Edit Profile (opens in new tab) Liu, Jia Co-Author Distance Author ID: liu.jia Published as: Liu, Jia External Links: Google Scholar Documents Indexed: 37 Publications since 2010, including 13 Additional arXiv Preprints Co-Authors: 38 Co-Authors with 36 Joint Publications 1,278 Co-Co-Authors all top 5 Co-Authors 0 single-authored 21 Chen, Zhiping 8 Lisser, Abdel 5 Mei, Yu 4 Xia, Tian 3 Gao, Tianxiang 3 Khanduri, Prashant 3 Li, Gang 3 Lu, Songtao 3 Xu, Zhujia 2 Bentley, Elizabeth Serena 2 Chu, Chris C. N. 2 Consigli, Giorgio 2 Hui, Yongchang 2 Ji, Bingbing 2 Liu, Zhuqing 2 Peng, Shen 2 Sherali, Hanif D. 2 Shroff, Ness B. 2 Yan, Zhe 1 Bomze, Immanuel M. 1 Cheng, Bei 1 Cheng, Jianqiang 1 Dickinson, Peter J. C. 1 Gao, Hongyang 1 Heslop, David 1 Hong, Mingyi 1 Jin, Ming 1 Li, Roujia 1 Li, Yining 1 Liu, Hailiang 1 Qiu, Peiwen 1 Rajan, Hridesh 1 Rajawat, Ketan 1 Scealy, Janice L. 1 Sharma, Pranay 1 Turck, Kurt 1 Varshney, Pramod K. 1 Wood, Andrew T. A. 1 Xia, Cathy Honghui 1 Xie, Rui 1 Yang, Haibo all top 5 Serials 2 Operations Research Letters 2 Annals of Operations Research 2 Chinese Journal of Engineering Mathematics 2 Journal of the Operations Research Society of China 1 Applied Mathematics and Optimization 1 International Statistical Review 1 Journal of Optimization Theory and Applications 1 Mathematics of Operations Research 1 Optimization 1 Journal of Global Optimization 1 European Journal of Operational Research 1 SIAM Journal on Optimization 1 Top 1 Optimization and Engineering 1 Quantitative Finance 1 IMA Journal of Management Mathematics 1 Computational Management Science 1 Journal of Industrial and Management Optimization 1 SN Operations Research Forum all top 5 Fields 14 Operations research, mathematical programming (90-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Statistics (62-XX) 1 Probability theory and stochastic processes (60-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 18 Publications have been cited 69 times in 53 Documents Cited by ▼ Year ▼ Time consistent multi-period robust risk measures and portfolio selection models with regime-switching. Zbl 1403.91316 Liu, Jia; Chen, Zhiping 10 2018 Stochastic geometric optimization with joint probabilistic constraints. Zbl 1408.90212 Liu, Jia; Lisser, Abdel; Chen, Zhiping 10 2016 Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance. Zbl 1417.49032 Liu, Jia; Chen, Zhiping; Lisser, Abdel; Xu, Zhujia 8 2019 Composite time-consistent multi-period risk measure and its application in optimal portfolio selection. Zbl 1409.91130 Chen, Zhiping; Liu, Jia; Li, Gang; Yan, Zhe 7 2016 Data-driven robust chance constrained problems: a mixture model approach. Zbl 1402.90104 Chen, Zhiping; Peng, Shen; Liu, Jia 5 2018 A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems. Zbl 1457.91354 Yan, Zhe; Chen, Zhiping; Consigli, Giorgio; Liu, Jia; Jin, Ming 4 2020 Recursive risk measures under regime switching applied to portfolio selection. Zbl 1402.91673 Chen, Zhiping; Liu, Jia; Hui, Yongchang 4 2017 Multivariate robust second-order stochastic dominance and resulting risk-averse optimization. Zbl 1427.49027 Chen, Zhiping; Mei, Yu; Liu, Jia 3 2019 Rectangular chance constrained geometric optimization. Zbl 1447.90025 Liu, Jia; Peng, Shen; Lisser, Abdel; Chen, Zhiping 3 2020 Distributionally robust chance constrained geometric optimization. Zbl 1510.90198 Liu, Jia; Lisser, Abdel; Chen, Zhiping 3 2022 Stochastic geometric programming with joint probabilistic constraints. Zbl 1366.90147 Liu, Jia; Lisser, Abdel; Chen, Zhiping 2 2016 Time consistent policy of multi-period mean-variance. Zbl 1318.91178 Chen, Zhiping; Liu, Jia; Li, Gang 2 2016 Time consistent multi-period worst-case risk measure in robust portfolio selection. Zbl 1413.91084 Liu, Jia; Chen, Zhi-Ping; Hui, Yong-Chang 2 2018 Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties. Zbl 1488.90128 Mei, Yu; Chen, Zhi-Ping; Ji, Bing-Bing; Xu, Zhu-Jia; Liu, Jia 2 2021 Notoriously hard (mixed-)binary QPs: empirical evidence on new completely positive approaches. Zbl 07137446 Bomze, Immanuel M.; Cheng, Jianqiang; Dickinson, Peter J. C.; Lisser, Abdel; Liu, Jia 1 2019 Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball. Zbl 1493.90119 Mei, Yu; Liu, Jia; Chen, Zhiping 1 2022 Multi-stage portfolio selection problem with dynamic stochastic dominance constraints. Zbl 1489.91236 Mei, Yu; Chen, Zhiping; Liu, Jia; Ji, Bingbing 1 2022 Optimal policy for a time consistent mean-variance model with regime switching. Zbl 1433.91160 Li, Gang; Chen, Zhi Ping; Liu, Jia 1 2016 Distributionally robust chance constrained geometric optimization. Zbl 1510.90198 Liu, Jia; Lisser, Abdel; Chen, Zhiping 3 2022 Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball. Zbl 1493.90119 Mei, Yu; Liu, Jia; Chen, Zhiping 1 2022 Multi-stage portfolio selection problem with dynamic stochastic dominance constraints. Zbl 1489.91236 Mei, Yu; Chen, Zhiping; Liu, Jia; Ji, Bingbing 1 2022 Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties. Zbl 1488.90128 Mei, Yu; Chen, Zhi-Ping; Ji, Bing-Bing; Xu, Zhu-Jia; Liu, Jia 2 2021 A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems. Zbl 1457.91354 Yan, Zhe; Chen, Zhiping; Consigli, Giorgio; Liu, Jia; Jin, Ming 4 2020 Rectangular chance constrained geometric optimization. Zbl 1447.90025 Liu, Jia; Peng, Shen; Lisser, Abdel; Chen, Zhiping 3 2020 Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance. Zbl 1417.49032 Liu, Jia; Chen, Zhiping; Lisser, Abdel; Xu, Zhujia 8 2019 Multivariate robust second-order stochastic dominance and resulting risk-averse optimization. Zbl 1427.49027 Chen, Zhiping; Mei, Yu; Liu, Jia 3 2019 Notoriously hard (mixed-)binary QPs: empirical evidence on new completely positive approaches. Zbl 07137446 Bomze, Immanuel M.; Cheng, Jianqiang; Dickinson, Peter J. C.; Lisser, Abdel; Liu, Jia 1 2019 Time consistent multi-period robust risk measures and portfolio selection models with regime-switching. Zbl 1403.91316 Liu, Jia; Chen, Zhiping 10 2018 Data-driven robust chance constrained problems: a mixture model approach. Zbl 1402.90104 Chen, Zhiping; Peng, Shen; Liu, Jia 5 2018 Time consistent multi-period worst-case risk measure in robust portfolio selection. Zbl 1413.91084 Liu, Jia; Chen, Zhi-Ping; Hui, Yong-Chang 2 2018 Recursive risk measures under regime switching applied to portfolio selection. Zbl 1402.91673 Chen, Zhiping; Liu, Jia; Hui, Yongchang 4 2017 Stochastic geometric optimization with joint probabilistic constraints. Zbl 1408.90212 Liu, Jia; Lisser, Abdel; Chen, Zhiping 10 2016 Composite time-consistent multi-period risk measure and its application in optimal portfolio selection. Zbl 1409.91130 Chen, Zhiping; Liu, Jia; Li, Gang; Yan, Zhe 7 2016 Stochastic geometric programming with joint probabilistic constraints. Zbl 1366.90147 Liu, Jia; Lisser, Abdel; Chen, Zhiping 2 2016 Time consistent policy of multi-period mean-variance. Zbl 1318.91178 Chen, Zhiping; Liu, Jia; Li, Gang 2 2016 Optimal policy for a time consistent mean-variance model with regime switching. Zbl 1433.91160 Li, Gang; Chen, Zhi Ping; Liu, Jia 1 2016 all cited Publications top 5 cited Publications all top 5 Cited by 102 Authors 12 Chen, Zhiping 9 Lisser, Abdel 9 Liu, Jia 7 Peng, Shen 3 Li, Zhongfei 3 Singh, Vikas Vikram 3 Yao, Haixiang 2 Consigli, Giorgio 2 Fontem, Belleh A. 2 Hui, Yongchang 2 Ji, Bingbing 2 Jiang, Jie 2 Mei, Yu 2 Yan, Zhe 2 Zeng, Yan 2 Zhang, Peng 1 Balachandar, Eshan 1 Bekiros, Stelios D. 1 Beyers, Conrad F. J. 1 Bi, Junna 1 Bian, Lihua 1 Cai, Jun 1 Chen, Ping 1 Chen, Yanhong 1 Chen, Yinnan 1 Chi, Guotai 1 Coqueret, Guillaume 1 Di, Shihan 1 Ebrahimi, Seyed Babak 1 Esteban-Pérez, Adrián 1 Fang, Xiaolei 1 Feng, Yu 1 Gao, Zheming 1 Guambe, Calisto 1 Guida, Tony 1 Guo, Hua 1 Gupta, Nalin 1 Hassapis, Christis 1 Hu, He 1 Hu, Yijun 1 Jayasekera, Raanadeva 1 Jiang, Lin 1 Jin, Ming 1 Kang, Zhilin 1 Keskin, Burcu B. 1 Khodayifar, Salman 1 Klinacheva, Nataliya Leonidovna 1 Kling, Gerhard 1 Kou, Ying 1 Kovalëv, Yuriĭ Mikhaĭlovich 1 Kraft, Holger 1 Kufakunesu, Rodwell 1 Li, Xingyi 1 Li, Xun 1 Lin, Fengming 1 Ling, Aifan 1 Liu, Yongjun 1 Luan, Fei 1 Luo, Kui 1 Ma, Dong 1 Maggioni, Francesca 1 Mehrotra, Sanjay 1 Melouk, Sharif H. 1 Moghadam, Mostafa Abdolahi 1 Mondal, Tapas Kumar 1 Ojha, Akshay Kumar 1 Östermark, Ralf 1 Pang, Liping 1 Pani, Sabyasachi 1 Pardalos, Panos M. 1 Peibiao, Zhao 1 Rahimian, Hamed 1 Rahmani, Donya 1 Shiraz, Rashed Khanjani 1 Sit, Tony 1 Sun, Jie 1 Sun, Kexin 1 Tassouli, Siham 1 Tsang, Man Yiu 1 Uddin, Gazi Salah 1 van Zyl, Gusti Augustinus Johannes 1 Vaughn, Carley 1 Wan, Zhong 1 Wang, Liyuan 1 Wang, Meihua 1 Wang, Shuang 1 Wang, Song 1 Weiss, Farina 1 Wong, Hoi Ying 1 Wu, Changzhi 1 Wu, Zhongming 1 Xia, Tian 1 Xidonas, Panos 1 Yadav, Navnit 1 Yahya, Muhammad 1 Ye, Lingjuan 1 Zare Mehrjerdi, Yahia 1 Zeng, Yongquan 1 Zhang, Hongwei 1 Zhang, Peng ...and 2 more Authors all top 5 Cited in 28 Serials 8 Journal of Industrial and Management Optimization 6 European Journal of Operational Research 5 Annals of Operations Research 3 Operations Research Letters 3 Journal of Global Optimization 3 International Journal of Theoretical and Applied Finance 2 Journal of Optimization Theory and Applications 2 Quantitative Finance 2 Numerical Algebra, Control and Optimization 1 Applied Mathematics and Optimization 1 Journal of Computational and Applied Mathematics 1 Mathematics and Computers in Simulation 1 Mathematics of Operations Research 1 Insurance Mathematics & Economics 1 Optimization 1 Japan Journal of Industrial and Applied Mathematics 1 Applied Mathematical Modelling 1 SIAM Journal on Optimization 1 Computational Optimization and Applications 1 Soft Computing 1 Mathematical Methods of Operations Research 1 Optimization and Engineering 1 Journal of Systems Science and Complexity 1 4OR 1 Optimization Letters 1 Vestnik Yuzhno-Ural’skogo Gosudarstvennogo Universiteta. Seriya Matematicheskoe Modelirovanie i Programmirovanie 1 Journal of the Operations Research Society of China 1 OJMO. Open Journal of Mathematical Optimization all top 5 Cited in 9 Fields 36 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 33 Operations research, mathematical programming (90-XX) 7 Statistics (62-XX) 4 Systems theory; control (93-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Probability theory and stochastic processes (60-XX) 2 Computer science (68-XX) 1 Numerical analysis (65-XX) 1 Fluid mechanics (76-XX) Citations by Year