Zhiping Chen

Publication Activity (10 Years)

Years Active: 2022-2022
Publications (10 Years): 4

Top Topics

Stochastic Dominance

Chance Constrained

Top Venues

Comput. Oper. Res.

Math. Oper. Res.

J. Glob. Optim.

Publications

Jia Liu, Abdel Lisser, Zhiping Chen
Distributionally Robust Chance Constrained Geometric Optimization. Math. Oper. Res. 47 (4) (2022)
Yu Mei, Zhiping Chen, Jia Liu, Bingbing Ji
Multi-stage portfolio selection problem with dynamic stochastic dominance constraints. J. Glob. Optim. 83 (3) (2022)
Yu Mei, Jia Liu, Zhiping Chen
Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball. SIAM J. Optim. 32 (2) (2022)
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 (2022)