Chen Chen

Chen Chen

Information about the author Chen Chen will soon be added to the site.
Found 3 papers in total
An Axiomatic Approach to Systemic Risk
An Axiomatic Approach to Systemic Risk
2013
Systemic risk refers to the risk of collapse of an entire complex system as a result...
Robust portfolio selection for index tracking
Robust portfolio selection for index tracking
2012
We develop a robust portfolio selection model for tracking a market index using a...
The interactive decomposition method for multiobjective linear programming and its applications
The interactive decomposition method for multiobjective linear programming and its applications
1988
In this paper, an interactive step trade-off decomposition method (simply, ISTDM) for...
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