Zhiping Chen

Finance · 2008–2020

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 22 citations into it
• Management Science and Operations Research — 18 citations into it
• Economics and Econometrics — 16 citations into it
• Demography — 11 citations into it

Whom Zhiping Chen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. C. Acerbi
2. Freddy Delbaen
3. Dirk Tasche
4. R. Tyrrell Rockafellar
5. Zhongfei Li
6. Stanislav Uryasev
7. Tomas Björk

Who trusts Zhiping Chen overall

1. Wei Yue

Papers from Zhiping Chen's perspective

Ordered by how strongly the researchers Zhiping Chen trusts endorse each paper. Same corpus, a different order for every researcher.

1. Coherent Risk Measures on General Probability Spaces
2. Conditional Value-at-Risk for General Loss Distributions
3. Expected shortfall and beyond
4. Portfolio Selection
5. Spectral measures of risk: A coherent representation of subjective risk aversion
6. Portfolio Optimization Under a Minimax Rule
7. Portfolio Optimization Under a Minimax Rule
8. Expected Shortfall: a natural coherent alternative to Value at Risk
9. Optimization of conditional value-at risk
10. Convex measures of risk and trading constraints (Finance and Stochastics)

Their papers

• Robust optimal reinsurance–investment strategy with price jumps and correlated claims (2020) — 51 citations
• Two-sided coherent risk measures and their application in realistic portfolio optimization (2008) — 67 citations