• Zhiping Chen and Zongben Xu, 2001, Computer Mathematics, Science Press, Beijing, P. R. China.
• Chengxian Xu, Zhiping Chen and Naicheng Li, 2002, Modern Optimization Methods, Science Press, Beijing, P. R. China.

1. Bingbing Ji, Zhiping Chen, Giorgio Consigli, Zhe Yan. Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas. Quantitative Finance. 2022, 22(9), 1759-1784.
2. Zongxin Li, Hong Jiang, Zhiping Chen, Wing-Keung Wong. A mental account-based portfolio selection model with an application for data with smaller dimensions. Computers and Operations Research. 2022, 144:  105801.
3. Peng Yang，Zhiping Chen. Optimal time-consistent social health insurance and private health insurance strategy under a new health insurance framework. Applied Stochastic Models in Business and Industry. 2022, 38(4), 726-743.
4. Peng Yang，Zhiping Chen. Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework. IMA Journal of Management Mathematics. DOI: 10.1093/imaman/dpac002.
5. Jia Liu, Abdel Lisser, Zhiping Chen. Distributionally robust chance constrained geometric optimization. Mathematics of Operations Research. 2022, 47(4), 2950-2988.
6. Yu Mei, Zhiping Chen, Jia Liu, Bingbing Ji. Multi-stage portfolio selection problem with dynamic stochastic dominance constraints. Journal of Global Optimization. 2022, 83(3), 585-613.
7. Jie Jiang, Zhiping Chen. Regularized methods for a two-stage robust production planning problem and its sample average approximation. Journal of the Operations Research Society of China. DOI:10.1007/s40305-021-00373-6.
8. Liyuan Wang, Zhiping Chen, Peng Yang. Equilibrium behavioral strategy for a DC pension plan with piecewise linear state-dependent risk tolerance. Communications in Statistics-Theory and Methods. DOI10.1080/03610926.2021.1952265. 
9. Yu Mei, Jia Liu, Zhiping Chen. Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball. SIAM Journal on Optimization. 2022, 32(2): 715-738.
10. Tao Qian, Chengcheng Shao, Xuliang Li, Xiuli Wang, Zhiping Chen, Mohammad Shahidehpour. Multi-agent Deep Reinforcement Learning Based Strategic Pricing of EV Charging Stations in Non-Cooperative Game. IEEE Transactions on Power Systems. 2022, 37(3): 1682-1694.
11. Jia Liu, Zhiping Chen, Giorgio Consigli. Interval-based stochastic dominance: theoretical framework and application to portfolio choices. Annals of Operations Research. 2021, 307(1-2):  329-361.
12. Zhiping Chen, He Hu, Jie Jiang. Quantitative Stability and Empirical Approximation of Risk-averse Models Induced by Two-stage Stochastic Programs with Full Random Recourse. Asia-Pacific Journal of Operational Research. 2021, 38(4), Article No. 2050056, 25 pages.
13. Bingbing Ji, Zhiping Chen, Jia Liu, et al. Moment Matching: A New Optimization-Based Sampling Scheme for Uncertainty Quantification of Reactor-Physics Analysis. Nuclear Science and Engineering. 2021, 195(12): 1247-1264. 
14. Peng Yang，Zhiping Chen, Xiangyu Cui. Equilibrium reinsurance strategies for $n$ insurers under a unified competition and cooperation framework. Scandinavian Actuarial Journal. 2021, 2021(10): 969-997. 
15. Jie Jiang, Zhiping Chen, He Hu. Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts. Journal of Industrial and Management Optimization. 2021, 17(5): 2415-2440.
16. Yu Mei, Zhiping Chen, Bingbing Ji, Zhujia Xu, Jia Liu. Data-driven Stochastic Programming with Distributionally Robust Constraints under Wasserstein Distance: Asymptotic Properties. Journal of the Operations Research Society of China. 2021, 9(3): 525-542.
17. Peng Yang，Zhiping Chen, Liyuan Wang. Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process. Communications in Statistics - Theory and Methods. 2021, 50(11): 2546-2568.
18. Liyuan Wang, Zhiping Chen, Peng Yang. Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion. Journal of Industrial and Management Optimization. 2021, 17(3): 1203-1233.
19. Jie Jiang, Xiaojun Chen, Zhiping Chen. Quantitative analysis for a class of two-stage stochastic linear variational inequality problems. Computational Optimization and Applications. 2020, 76(2): 431-460.
20. Zhiping Chen, Shen Peng, Abdel Lisser. A sparse chance constrained portfolio selection model with multiple constraints. Journal of Global Optimization. 2020, 77(4): 825-852. 
21. Zhiping Chen, Peng Yang. Robust optimal reinsurance-investment strategy with price jumps and correlated claims. Insurance: Mathematics and Economics. 2020, 92: 27-46. 
22. Peng Yang，Zhiping Chen, Ying Xu. Time-consistent equilibrium reinsurance- investment strategy for $n$ competitive insurers under a new interaction mechanism and a general investment framework. Journal of Computational and Applied Mathematics. 2020, 374: 12769.
23. 李宗欣，陈志平，王美花。基于最速曲线的投资组合调整方法。运筹与管理，2020, 29(7): 165-171.
24. Jia Liu, Shen Peng, Abdel Lisser, Zhiping Chen. Rectangular chance constrained geometric optimization. Optimization and Engineering. 2020, 21(2): 537-566. 
25. Zhiping Chen, Jie Jiang. Quantitative stability of fully random two-stage stochastic programs with mixed-integer recourse. Optimization Letters, 2020, 14(5): 1249-1264.
26. Zhe Yan, Zhiping Chen, Giorgio Consigli, Jia Liu, Ming Jin. A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems. Annals of Operations Research, 2020, 292(2): 849-881.
27. Ruiyue Lin, Zhiping Chen. A DEA-based method of allocating the fixed cost as a complement to the original input. International Transactions in Operational Research, 2020, 27(4): 2230-2250.
28. Jie Jiang, Zhiping Chen. Quantitative stability analysis of two-stage stochastic linear programs with full random recourse. Numerical Functional Analysis and Optimization, 2019, 40(16): 1847-1876.
29. Zhiping Chen, Yu Mei, Jia Liu. Multivariate robust second-order stochastic dominance and resulting risk-averse optimization. Optimization, 2019. 68(9): 1719-1747.
30. Zhiping Chen, Liyuan Wang, Ping Chen, Haixiang Yao. Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching. International Journal of Theoretical and Applied Finance. 2019, 22(6): 1950029 (33 pages). 
31. Jia Liu, Zhiping Chen, Abdel Lisser, Zhujia Xu. Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance. Applied Mathematics & Optimization, 2019, 79(3): 671-693.
32. Jie Jiang, Zhiping Chen. Stability of multistage stochastic programs with quadratic objective functions. Chinese Journal of Engineering Mathematics, 2019, 36(2): 198-218.
33. Liyuan Wang, Zhiping Chen. Stochastic game theoretic formulation for a multi-period DC pension plan with state-dependent risk aversion. MDPI Mathematics, 2019, 7(1): 108.
34. Zongxin Li, Zhiping Chen, Yongchang Hui. Portfolio selection through Maslow’s need hierarchy theory. Applied Economics, 2019, 51(4): 364-372.
35. Liyuan Wang, Zhiping Chen. Nash Equilibrium Strategy for a DC Pension Plan with State-Dependent Risk Aversion: A Multiperiod Mean-Variance Framework. Discrete Dynamics in Nature and Society, 2018, Article ID 7581231, 17 pages
36. Jie Jiang, Zhiping Chen. Quantitative stability of multistage stochastic programs via calm modifications. Operations Research Letters, 2018, 46(5): 543-547.
37. Zhiping Chen, Shen Peng, Jia Liu. Data-driven robust chance constrained problems: A mixture model approach. Journal of Optimization Theory and Applications, 2018, 179(3):1065-1085.
38. Ruiyue Lin, Zhiping Chen. Modified super-efficiency DEA models for solving infeasibility under non-negative data set, INFOR: Information Systems and Operational Research, 2018, 56(3): 265-285.
39. Zhiping Chen, Qianhui Hu. On coherent risk measures induced by convex risk measures. Methodology and Computing in Applied Probability, 2018, 20(2): 673-698.
40. Zhiping Chen, Jie Jiang. Stability analysis of optimization problems with $k$-th order stochastic and distributionally robust dominance constraints induced by full random recourse. SIAM Journal on Optimization, 2018, 28(2): 1396-1419.
41. Zhiping Chen, Zhe Yan. Practical arbitrage-free scenario tree reduction methods and their applications in financial optimization. Applied Stochastic Models in Business and Industry, 2018, 34(2): 175-195.
42. Jia Liu, Zhiping Chen. Time consistent multi-period robust risk measures and portfolio selection models with regime-switching. European Journal of Operational Research, 2018, 268(1): 373-385.
43. Jia Liu, Zhiping Chen, Yongchang Hui. Time consistent multi-period worst-case risk measure in robust portfolio selection. Journal of the Operations Research Society of China, 2018, 6(1): 139-158.
44. Zhiping Chen, Zhe Yan. Scenario tree reduction methods through clustering nodes. Computers & Chemical Engineering, 2018, 109: 96-111.
45. Sun Zongqi, Chen Zhiping. Stochastic differential investment-reinsurance games with capital injection-threshold dividend. Mathematics in Practice and Theory, 2017, 47(21): 108-121（in Chinese）
46. Ruiyue Lin, Zhiping Chen. A directional distance based super-efficiency DEA model handling negative data. Journal of the Operational Research Society, 2017, 68(11): 1312-1322.
47. Ruiyue Lin, Zhiping Chen, Qianhui Hu, Zongxin Li. Dynamic network DEA approach with diversification to multi-period performance evaluation of funds. OR Spectrum, 2017, 39(3): 821-860.
48. Zhiping Chen, Jia Liu, Yongchang Hui. Recursive risk measures under regime switching applied to portfolio selection. Quantitative Finance, 2017, 17(9): 1457-1476.
49. Wei Yang, Zhiping Chen, Fang Zhang. New group decision making method in intuitionistic fuzzy setting based on TOPSIS. Technological and Economic Development of Economy, 2017, 23(3): 441-461.
50. Zhiping Chen, Giorgio Consigli, Jia Liu, Gang Li, Tianwen Fu and Qianhui Hu. Multi-period risk measures and optimal investment policies. Chapter 1 in Optimal Financial Decision Making under Uncertainty, 1-34, Springer’s International Series in Operations Research and Management Science, 2017.
51. Ruiyue Lin, Zhiping Chen, Zongxin Li. An equitable DEA-based approach for assigning fixed resources along with targets. Journal of the Operational Research Society, 2016, 67(11): 1373-1381.
52. Sun Zongqi, Chen Zhiping. Optimal investment-reinsurance-hybrid dividend strategies for insurance company under compound Poisson-Geometric risk process. Chinese Journal of Engineering Mathematics, 2016, 33(5): 463-479（in Chinese）
53. Li Yang, Zhiping Chen, Feng Zhang. Time consistency and time consistent generalized convex multistage risk measures. IMA Journal of Management Mathematics, 2016, 27(3): 419-437.
54. Jia Liu, Abdel Lisser, Zhiping Chen. Stochastic geometric programming with joint probabilistic constraints. Electronic Notes in Discrete Mathematics, 2016, 55: 49-52.
55. Ruiyue Lin, Zhiping Chen. An iterative method for determining weights in cross efficiency evaluation. Computers & Industrial Engineering, 2016, 101: 91-102.
56. Zhiping Chen, Jia Liu, Gang Li, Zhe Yan. Composite time consistent multi-period risk measure and its application in optimal portfolio selection. TOP, 2016, 24(3): 515-540.
57. Jia Liu, Abdel Lisser, Zhiping Chen. Stochastic geometric optimization with joint probabilistic constraints. Operations Research Letters, 2016, 44(5): 687-691.
58. Zhiping Chen, Qianhui Hu, Ruiyue Lin. Performance ratio based coherent risk measure and its application. Quantitative Finance, 2016, 16(5): 681-693.
59. Gang Li, Zhiping Chen, Jia Liu. Optimal policy for a time consistent mean-variance model with regime switching. IMA Journal of Management Mathematics, 2016, 27(2): 211-234.
60. Ruiyue Lin, Zhiping Chen. Fixed input allocation methods based on super CCR efficiency invariance and practical feasibility. Applied Mathematical Modelling, 2016, 40(9-10): 5377-5392.
61. Ruiyue Lin, Zhiping Chen, Zongxin Li. A new approach for allocating fixed costs among decision making units. Journal of Industrial and Management Optimization, 2016, 12(1): 211-228.
62. Zhiping Chen, Jia Liu, Gang Li. Time consistent policy of multi-period mean-variance problem in stochastic markets. Journal of Industrial and Management Optimization, 2016, 12(1): 229-249.
63. Ruiyue Lin, Zhiping Chen. Super-efficiency measurement under variable return to scale: An approach based on a new directional distance function. Journal of the Operational Research Society, 2015, 66(9): 1506-1510.
64. Zhiping Chen, Zongxin Li, Liyuan Wang. Concentrated portfolio selection models based on historical data. Applied Stochastic Models in Business and Industry, 2015, 31(5): 649-668.
65. Youpan Han, Zhiping Chen. Quantitative stability of full random two-stage stochastic programs with recourse. Optimization Letters, 2015, 9(6): 1075-1090.
66. Youpan Han, Zhiping Chen. Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse. Optimization, 2015, 64(9): 1983-1997.
67. Zhiping Chen, Youpan Han. Continuity and stability of two-stage stochastic programs with quadratic continuous recourse. Numerical Algebra, Control and Optimization. 2015.5(2): 197-209.
68. Han Youpan, Chen Zhiping, Zhang Feng. Lipschitz continuity of the optimal value function and KKT solution set in indefinite quadratic programs. Applied Mathematics: A Journal of Chinese Universities, 2015, 30(1): 102-110.
69. Li Yang, Zhiping Chen, Qianhui Hu. Multi-period investment decision problem based on time consistent generalized convex risk measure and extremum scenarios. China Finance Review International, 2014, 4(4): 360-384.
70. Zhiping Chen, Feng Zhang. Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse. Optimization Letters, 2014, 8(5): 1647-1662.
71. Zhiping Chen, Daobao Xu. Knowledge-based scenario tree generation methods and application in multi-period portfolio selection problem. Applied Stochastic Models in Business and Industry, 2014, 30(3): 240-257.
72. Xu Daobao, Chen Zhiping, Yu Guan. Scenario tree generation algorithms under MGARCH models. Chinese Journal of Engineering Mathematics, 2014, 31(3): 435-453.
73. Jia Liu, Zhiping Chen. Regime-dependent robust risk measures with application in portfolio selection. Procedia Computer Science, 2014, 31: 344-350.
74. Zhang Fang, Chen Zhiping. New conditional gradient algorithms for the graph max-bisection problem. Numerical Mathematics: A Journal of Chinese Universities, 2014, 36(1): 86-96（in Chinese）
75. Zhiping Chen, Gang Li, Yonggan Zhao. Time-Consistent Investment Policies in Markovian Markets: A Case of Mean-Variance Analysis. Journal of Economic Dynamics and Control, 2014, 40: 293-316.
76. Qihong Duan, Ying Wei, Zhiping Chen. Relationship between the benchmark interest rate and a macroeconomic indicator. Economic Modelling, 2014, 38: 220-226.
77. Cheng Bei, Zhiping Chen. Chance-constrained Active Index Tracking Model under Skew-t Distribution. International Journal of Applied Mathematics and Statistics, 2013, 42(12): 399-410.
78. Chen Zhiping, Song Zhenxia. Application of Copula functions in the factor coefficient estimation. Systems Engineering---Theory & Practice, 2013, 33(10): 2471-2478（in Chinese）
79. Bei Cheng, Zhiping Chen, Jia Liu. Multi-Stage Financial Index Tracking Model Under GH Distribution. Pakistan Journal of Statistics, 2013, 29(5): 795-810.
80. Li Gang, Chen Zhiping. Time inconsistency of the mean-variance optimal policy in stochastic markets and its revision. Operations Research Transactions, 2013, 17(4): 11-23（in Chinese）
81. Duan Qihong, Chen Zhiping, Zhang Gaiying. Strong consistency of estimators for the intensity to a Poisson process marked by a hidden Brownian process. Journal of Systems Science and Mathematical, 2013, 33(7): 751-765（in Chinese）
82. Zhang Chunmei, Chen Zhiping. Relative robust portfolio selection under conditional value at risk. Chinese Journal of Engineering Mathematics, 2013, 30(4): 525-534（in Chinese）
83. Zhiping Chen, Gang Li, Ju-e Guo. Optimal investment policy in the time consistent mean-variance formulation. Insurance: Mathematics and Economics, 2013, 52(2): 145-156.
84. Rui Gao, Zhiping Chen. A new class of time-consistent dynamic risk measures and its application. Technology and Investment, 2013, 4(1B): 36-41.
85. Wang Yanping, Chen Zhiping, Chen Yuna. Study on multi-factor portfolio selection models. Chinese Journal of Engineering Mathematics, 2012, 29(6): 807-814（in Chinese）
86. Daobao Xu, Zhiping Chen, Li Yang. Scenario tree generation approaches using K-means and LP moment matching methods. Journal of Computational and Applied Mathematics, 2012, 236(17): 4561-4579.
87. Zhiping Chen, Zhenxia Song. Dynamic portfolio optimization under multi-factor model in stochastic markets. OR Spectrum, 2012, 34(4): 885-919.
88. Chen Zhiping, Zhang Feng. Realistic portfolio selection models with discrete-type constraints. Operations Research and ManagementScience, 2012, 21(3): 159-169（in Chinese）
89. Wei Yang, Zhiping Chen. The Quasi-Arithmetic Intuitionistic Fuzzy OWA Operators. Knowledge-Based Systems, 2012, 27: 219-233.
90. Zhiping Chen, Wei Yang. A New Multiple Criteria Decision Making Method Based on Intuitionistic Fuzzy Information. Expert Systems With Applications, 2012, 39(4): 4328-4334. 
91. Wang Yi, Chen Zhiping, Yang Li. Review of the Development of Risk Measurement. Chinese Journal of Engineering Mathematics, 2012, 29(1): 1-22（in Chinese）
92. Zhiping Chen, Youpan Han. Quantitative stability of mixed-integer two-stage quadratic stochastic programs. Mathematical Methods of Operations Research, 2012, 75(2): 149-163.
93. Zhiping Chen, Li Yang, Daobao Xu, Qianhui Hu. Tail Nonlinearly Transformed Risk Measure and its Application. OR Spectrum. 2012.34(4): 817-860.
94. Wei Yang, Zhiping Chen. New aggregation operators based on the Choquet integral and 2-tuple linguistic information. Expert Systems With Applications, 2012, 39(3): 2662-2668.
95. Chen Zhiping, Cao Xuan. Performance evaluation indexes based on risk-averse degree and distribution partition. Journal of Systems Engineering, 2011, 26(6): 760-767（in Chinese）
96. Zhiping Chen, Feng Zhang, Li Yang. Postoptimality for mean-risk stochastic mixed-integer programs. Mathematical Methods of Operations Research, 2011, 74(3): 445-465.
97. Wang Yanping, Chen Zhiping, Chen Yuna. New multi-period portfolio selection medels under the factor model. Journal of Systems Science and Mathematical Sciences, 2011, 31(7): 824-836（in Chinese）
98. Zhiping Chen, Wei Yang. An MAGDM based on constrained FAHP and FTOPSIS and its application to supplier selection. Mathematical and Computer Modelling, 2011, 54(11-12): 2802-2815.
99. Chen Zhiping, Wang Yi. Existence and determination of equilibrium prices in the asset market with transaction costs under the meanes framework. Journal of Systems Science and Mathematical Sciences, 2011, 31(5): 519-533（in Chinese）
100. Zhiping Chen, Qihong Duan. New models of trader beliefs and their application for explaining financial bubbles. Economic Modelling, 2011, 28(5): 2215-2227.
101. Zhiping Chen, Li Yang. Nonlinearly weighted convex risk measure and its application. Journal of Banking & Finance, 2011, 35(7): 1777-1793.
102. Xiaojun Chen, Zhiping Chen, Gui-Hua Lin. Words from the guest editors. Pacific Journal of Optimization, 2011, 7(2): 195-196.
103. Youpan Han, Zhiping Chen. Quantitative stability of full random two-stage multi-objective stochastic programs. Pacific Journal of Optimization, 2011, 7(2): 221-234.
104. Zhiping Chen, Wei Yang. A new multiple attribute group decision making method in intuitionistic fuzzy setting. Applied Mathematical Modelling, 2011, 35(9): 4424-4437.
105. Chen Zhiping, Liu Jia, Cheng Bei. Chance constrained programming models for intelligent scheduling problems and their efficient solution. Chinese Journal of Engineering Mathematics, 2010, 27(6): 975-985（in Chinese）
106. Chen Zhiping, Han Youpan. Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs. Applied Mathematics: A Journal of Chinese University, 2010, 25(4): 391-399.
107. Qihong Duan, Zhiping Chen, Dengfu Zhao. An Expectation Maximization Algorithm to Model Failure Times by Continuous-Time Markov Chains. Mathematical Problems in Engineering, 2010, Article ID 242567, doi: 10.1155/2010/242567
108. Robert J. Elliott, Zhiping Chen, Qihong Duan. Insurance claims modulated by a hidden Brownian marked point process. Insurance: Mathematics and Economics, 2009, 45(2): 163-172
109. Chen Zhiping, Hua Yedi. New approach for determining index weights in the venture enterprise evaluation index system. Journal of Systems Engineering, 2009, 24(3): 375-379（in Chinese）
110. Zhiping Chen, Zongben Xu. Continuity and Stability of a Quadratic Mixed-integer Stochastic Program. Numerical Functional Analysis and Optimization, 2009, 30(5-6): 462-477. 
111. Chen Zhiping, Hua Yedi, Zhang Weiguo. New portfolio selection models for the venture capital investment. Mathematics In Practice And Theory, 2009, 39(4): 27-35（in Chinese）
112. Zhiping Chen, Yi Wang. Two-sided coherent risk measures and their application in realistic portfolio optimization. Journal of Banking & Finance, 2008, 32(12): 2667-2673.
113. Chen Zhiping, Chen Yuna. Explicit solutions of new form MV models under the multi-factor model. Global-Link Informatics Limited, Hong Kong, 2008: 365-373（in Chinese）
114. Ruiyue Lin, Zhiping Chen. New DEA performance evaluation indices and their applications in the American fund market. Asia-Pacific Journal of Operational Research, 2008, 25(4): 421-450.
115. Chen Zhiping, Wang Yi, Xu Zongben. The new one-sided financial index tracking model based on lower partial moment risk measures and the $t$-distribution. Acta Mathematicae Applicatae Sinica, 2008, 31(1): 24-34（in Chinese）
116. Wang Yi, Chen Zhiping. The new financial index tracking model basing on lower partial probability risk measure and considering the return distribution's fat-tailedness. OR Transactions, 2007, 11(3): 75-85（in Chinese）
117. Yi Wang, Zhiping Chen, Kecun Zhang. A chance-constrained portfolio selection problem under-distribution. Asia-Pacific Journal of Operational Research, 2007, 24(4): 535-556.
118. W. G. Zhang, Ying-Luo Wang, Zhi-ping Chen, Zan-Kan Nie. Possibilistic mean-variance models and efficient frontiers for portfolio selection problem. Information Sciences, 2007, 177(13): 2787-2801.
119. Chen Zhiping, Zhu Guo Bin, Xu Qingsheng. T he application of return-affecting firm characteristics in optimal portfolio selection. Operations Research and Management Science, 2007, 16(3): 124-128（in Chinese）
120. Zhiping Chen, Yi Wang. A new class of coherent risk measures based on p-norms and their applications. Applied Stochastic Models in Business and Industry, 2007, 23(1): 49-62.
121. Wang Yi, Chen Zhiping Zhang Kecun. Study on the interrelation of efficient portfolios and their frontier under t-distribution and various risk measures. Applied Mathematics: A Journal of Chinese University, Ser. B, 2006, 21(4): 369-382.
122. Zhiping Chen, Ruiyue Lin. Mutual fund performance evaluation using data envelopment analysis with new risk measures. OR Spectrum, 2006, 28(3): 375-398.
123. Zhiping Chen. Multiperiod consumption and portfolio decisions under the Multivariate GARCH model with transaction costs and CVaR-based risk control. OR Spectrum, 2005, 27(4): 603-632.
124. Zhiping Chen, K. C. Yuen. Optimal consumption and investment problems under GARCH with transaction costs. Mathematical Methods of Operations Research, 2005, 61(2): 219-237.
125. Zhiping Chen, Feng Xi. A New Branch-and-Bound Algorithm for Solving Large Complex Integer Convex Quadratic Programs. Chinese Journal of  Numerical Mathematics and Applications, 2005, 27(1): 79-97.
126. Chen Zhiping, Lin Ruiyue. Main methods for the mutual fund performance evaluation based on DEA models. Journal of Systems Engineering, 2005, 20(1): 73-83（in Chinese）
127. Chen Zhiping, Yuan Xiaoling, Xi Feng. Empirical research about a portfolio optimization problem with multiple investment constraints. Systems Engineering---Theory & Practice, 2005, 25(2): 10-17（in Chinese）
128. Chen Zhiping, Xi Feng. A new branch-and-bound algorithm for solving large complex integer convex quadratic programs. Mathematica Numerica Sinica, 2004, 26(4): 445-458（in Chinese）
129. Yuan Xiaoling, Chen Zhiping, Ling Zongping. An empirical study about the relationship between expected stock returns and trading activity in the chinese stock markets. Modern Economic Science, 2004, 26(6): 98-103（in Chinese）
130. Zhiping Chen. Existence, uniqueness, and determinacy of a nonnegative equilibrium price vector in asset markets with general utility functions and an elliptical distribution. Asia-Pacific Journal of Operational Research, 2004, 21(3): 393-405.
131. Chen Zhiping, Li Naicheng, Xi Feng. A new branch and bound algorithm for solving complex integer quadratic programs. Chinese Journal of Engineering Mathematics, 2004, 21(3): 371-376（in Chinese）
132. Lin Ruiyue, Chen Zhiping, Liing Zongping. Evaluating the project performance by combining data envelopment analysis and project management maturity model. Operations Research and Management Science, 2004, 13(2): 135-138（in Chinese）
133. Chen Zhiping, Xu Chengxian, K. C. Yuen. Stochastic programming method for multiperiod consumption and investment problems with transactions costs. Journal of Systems Science and Complexity, 2004, 17(1): 39-53.
134. Chen Zhiping. A new deterministic formulation for dynamic stochastic programming problems and its numerical comparison with others. Numerical Mathematics: A Journal of Chinese University, 2003, 12(2): 173-185.
135. Zhi-ping Chen, Cai-e Zhao. Sensitivity to estimation errors in mean-variance models. Acta Mathematicae Applicatae Sinica, English Series, 2003, 19(2): 255-266.
136. Wang Yang, Yang Xupu, Chen Zhiping. Existence of an equilibrium price vector in the capital market. Journal of Nanjing University of Science and Technology, 2003, 27(Supp.): 11-15（in Chinese）
137. Chen Zhi-ping, Yuan Xiao-ling, Wang Yang. Existence and uniqueness of an equilibrium price vector in the asset market with short-selling and general utility functions. Mathematica Applicata, 2003, 16(1): 103-108.
138. Zhao Caie, Chen Zhiping, Wang Yang. Necessary and sufficient condition for the existence of a nonnegative equilibrium price in market with risk assets. Journal of Xi'an Jiaotong University, 2003, 37(4): 435-438（in Chinese）
139. Zhiping Chen, Xu Chengxian. Global convergence of a general sampling algorithm for dynamic nonlinear stochastic programs. Numerical Functional Analysis and Optimization, 2002, 23(5-6): 495-514.
140. Zhiping Chen, Cai-E Zhao. Is the MV efficient portfolio really that sensitive to estimation errors?  Asia-Pacific Journal of Operational Research, 2002, 19(2): 149-168.
141. Chen Zhiping, Zhao Caie, Wang Yang. Necessary and sufficient condition for the existence of a nonnegative equilibrium price vector in the capital market with short-selling. Applied Mathematics: A Journal of Chinese Unviersity, 2002, 17B(3): 344-354.
142. Chen Zhiping, Wang Yang, Zhao Caie. Explicit formula for equilibrium price with short selling and necessary and sufficient condition for it. Journal of Systems Engineering, 2002, 17(6): 512-518（in Chinese）
143. Zhiping Chen. Application of contemporary education strategies to the teaching of operations research. The China Papers, Tertiary Science and Mathematics Teaching for the 21st Century, October 2002, 28-35.
144. Chen Zhiping, Xu Qingsheng. The structure decomposition method for complex communication networks and its application in the reliability analysis. Operations Research and Management Science, 2002, 11(5): 56-64（in Chinese）
145. Zhao Caie, Chen Zhiping. 求解不可微可分凸规划问题的对偶投影梯度法. Journal of Northwest University, 2001, 31: 1-5（in Chinese）
146. Xu Zongben, Chen Zhiping, Zhang Xingsun. Theoretical development on genetic algorithms: a review. Advances in Mathematics, 2000, 29(2): 97-114（in Chinese）
147. Chen Zhiping. On the convergence of sampling algorithms for solving dynamic stochastic programming. Systems Science and Mathematical Sciences, 2000, 13(4): 397-406.
148. Chen Zhiping, Lin Weidong, Xu Chengxian. Indirect one-staging of general multistage problem with recourse and its application. Chinese Journal of Engineering Mathematics, 1998, 15(4): 69-75（in Chinese）
149. Chen Zhiping, Xu Chengxian. A smoothing generalized active-set method for solving linear $l_1$ problem with constraints. Chinese Journal of Engineering Mathematics, 1998, 15(1): 9-16（in Chinese）
150. Chen, et al. Towards sequential sampling algorithms dynamic portfolio management. In C. Zopounidis eds. Operational Tools in the Management of Financial Risks, Kluwer Academic Publishers, 1997: 197-211.
151. Chen Zhiping, Gao Yong. Process properties and stability of optimal solutions and values of stochastic programmings with random processes. Acta Mathematicae Applicatae Sinica, 1997, 20(3): 466-472（in Chinese）
152. Chen Zhiping, Xu Chengxian. Generalized duality theory on the general multistage recourse problem. Journal of Mathematical Research and Exposition, 1997, 7(2): 275-286（in Chinese）
153. Gao Yong, Chen Zhiping. Stochastic programming problem with random processes-the martingale properties of its optimal value process and optimal solution set processes. Journal of Mathematics, 1997, 17(3): 335-338（in Chinese）
154. Chen Zhiping, et al. A branch-and-price algorithm for solving the cutting strips problem. Applied Mathematics: A Journal of Chinese University, 1997, 12B(2): 215-224.
155. Chen Zhiping, Xu Chengxian. Convergence analysis of inexact gauss-newton method. Chinese Journal of Engineering Mathematics, 1997, 14(4): 1-7（in Chinese）
156. Xu Chengxian, Chen Zhiping. A nonlinear model of multistage problem with recourse. Mathematica Applicata, 1996, 9(2): 218-224.
157. Chen Zhiping, et al. A dual gradient method for solving a class of two-stage compensating problems, Mathematica Applicata, 1996, 9(3): 266-271.
158. Chen Zhiping, Gao Yong. Stationary and Markov properties of optimal solutions of stochastic programming problem with random processes. Pure and Applied Mathematics, 1996, 12(1): 88-92（in Chinese）
159. Xu Chengxian, Chen Zhiping. A minimizing algorithm for complex nonconvex nondifferentiable functions. Applied Mathematics: A Journal of Chinese University, 1995, 10B(2): 141-154.
160. Chen Zhiping, Xu Chengxian, Liu Gang. A dual subgradient algorithm for solving nonlinear non-differentiable multistage problem with recourse. Chinese Journal of Engineering Mathematics, 1995, 12(4): 21-30（in Chinese）
161. Chen Zhiping, Xu Chengxian. A quadratic method for minimizing quasidifferentiable functions. Chinese Journal of Engineering Mathematics, 1995, 12(2): 84-88（in Chinese）
162. Chen Zhiping. 一般形式多阶段有补偿问题的基本性质. Journal of Northwest University, 1995, 25(专辑): 123-128（in Chinese）
163. You Zhaoyong, Xu Chengxian, Chen Zhiping. A dual parallel algorithm for solving multistage stochastic programming with recourse. Numerical Mathematics: A Journal of Chinese Universities, 1994, (4): 321-331（in Chinese）
164. Chen Zhiping, Xu Chengxian. 求解不可微凸规划问题的区间算法. 最优化理论与应用，西安电子科技大学出版社，1994: 303-308（in Chinese）
165. Chen Zhiping. 一类多阶段有补偿问题的可并行算法。首届中国青年运筹学学者大会论文集，1994: 12-18（in Chinese）
166. You Zhaoyong, Xu Chengxian, Chen Zhiping. A dual parallel algorithm for solving multistage stochastic programming with recourse. Numerical Mathematics: A Journal of Chinese Universities, 1994, (4): 321-331（in Chinese）
167. GaoYong, ChengZhiping. 带随机过程的随机规划问题的稳定性分析。中国工业与应用数学学会第三次大会文集，清华大学出版社，1994: 222-226（in Chinese）
168. Chen Zhiping, Xu Chengxian. 多阶段有补偿问题的非线性模型。纯粹数学与应用数学，1993, 9(3): 20-29（in Chinese）
169. Chen Zhiping, Xu Chengxian. Generalized duality theory of general multistage problem with recourse. Proceedings of Conference on Scientific and Engineering Computing for Young Chinese Scientitsts, The National Defence Industry Press, China, 1993: 123-128.
170. You Zhaoyong, Xu Chengxian, Chen Zhiping. The measurbilities of optimal values and solutions of nonlinear stochastic programming problems. Journal of Xi'an Jiaotong University, 1993, 27(3): 113-119（in Chinese）
171. Chen Zhiping, Xu Chengxian. 极小一般拟可微函数的线性化方法. Pure and Applied Mathematics, 1993, 9(2): 10-15（in Chinese）
172. Xu Chengxian, Chen Zhiping. 求解一类二阶段有补偿问题的对偶梯度法. Journal of Xi'an Jiaotong University, 1992, 26(2): 123-125（in Chinese）
173. You Zhaoyong, Xu Chengxian, Chen Zhiping. Duality and optimality for  multistage nonlinear stochastic programming with recourse. Proceedings of the Second International Conference on Numerical Optimization and its Applications, The Xi’an Jiaotong University Press, 1991: 85-89
174. Xu Chengxian, Chen Zhiping. A hybrid method for a class of semi-infinite programming. Journal of Chinese Engineering Mathematics, 1991, 8(2): 9-18