. Series B, A Journal of Chinese Universities, 2015, 卷号: 30, 期号: 4, 页码: 407-417
作者:  Wei Lin-xiao*;  Ma Yue;  Hu Yi-jun
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/04
Risk measures with comonotonic subadditivity or convexity on product spaces 期刊论文
APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B, 2015, 卷号: 30, 期号: 4
作者:  Wei Lin-xiao;  Ma Yue;  Hu Yi-jun
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/05
Multi-period investment decision problem based on time consistent generalized convex risk measure and extremum scenarios 期刊论文
China Finance Review International, 2014, 卷号: 4, 期号: [db:dc_citation_issue], 页码: 360-384
作者:  Yang, Li;  Chen, Zhiping;  Hu, Qianhui
收藏  |  浏览/下载：9/0  |  提交时间：2019/12/02

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