| Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance J Liu, Z Chen, A Lisser, Z Xu Applied Mathematics & Optimization 79, 671-693, 2019 | 31 | 2019 |
| Stochastic geometric optimization with joint probabilistic constraints J Liu, A Lisser, Z Chen Operations Research Letters 44 (5), 687-691, 2016 | 27 | 2016 |
| Time consistent multi-period robust risk measures and portfolio selection models with regime-switching J Liu, Z Chen European Journal of Operational Research 268 (1), 373-385, 2018 | 25 | 2018 |
| Distributionally robust chance constrained geometric optimization J Liu, A Lisser, Z Chen Mathematics of Operations Research 47 (4), 2950-2988, 2022 | 18 | 2022 |
| A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems Z Yan, Z Chen, G Consigli, J Liu, M Jin Annals of operations research 292 (2), 849-881, 2020 | 17 | 2020 |
| Data-driven robust chance constrained problems: a mixture model approach Z Chen, S Peng, J Liu Journal of Optimization Theory and Applications 179, 1065-1085, 2018 | 16 | 2018 |
| A sustainability-oriented enhanced indexation model with regime switching and cardinality constraint Z Chen, X Zhuang, J Liu Sustainability 11 (15), 4055, 2019 | 14 | 2019 |
| Regime-dependent robust risk measures with application in portfolio selection J Liu, Z Chen Procedia Computer Science 31, 344-350, 2014 | 14 | 2014 |
| Composite time-consistent multi-period risk measure and its application in optimal portfolio selection Z Chen, J Liu, G Li, Z Yan Top 24, 515-540, 2016 | 13 | 2016 |
| Multi-period risk measures and optimal investment policies Z Chen, G Consigli, J Liu, G Li, T Fu, Q Hu Optimal financial decision making under uncertainty, 1-34, 2017 | 12 | 2017 |
| Rectangular chance constrained geometric optimization J Liu, S Peng, A Lisser, Z Chen optimization and engineering 21, 537-566, 2020 | 11 | 2020 |
| Recursive risk measures under regime switching applied to portfolio selection Z Chen, J Liu, Y Hui Quantitative Finance 17 (9), 1457-1476, 2017 | 9 | 2017 |
| Multivariate robust second-order stochastic dominance and resulting risk-averse optimization Z Chen, Y Mei, J Liu Optimization 68 (9), 1719-1747, 2019 | 7 | 2019 |
| Optimal policy for a time consistent mean–variance model with regime switching G Li, ZP Chen, J Liu IMA Journal of Management Mathematics 27 (2), 211-234, 2016 | 7 | 2016 |
| Data-driven stochastic programming with distributionally robust constraints under wasserstein distance: asymptotic properties Y Mei, ZP Chen, BB Ji, ZJ Xu, J Liu Journal of the Operations Research Society of China 9, 525-542, 2021 | 5 | 2021 |
| TIME CONSISTENT POLICY OF MULTI-PERIOD MEAN-VARIANCE PROBLEM IN STOCHASTIC MARKETS. Z Chen, J Liu, G Li Journal of Industrial & Management Optimization 12 (1), 2016 | 5 | 2016 |
| Multistage utility preference robust optimization J Liu, Z Chen, H Xu arXiv preprint arXiv:2109.04789, 2021 | 4 | 2021 |
| Time consistent multi-period worst-case risk measure in robust portfolio selection J Liu, ZP Chen, YC Hui Journal of the Operations Research Society of China 6, 139-158, 2018 | 4 | 2018 |
| Distributionally robust chance constrained games under Wasserstein ball T Xia, J Liu, A Lisser Operations Research Letters 51 (3), 315-321, 2023 | 2 | 2023 |
| Multi-stage portfolio selection problem with dynamic stochastic dominance constraints Y Mei, Z Chen, J Liu, B Ji Journal of Global Optimization 83 (3), 585-613, 2022 | 2 | 2022 |
Zhiping ChenVerified email at mail.xjtu.edu.cn
