default search action
Zhiping Chen 0001
Person information
- affiliation: Xi'an Jiaotong University, Department of Computing Science, School of Mathematics and Statistics, Shaanxi, China
- affiliation: Xi'an International Academy for Mathematics and Mathematical Technology, Center for Optimization Technique and Quantitative Finance, Shaanxi, China
Other persons with the same name
- Zhiping Chen — disambiguation page
- Zhiping Chen 0002 — Fujian University of Technology, Fuzhou, China
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
- [j28]Zhiping Chen
, Wentao Ma:
A Bayesian approach to data-driven multi-stage stochastic optimization. J. Glob. Optim. 90(2): 401-428 (2024) - [j27]Wentao Ma, Zhiping Chen
Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets. Math. Methods Oper. Res. 100(2): 553-600 (2024) - 2022
- [j26]Zongxin Li, Hong Jiang, Zhiping Chen, Wing-Keung Wong:
A mental account-based portfolio selection model with an application for data with smaller dimensions. Comput. Oper. Res. 144: 105801 (2022) - [j25]Yu Mei, Zhiping Chen
Multi-stage portfolio selection problem with dynamic stochastic dominance constraints. J. Glob. Optim. 83(3): 585-613 (2022) - [j24]Jia Liu
Distributionally Robust Chance Constrained Geometric Optimization. Math. Oper. Res. 47(4): 2950-2988 (2022) - [j23]Yu Mei, Jia Liu
Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball. SIAM J. Optim. 32(2): 715-738 (2022) - 2021
- [j22]Jia Liu, Zhiping Chen, Giorgio Consigli
Interval-based stochastic dominance: theoretical framework and application to portfolio choices. Ann. Oper. Res. 307(1): 329-361 (2021) - 2020
- [j21]Zhe Yan, Zhiping Chen
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems. Ann. Oper. Res. 292(2): 849-881 (2020) - [j20]Ruiyue Lin
A DEA-based method of allocating the fixed cost as a complement to the original input. Int. Trans. Oper. Res. 27(4): 2230-2250 (2020) - [j19]Peng Yang
Time-consistent equilibrium reinsurance-investment strategy for n competitive insurers under a new interaction mechanism and a general investment framework. J. Comput. Appl. Math. 374: 112769 (2020) - [j18]Zhiping Chen
A sparse chance constrained portfolio selection model with multiple constraints. J. Glob. Optim. 77(4): 825-852 (2020)
2010 – 2019
- 2018
- [j17]Zhiping Chen, Zhe Yan:
Scenario tree reduction methods through clustering nodes. Comput. Chem. Eng. 109: 96-111 (2018) - [j16]Jia Liu
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching. Eur. J. Oper. Res. 268(1): 373-385 (2018) - [j15]Ruiyue Lin
Modified super-efficiency DEA models for solving infeasibility under non-negative data set. INFOR Inf. Syst. Oper. Res. 56(3): 265-285 (2018) - [j14]Zhiping Chen
Data-Driven Robust Chance Constrained Problems: A Mixture Model Approach. J. Optim. Theory Appl. 179(3): 1065-1085 (2018) - 2017
- [j13]Ruiyue Lin
A directional distance based super-efficiency DEA model handling negative data. J. Oper. Res. Soc. 68(11): 1312-1322 (2017) - [j12]Ruiyue Lin
Dynamic network DEA approach with diversification to multi-period performance evaluation of funds. OR Spectr. 39(3): 821-860 (2017) - 2016
- [j11]Ruiyue Lin
An iterative method for determining weights in cross efficiency evaluation. Comput. Ind. Eng. 101: 91-102 (2016) - [j10]Jia Liu
Stochastic geometric programming with joint probabilistic constraints. Electron. Notes Discret. Math. 55: 49-52 (2016) - [j9]Ruiyue Lin
An equitable DEA-based approach for assigning fixed resources along with targets. J. Oper. Res. Soc. 67(11): 1373-1381 (2016) - [j8]Jia Liu
Stochastic geometric optimization with joint probabilistic constraints. Oper. Res. Lett. 44(5): 687-691 (2016) - 2015
- [j7]Ruiyue Lin
Super-efficiency measurement under variable return to scale: an approach based on a new directional distance function. J. Oper. Res. Soc. 66(9): 1506-1510 (2015) - [j6]Youpan Han, Zhiping Chen:
Quantitative stability of full random two-stage stochastic programs with recourse. Optim. Lett. 9(6): 1075-1090 (2015) - 2014
- [j5]Zhiping Chen, Feng Zhang:
Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse. Optim. Lett. 8(5): 1647-1662 (2014) - [c1]Jia Liu
Regime-dependent Robust Risk Measures with Application in Portfolio Selection. ITQM 2014: 344-350 - 2012
- [j4]Zhiping Chen, Youpan Han:
Quantitative stability of mixed-integer two-stage quadratic stochastic programs. Math. Methods Oper. Res. 75(2): 149-163 (2012) - 2011
- [j3]Zhiping Chen, Feng Zhang, Li Yang:
Postoptimality for mean-risk stochastic mixed-integer programs and its application. Math. Methods Oper. Res. 74(3): 445-465 (2011)
2000 – 2009
- 2008
- [j2]Ruiyue Lin
New DEA Performance Evaluation Indices and their Applications in the American Fund Market. Asia Pac. J. Oper. Res. 25(4): 421-450 (2008) - 2006
- [j1]Zhiping Chen, Ruiyue Lin
Mutual fund performance evaluation using data envelopment analysis with new risk measures. OR Spectr. 28(3): 375-398 (2006)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2025-01-09 12:49 CET by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by: