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西安交通大学 [17]

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期刊论文 [13]

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限定条件	专题：西安交通大学第一署名单位第一作者单位通讯作者单位

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	Data-Driven Robust Chance Constrained Problems: A Mixture Model Approach 期刊论文 Journal of Optimization Theory and Applications, 2018, 卷号: 179, 页码: 1065-1085 作者: Chen, Zhiping; Peng, Shen; Liu, Jia 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/11/26 Chance constrained problem Convex approximation Data-driven Distributionally robust optimization Mixture distribution
	Time consistent multi-period robust risk measures and portfolio selection models with regime-switching 期刊论文 EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 268, 页码: 373-385 作者: Liu, Jia; Chen, Zhiping 收藏 \| 浏览/下载：10/0 \| 提交时间：2019/11/26 Risk management Dynamic portfolio selection Multi-period risk measure Distributionally robust optimization Regime switching
	Recursive risk measures under regime switching applied to portfolio selection 期刊论文 QUANTITATIVE FINANCE, 2017, 卷号: 17, 页码: 1457-1476 作者: Chen, Zhiping; Liu, Jia; Hui, Yongchang 收藏 \| 浏览/下载：5/0 \| 提交时间：2019/11/26 Regime switching Time consistency Dynamic portfolio selection C61 Conditional value-at-risk Factor model Recursive risk measure G11
	Closed-Form Optimal Portfolios of Distributionally Robust Mean-CVaR Problems with Unknown Mean and Variance 期刊论文 Applied Mathematics and Optimization, 2017, 页码: 1-23 作者: Liu, Jia; Chen, Zhiping; Lisser, Abdel; Xu, Zhujia 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/11/26 Closed form solutions Conditional Value-at-Risk Portfolio selection Risk measures Robust optimization
	Multi-period risk measures and optimal investment policies 其他 2017-01-01 作者: Chen, Zhiping; Consigli, Giorgio; Liu, Jia; Li, Gang; Fu, Tianwen 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/11/26 Bellman&rsquo s principle Dynamic risk control Information processes Multi-period risk measures Portfolio optimization Recoursive risk measures Time-consistency
	Erratum to: Guidelines for the use and interpretation of assays for monitoring autophagy (3rd edition) (Autophagy, 12, 1, 1-222, 10.1080/15548627.2015.1100356 期刊论文 Autophagy, 2016, 卷号: 12 作者: Klionsky, Daniel J.; Abdelmohsen, Kotb; Abe, Akihisa; Abedin, Md Joynal; Abeliovich, Hagai 收藏 \| 浏览/下载：133/0 \| 提交时间：2019/11/26
	TIME CONSISTENT POLICY OF MULTI-PERIOD MEAN-VARIANCE PROBLEM IN STOCHASTIC MARKETS 期刊论文 JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2016, 卷号: 12, 期号: [db:dc_citation_issue], 页码: 229-249 作者: Chen, Zhiping; Liu, Jia; Li, Gang 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/12/02 mean-variance policy revision Markovian markets Time inconsistency Bellman's optimality principle
	Composite time-consistent multi-period risk measure and its application in optimal portfolio selection 期刊论文 TOP, 2016, 卷号: 24, 期号: [db:dc_citation_issue], 页码: 515-540 作者: Chen, Zhiping; Liu, Jia; Li, Gang; Yan, Zhe 收藏 \| 浏览/下载：9/0 \| 提交时间：2019/12/02 Risk management Scenario tree Time consistency Multi-period risk measure Portfolio selection
	Guidelines for the use and interpretation of assays for monitoring autophagy (3rd edition) 期刊论文 AUTOPHAGY, 2016, 卷号: 12, 期号: [db:dc_citation_issue], 页码: 1-222 作者: Klionsky, Daniel J.; Abdelmohsen, Kotb; Abe, Akihisa; Abedin, Md Joynal; Abeliovich, Hagai 收藏 \| 浏览/下载：83/0 \| 提交时间：2019/12/02 stress macroautophagy LC3 lysosome phagophore chaperone-mediated autophagy vacuole flux autophagosome autolysosome
	Stochastic geometric optimization with joint probabilistic constraints 期刊论文 OPERATIONS RESEARCH LETTERS, 2016, 卷号: 44, 期号: [db:dc_citation_issue], 页码: 687-691 作者: Liu, Jia; Lisser, Abdel; Chen, Zhiping 收藏 \| 浏览/下载：6/0 \| 提交时间：2019/12/02 Geometric optimization Joint probabilistic constraint Piecewise linear approximation Sequential convex approximation

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