Chen Zhiping

Zhiping Chen

Information about the author Zhiping Chen will soon be added to the site.
Found 12 papers in total
Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse
Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse
2014
In order to derive continuity and stability of two‐stage stochastic programs...
An equitable DEA-based approach for assigning fixed resources along with targets
An equitable DEA-based approach for assigning fixed resources along with targets
2016
A typical problem in organization management is how to divide a fixed resource along...
Super-efficiency measurement under variable return to scale: an approach based on a new directional distance function
Super-efficiency measurement under variable return to scale: an approach based on a new directional distance function
2015
A modified super‐efficiency model based on the directional distance function...
Tail nonlinearly transformed risk measure and its application
Tail nonlinearly transformed risk measure and its application
2012
This paper discusses risk measurement and portfolio selection under the...
Dynamic portfolio optimization under multi‐factor model in stochastic markets
Dynamic portfolio optimization under multi‐factor model in stochastic markets
2012
We consider the modeling and solution of the multi‐period portfolio selection...
Quantitative stability of mixed‐integer two‐stage quadratic stochastic programs
Quantitative stability of mixed‐integer two‐stage quadratic stochastic programs
2012
For our introduced mixed‐integer quadratic stochastic program with fixed...
An MAGDM based on constrained FAHP and FTOPSIS and its application to supplier selection
An MAGDM based on constrained FAHP and FTOPSIS and its application to supplier selection
2011
The multiple attribute decision making (MADM) is widely used to rank alternatives with...
Postoptimality for mean‐risk stochastic mixed‐integer programs and its application
Postoptimality for mean‐risk stochastic mixed‐integer programs and its application
2011
The mean‐risk stochastic mixed‐integer programs can better model complex...
New DEA performance evaluation indices and their applications in the American fund
New DEA performance evaluation indices and their applications in the American fund
2008
The data envelopment analysis (DEA) method is a mathematical programming approach to...
A chance-constrained portfolio selection problem under t-distribution
A chance-constrained portfolio selection problem under t-distribution
2007
Aimed at better modeling stock returns and finding robustly optimal investment...
Existence, uniqueness, and determinacy of a nonnegative equilibrium price vector in asset markets with general utility functions and an elliptical distribution
Existence, uniqueness, and determinacy of a nonnegative equilibrium price vector in asset markets with general utility functions and an elliptical distribution
2004
For the asset market with finite numbers of investors whose utility functions are...
Evaluating project performance by combining data envelopment analysis and project management maturity model
Evaluating project performance by combining data envelopment analysis and project management maturity model
2004
To fully consider the influence of factors such as funds and the decision-making...
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