Regime-dependent Robust Risk Measures with Application in Portfolio Selection. - Jia Liu 066; Zhiping Chen 001 (ITQM, 2014)

Stochastic geometric programming with joint probabilistic constraints. - Jia Liu 066; Abdel Lisser; Zhiping Chen 001 (Electron. Notes Discret. Math., 2016)

Stochastic geometric optimization with joint probabilistic constraints. - Jia Liu 066; Abdel Lisser; Zhiping Chen 001 (Oper. Res. Lett., 2016)

Time consistent multi-period robust risk measures and portfolio selection models with regime-switching. - Jia Liu 066; Zhiping Chen 001 (Eur. J. Oper. Res., 2018)

Data-Driven Robust Chance Constrained Problems: A Mixture Model Approach. - Zhiping Chen 001; Shen Peng; Jia Liu 066 (J. Optim. Theory Appl., 2018)

Notoriously hard (mixed-)binary QPs: empirical evidence on new completely positive approaches. - Immanuel M. Bomze; Jianqiang Cheng; Peter J. C. Dickinson; Abdel Lisser; Jia Liu 066 (Comput. Manag. Sci., 2019)

A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems. - Zhe Yan; Zhiping Chen 001; Giorgio Consigli; Jia Liu 066; Ming Jin (Ann. Oper. Res., 2020)

Interval-based stochastic dominance: theoretical framework and application to portfolio choices. - Jia Liu 066; Zhiping Chen 001; Giorgio Consigli (Ann. Oper. Res., 2021)

Multi-stage portfolio selection problem with dynamic stochastic dominance constraints. - Yu Mei; Zhiping Chen 001; Jia Liu 066; Bingbing Ji (J. Glob. Optim., 2022)

Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball. - Yu Mei; Jia Liu 066; Zhiping Chen 001 (SIAM J. Optim., 2022)

Distributionally Robust Chance Constrained Geometric Optimization. - Jia Liu 066; Abdel Lisser; Zhiping Chen 001 (Math. Oper. Res., 2022)

Online Portfolio Selection with Long-Short Term Forecasting. - Roujia Li; Jia Liu 066 (Oper. Res. Forum, 2022)

Distributionally robust chance constrained games under Wasserstein ball. - Tian Xia; Jia Liu 066; Abdel Lisser (Oper. Res. Lett., 2023)