Zhi Chen

Department of Management Sciences, College of Business, City University of Hong Kong

Assistant Professor

Hong Kong

SCHOLARLY PAPERS

5

DOWNLOADS

639

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Regret in the Newsvendor Model with Demand and Yield Randomness

Number of pages: 58 Posted: 14 May 2020 Last Revised: 24 Jun 2021
Zhi Chen and Weijun Xie
Department of Management Sciences, College of Business, City University of Hong Kong and Virginia Polytechnic Institute & State University
Downloads 266 (147,262)

Abstract:

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Demand Randomness, Yield Randomness, Minimax Regret, Hurwicz Criterion, Type-Infinity Wasserstein Distance, Data-Driven Decision Making Under Uncertainty

2.

Allocation Inequality in Cost Sharing Problem

Journal of Mathematical Economics, 91, 111-120
Number of pages: 24 Posted: 06 Nov 2017 Last Revised: 06 Nov 2021
Zhi Chen, Zhenyu Hu and Qinshen Tang
Department of Management Sciences, College of Business, City University of Hong Kong, affiliation not provided to SSRN and Nanyang Business School, Nanyang Technological University
Downloads 208 (186,720)
Citation 1

Abstract:

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cost sharing problem, average cost pricing, Shapley value, majorization, cooperative game

3.

Sharing the Value-at-Risk Under Distributional Ambiguity

Number of pages: 29 Posted: 17 Jun 2019 Last Revised: 02 Dec 2020
Zhi Chen and Weijun Xie
Department of Management Sciences, College of Business, City University of Hong Kong and Virginia Polytechnic Institute & State University
Downloads 136 (268,198)
Citation 1

Abstract:

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Risk sharing, value-at-risk, conditional value-at-risk, distributionally robust optimization

4.

Screening with Limited Information: The Minimax Theorem and a Geometric Approach

Number of pages: 42
Zhi Chen, Zhenyu Hu and Ruiqin Wang
Department of Management Sciences, College of Business, City University of Hong Kong, affiliation not provided to SSRN and National University of Singapore (NUS) - Institute of Operations Research and Analytics
Downloads 26

Abstract:

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robust mechanism design, moment condition, mean-preserving contraction/spread, Wasserstein metric

5.

Mitigating Supply Risk with Limited Information: Emergency Supply and Responsive Pricing

Number of pages: 36
South China University of Technology, Department of Management Sciences, College of Business, City University of Hong Kong and South China University of Technology
Downloads 3

Abstract:

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supply risk, emergency supply, responsive pricing, ambiguity aversion, distribution-free approach.