Mutual fund performance evaluation using data envelopment analysis with new risk measures. - Zhiping Chen 001; Ruiyue Lin (OR Spectr., 2006)

New DEA Performance Evaluation Indices and their Applications in the American Fund Market. - Ruiyue Lin; Zhiping Chen 001 (Asia Pac. J. Oper. Res., 2008)

Postoptimality for mean-risk stochastic mixed-integer programs and its application. - Zhiping Chen 001; Feng Zhang; Li Yang (Math. Methods Oper. Res., 2011)

Quantitative stability of mixed-integer two-stage quadratic stochastic programs. - Zhiping Chen 001; Youpan Han (Math. Methods Oper. Res., 2012)

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

Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse. - Zhiping Chen 001; Feng Zhang (Optim. Lett., 2014)

Super-efficiency measurement under variable return to scale: an approach based on a new directional distance function. - Ruiyue Lin; Zhiping Chen 001 (J. Oper. Res. Soc., 2015)

Quantitative stability of full random two-stage stochastic programs with recourse. - Youpan Han; Zhiping Chen 001 (Optim. Lett., 2015)

An iterative method for determining weights in cross efficiency evaluation. - Ruiyue Lin; Zhiping Chen 001; Wentao Xiong (Comput. Ind. Eng., 2016)

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

An equitable DEA-based approach for assigning fixed resources along with targets. - Ruiyue Lin; Zhiping Chen 001; Zongxin Li (J. Oper. Res. Soc., 2016)

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

A directional distance based super-efficiency DEA model handling negative data. - Ruiyue Lin; Zhiping Chen 001 (J. Oper. Res. Soc., 2017)

Dynamic network DEA approach with diversification to multi-period performance evaluation of funds. - Ruiyue Lin; Zhiping Chen 001; Qianhui Hu; Zongxin Li (OR Spectr., 2017)

Scenario tree reduction methods through clustering nodes. - Zhiping Chen 001; Zhe Yan (Comput. Chem. Eng., 2018)

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

Modified super-efficiency DEA models for solving infeasibility under non-negative data set. - Ruiyue Lin; Zhiping Chen 001 (INFOR Inf. Syst. Oper. Res., 2018)

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

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

A DEA-based method of allocating the fixed cost as a complement to the original input. - Ruiyue Lin; Zhiping Chen 001 (Int. Trans. Oper. Res., 2020)

Time-consistent equilibrium reinsurance-investment strategy for n competitive insurers under a new interaction mechanism and a general investment framework. - Peng Yang; Zhiping Chen 001; Ying Xu (J. Comput. Appl. Math., 2020)

A sparse chance constrained portfolio selection model with multiple constraints. - Zhiping Chen 001; Shen Peng; Abdel Lisser (J. Glob. Optim., 2020)

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

A mental account-based portfolio selection model with an application for data with smaller dimensions. - Zongxin Li; Hong Jiang; Zhiping Chen 001; Wing-Keung Wong (Comput. Oper. Res., 2022)

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

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

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

A Bayesian approach to data-driven multi-stage stochastic optimization. - Zhiping Chen 001; Wentao Ma (J. Glob. Optim., 2024)

Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets. - Wentao Ma; Zhiping Chen 001 (Math. Methods Oper. Res., 2024)